Claes Ekman, serving as a Quantitative Portfolio Manager at AP2, Andra AP-fonden, plays a crucial role in the research and development of quantitative alpha and risk models. His primary focus is on modeling global equities, and he brings extensive experience to the table. Claes is actively involved in the research and backtesting of new alpha strategies, demonstrating his commitment to innovation in the investment space. Additionally, he contributes to the construction of factor-driven prediction models, leveraging his expertise in quantitative analysis. His role also extends to developing factor-driven risk models, showcasing a comprehensive approach to managing and mitigating risks in t