Services for Investment Industry and Invested Organisations

Isaac is a Chartered Wealth Manager and a Chartered Fellow of the Chartered Institute of Securities & Investments. He is a regulated Investment Manager with over fifteen years' experience advising private clients, trusts and organisations. His academic background includes an MSc in Finance with a focus on quantitative finance from the University of London, alongside completion of the Chief Investment Officer programme at Columbia University in New York.

Evidence-based portfolio construction and strategic asset allocation, underpinned by advanced quantitative forecasting. Extensive experience designing and implementing investment strategies for regulated financial firms and invested organisations, translating long-term objectives and governance requirements into disciplined, practical investment solutions.

Discretionary MPS Deployment: Partnered with a financial advice firm to develop a fully white-labelled Discretionary Model Portfolio Service, enhancing client outcomes and firm proposition</br></br> Outsourced CIO (OCIO): Guided a Private Investment Company through a strategic investment shift, creating and implementing a robust Investment Policy Statement (IPS)</br></br>Long-Term Advisory Success: Delivered investment advisory services to an Investment Company which met challenging, long-term return targets while managing risk exposure

Isaac blends cutting-edge quantitative methods with a collaborative consultancy style, translating complex investment challenges into actionable, results-driven strategies that generate measurable client value.

Professor Richard Harris is Professor of Finance at the University of Bristol Business School. His work spans financial econometrics, portfolio management and empirical asset pricing, with a long-standing record of peer-reviewed research into volatility, risk measurement and dynamic asset allocation. He is internationally recognised for the rigour of his quantitative methods and his advanced modelling of risk and return under real-world market conditions.

Quantitative risk modelling and volatility forecasting, alongside empirical asset pricing and the forecasting of returns and correlations across different macroeconomic regimes. Extensive experience translating academic research into practical portfolio design, stress-testing and long-term strategic asset allocation.

Risk & Forecasting Innovation: Developed cutting-edge multivariate volatility models that improve the reliability of covariance and risk forecasts used in real-world portfolios.</br></br>Strategy & Oversight Collaboration: Provided consultancy-level input to institutional investors and organisations seeking to combine academic rigour with tactical and strategic investment governance — bridging the gap between theory and operational investment strategy.</br></br>Academic Leadership & Industry-Relevant Research: Ongoing publication record on financial market volatility, systemic risk, and empirical return behaviour — helping ensure that our investment philosophy is grounded in the most up-to-date academic insights.

Prof. Harris brings an evidence-first, data-rich perspective to investment consultancy. His approach is highly analytical yet practical — transforming sophisticated econometric models and academic insight into actionable, robust strategies. By combining academic excellence with real-world sensibilities, he strengthens portfolio design and risk frameworks — helping deliver recommendations that are not only theoretically sound but operationally effective.

Dr Yi Zhang holds a PhD in Finance from Swansea University, specialising in the ESG–financial performance nexus and advanced econometric modelling. She also holds an MSc in Accounting & Finance with Distinction from Swansea University and is a Certified ESG Analyst through both EFFAS (CESGA®) and the CFA Institute. Her expertise spans quantitative finance, long-term return forecasting, volatility modelling and the integration of sustainability factors into investment analysis.

Advanced econometrics and time-series modelling, with extensive experience in long-term return and risk forecasting across global asset classes using equilibrium and valuation-based approaches. Specialist expertise in ESG performance analysis, large-scale dataset construction and the integration of sustainability factors into return modelling. Strong capabilities in quantitative portfolio analytics, scenario analysis and covariance estimation to support strategic asset allocation and investment decision-making.

Designed multi-factor equity return models incorporating CAPE, earnings, bond yields and macroeconomic indicators through work with the University of Bristol and Randalls Wealth Management, improving forecast accuracy and enhancing the robustness of portfolio strategy evaluation.</br></br>Completed doctoral research examining the relationship between ESG characteristics and financial performance in European markets, combining sophisticated data engineering techniques with rigorous econometric testing to generate robust empirical insights.</br></br>Contributed to the development of forecasting and risk-modelling frameworks that support long-term investment strategy, helping translate complex quantitative analysis into practical portfolio applications.

Yi combines technical depth with a highly applied, problem-solving mindset. Her modelling work integrates robust academic methods with practical portfolio-level relevance—bringing clarity, structure and predictive insight to complex investment questions. She plays a key role in strengthening the research backbone of our investment philosophy, ensuring that long-term forecasts, risk estimates and ESG integrations are grounded in rigorous empirical evidence.