Roman Gorlov

Background

About Roman Gorlov

I’m a portfolio manager and quant researcher with a focus on systematic equity strategies — mostly around factor modeling, portfolio construction, and implementation. At PGGM, I’ve been co-managing the Developed Markets Multifactor Fund, working on everything from research and design of return signals to building rebalancing tools and integrating ESG. My day-to-day blends hands-on research with portfolio management. I’ve spent a lot of time with Axioma, trade cost modeling, and building infrastructure that helps turn ideas into actual portfolios. Technically, I’m comfortable in Python, MATLAB, and SQL, and enjoy building tools that support better decision-making. I’ve always been drawn to systematic investing — the mix of theory, data, and real-world constraints keeps it interesting. I’m still learning, always looking to improve the process, and enjoy working with others who care about doing things thoughtfully and well.