Our Responsibility
As one of the founding organisations of the SBAI, and as a board member since 2019, our CEO, Leda Braga, has been engaged in promoting standards of good governance, transparency, integrity and ownership practices for our industry.
We recognise that a sustainable and responsible investment strategy is key for long-term value creation for all stakeholders.
Systematica has an interest in incorporating responsible investing into its investment decision-making processes where appropriate. As a scientific, data-driven firm we have chosen to use internal resources to explore the most suitable solutions for the integration of responsible investing throughout our systems and operations.
Diversity
We have a fundamental belief in creating a diverse working environment and culture.
Our firm wide culture encourages diversity, accountability and career development.
Systematica Investments is a majority female owned company. We are proud to employ a talented and diverse group of individuals.
Sustainability Framework
Investing with integrity and purpose
Approach
We are committed to incorporating ESG considerations into our investment decision-making process. Systematica has been a UN PRI Signatory since 2017, A+ score in 2020. click here for criteria We have implemented and adhere to a ‘Responsible Investment Policy’. click here to view
As a Member of the Standard Board of Alternative Investments (SBAI), we actively contribute to the Responsible Investment working group. Systematica Investments is registered with the Carbon Disclosure Project (CDP) and is a public supporter of the Task Force on Climate-related Financial Disclosures (TCFD) click for latest TCFD report
Investment Process
Our Research team takes ESG factors into consideration where these are applicable and appropriate to an investment strategy. Our Investment Committee reviews all components of the systematic investment strategies including these ESG considerations.
We evaluate multiple sources of ESG data to obtain high quality indicators and incorporate these into the relevant investment strategies.
Sustainability Enhancements
Various sustainability improvements have been implemented into our existing products:
• Firm-wide exclusion lists
• Addition of proprietary sustainability factors where applicable
Opportunity and Inclusion
We have a fundamental belief in creating an inclusive working environment. Our firm-wide culture encourages diversity, collaboration, accountability and professional development.
Systematica Investments is a majority female owned company. We are proud to employ a talented and diverse group of individuals.
Policy Engagement
Systematica conducts engagement activities with industry bodies, the broad market and policy makers through collaborative platforms and public consultations.
Some examples of our recent regulation level engagement is around transparency rules for derivatives and shorts. In May 2022 we published a short note on a loophole that allows arbitrary greenwashing of L/S portfolios for EU taxonomy reporting (link). In June 2022 we responded to the IIGCC consultation on derivatives and shorts (exec summary and full response published at this link). In 2023 and 2024 we collaborated with other managers and asset owners within the Responsible Investing working group of SBAI on GHG reporting across all asset classes and lately specificly on commodity futures.Sustainability Framework
Investing with integrity and purpose
Approach
Investment Process
Sustainability Enhancements
Opportunity and Inclusion
Policy Engagement
Sustainability Related Disclosures
