Gabin TaibiGenAI Researcher at LGT Private BankingSpeaker
Profile
Gabin Taibi is a GenAI Researcher in the Quantitative Investment team at LGT, where he builds text-based signals and AI tools around the bank's quant infrastructure. He's also a PhD researcher at the University of Twente, working at the intersection of NLP, machine learning and quantitative finance. His thesis focuses on narrative dynamics in financial markets, building computational frameworks that turn textual data into signals for volatility forecasting and systematic investing.
Gabin holds an engineering degree in Mathematics, Statistics and Data Science and an MSc in Management. He also has experience as a Quantitative Analyst at Deutsche Börse, as well as Quantitative Researcher in a crypto hedge fund he co-founded and at Quoniam Asset Management. His interests span volatility trading, narrative asset pricing and building agentic and RAG-based research infrastructure.
Agenda Sessions
Trading macro narratives: Evidence from LLM-based signals for industry and factor portfolios
, 17:20View Session
