Laura de Frutos Sastre

head of alternative risk premia, BBVA Asset Management

Laura de Frutos Sastre is head of alternative risk premia at BBVA Asset Management and has more than 20 years’ experience in the industry, managing different asset classes.

Laura joined BBVA AM  in 1998 and started her career as a fixed income portfolio manager, then managed equity portfolios for 10 years before moving on to multi-asset portfolios for 5 years. Laura then focused on ARP and systematic strategies, leading the alternative risk premia project, where she developed one of the biggest vehicles of multi-asset ARP in Europe. Laura and the team are managing approximately EUR3 billion in ARP and systematic strategies in different formats.

Laura is a professor at IEB and AFI in Madrid and she is also a member of the Editorial Board of the Journal of Systematic Investing. Laura has a Bachelor of Business Administration from Universidad Autónoma de Madrid and has been a CFA charterholder since 2003.