Systematic strategies

Our systematic strategies team at a glance

  • Highly qualified portfolio managers with an average of nearly 16 years of industry experience.
  • Passive management using strategic beta strategies that provide the efficiency and transparency of index investing while offering potentially higher returns over the long term.
  • Ongoing research and development that focuses on client needs.

Investment style and philosophy

All of our strategies exploit three consistent sources of return:

  • Using allocation criteria that do not rely on market capitalization, thereby reducing the impact of valuation errors on portfolio performance.
  • Adopting a permanent complementary tilt policy based on an exhaustive review of financial literature.
  • Implementing a portfolio construction process that takes advantage of the full range of assets offered to investors.

Investment solutions

Canadian high-dividend equity

A systematic strategy that achieves high dividend yields based on a diversified portfolio that remains stable over time.

It aims to achieve higher returns than the benchmark index over a three- to five-year horizon while offering eligible clients all tax advantages associated with dividend income.

Large-cap global equity

A systematic strategy that provides exposure to stock markets in developed countries.

It offers high current yield (dividends and stock buybacks) based on a diversified portfolio that remains stable over time. It aims to achieve higher returns than the benchmark index over a three- to five-year horizon.

Small-cap global equity

A systematic strategy offering exposure to small-cap stocks that have recently experienced above-average stock market gains while demonstrating positive sales growth.

It is based on a diversified portfolio that remains stable over time, and aims to achieve higher returns than the benchmark index over a three- to five-year horizon.

Environmental global equity

A systematic strategy that participates in international stock markets.

It offers exposure to companies with outstanding environmental practices and is based on a diversified portfolio that remains stable over time.

It aims for higher returns than the benchmark index over a three- to five-year horizon.

Marc Provost, CFA, IAS.A

Vice-President and Co-Chief Investment Officer, Public Markets

Marc Provost is head of the investment team for Canadian equity and co-manager of the general portfolio. He is also in charge of our systematic equity strategies, including responsible investment, and works jointly with Christian Duceppe to lead the tactical asset allocation group.

He has worked in the investment industry since 1983. Before joining Desjardins Global Asset Management in 2015, he spent 11 years serving as senior vice-president, managing director and chief investment officer of Intact. Prior to this, he was an executive at the Caisse de dépôt et placement du Québec, Montrusco Bolton and ING Canada.

Mr. Provost has a Bachelor of Business Administration (Finance) from HEC Montréal.

Marc Provost

Christian Felx, M.Sc., CFA

Manager, Systematic Strategies

Christian Felx is responsible for designing and structuring systematic equity investment strategies. He also coordinates research on responsible investment. He began his career in 2005 as a quantitative analyst at the Caisse de dépôt et placement du Québec. He joined Desjardins Global Asset Management as a portfolio manager in 2007 and has held his current position since 2015.

Mr. Felx has a Master's degree in Economics (Finance and Econometrics) from Université de Montréal.

Christian Felx

Jean-Michel Baillargeon, M.Sc., CFA

Portfolio Manager

Jean-Michel Baillargeon is responsible for systematic strategy management and trading. He began his career in 2010 as a compliance analyst at Desjardins Global Asset Management. Following this, he worked as a market risk analyst and then as a portfolio analyst. He has been a portfolio manager since 2015.

Mr. Baillargeon has a Master's degree in Applied Finance from the school of management at Université du Québec à Montréal.

Jean-Michel Baillargeon

Yacine Jaa, CFA, FRM

Portfolio Manager

Yacine Jaa is responsible for systematic strategy management and trading. He began his career in 2008 as a market risk analyst at Desjardins Global Asset Management. Following this, he worked as a market risk advisor and then as a portfolio analyst.

Mr. Jaa has a Master's degree in Finance from Université Laval.

Yacine Jaa

Interested in our systematic strategies?

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Montreal area: 514-287-5837
Elsewhere in Canada and the U.S.: 1-877-353-8686, ext. 5551125

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DGAM Client relationship management
1, complexe Desjardins
Tour Sud, 20e étage
Montréal (Québec) H5B 1B2