- AI IN ESG INVESTING
- Take the challenge.
Build ESG-based
strategy
EDITION 2022
EDITION 2022
PLEASE NOTE: OUR COMPETITION HAS BEEN POSTPONED TILL AUTUMN 2022. A FULL NEW AGENDA SHOULD BE AVAILABLE IN MAY 2022. AS A STUDENT YOU MAY STILL APPLY TO AI IN ESG INVESTING 2022. OUR TEAM WILL CONTACT YOU TO KEEP YOU POSTED.
Are you ESG-oriented? Join our business competition win with your team EUR 4.000. The best team will also receive a voucher (worth USD 675) to take a full examination path for the CFA Institute Certificate in ESG Investing recognized by leading investment firms.
The effective combination of quantitative methods and non-financial (alternative) data allows for the verification of the suitability of ESG criteria in the investment process.
The AI in ESG Investing is the first competition of this kind in Europe, consisting of building ESG indicators based on financial, non-financial and alternative data, as well as proposing a long term ESG strategy for the selected company.
The competition is dedicated to students in Europe (faculties: economics, finance and accounting, quantitative methods, management) that would like to join and participate in this initiative. Each team consists of 2 to 4 people. The competition is conducted in English.
AI in ESG Investing. The task
The teams’ task is both to create ESG indicators based on financial, non-financial and alternative data and to propose a long term, sustainable ESG strategy for the selected company.
Assumptions:
1. The competition consists of two phases.
2. The proposed indicators (at least 3) relate to the ESG components: environment, social responsibility and corporate governance
3. The uniqueness of the data sets and the proposed approach to modelling the indicators used in the task will be particularly important in the evaluation process
4. The solution should be analytical and be followed up with a long term strategy for the selected company (announced by the competition organisers)
5. The four finalists will present their solutions during the final meeting organized by QuantFin Foundation and CFA Society Poland. Teams will focus on presenting the soft aspect of the strategy as a supplement to the analytical report.
Competition Awards
Join our competition and win with your team EUR 4.000. The best team will also receive a voucher to take a full examination path for the CFA Institute Certificate in ESG Investing recognized by leading investment firms.
How to apply
Register your team and fill out the form. APPLY today. Go to the form »
Our team will contact you after your notification. We ask you to download the official rules of the AI in ESG Investing (2022 ed.) The document is available in English. The Official Rules of Participation. Download »
Because of COVID-19 pandemic the AI in ESG Investing will be held online.
Phase 1.
2022, TBC — Registration for student teams is open
2022, TBC — Deadline for teams' registration
2022, TBC — The kick-off meeting with a subject company and partners; Preparing and sending reports
2022, TBC — Assessment by ESG graders
2022, TBC — Winners Announcement
Phase 2.
2022, TBC — Handing over of the 2nd task
2022/2023, TBC — Preparation and sending of the report
2023, TBC — Assessment by ESG graders
2023, TBC — Winners Announcement
The Final
2023, TBC — Presentations and award ceremony
1. OECD Business and Finance Outlook 2020, Sustainable and Resilient Finance. Check details »
You will find out: What is ESG, ESG factors, ESG metrics, ESG strategies, Methods and tools to evaluate ESG criteria
2. CFA Institute: guidance and case studies for ESG integration: equities and fixed income. Check details »
You will find out: What is ESG, examples of Data sources, ESG Issues, multiple cases
3. Measuring Stakeholder Capitalism Towards Common Metrics and Consistent Reporting of Sustainable Value Creation. Check details »
A very detailed overview of different ESG factors
4. ESG investment opportunities and Risks for Asia (Chapter 5). Check details »
Optimal Portfolio Selection for Environmental, Social, and Governance Investment
5. Overview of the ESG Ratings. Check details »
6. The Construction of Environmental Indicators for Determination of Performance of ESG Indicators to Support Decision-Making of Investors. Check details »
7. How can a passive investor be a responsible investor? Check details »
You will find out: Examples of ESG indexes construction
8. ESG index construction. Check details »
Other free resources:
1. https://openknowledge.worldbank.org/bitstream/handle/10986/29693/125442-WP-PUBLIC.pdf?sequence=5&isAllowed=y>
2. https://es.allianzgi.com/-/media/allianzgi/eu/spain/documents/sri-seminar/esg-in-equities.pdf
3. https://www.mdpi.com/1996-1073/13/5/1179 (Modelling the daily returns of the ESG index)
QuantFin Foundation - where quantitative finance come together to transform the world of finance
The Quantitative Finance Professional Development Foundation was established in 2012 as a response to the growing popularity of modern, tight approach to financial markets, economics and management — a field covering quantitative methods in economics, operational research, data science, risk management and financial engineering.
The Foundation creates a bridge between the academic community and the business environment in the area of quantitative finance and Big Data. As the QuantFin Foundation we are:
• an experienced team from the world of business and academic society
• 100+ organised events
• 25 world-renowned partners
• cooperation with top universities
Weronika Czaplewska
CEO
e-mail: weronikaczaplewska@quantfin.org
Zuzanna Rabiej
COO, Partnerships
e-mail: zuzannarabiej@quantfin.org
quantfin.org
fundacja@quantfin.org
CFA Society Poland belongs to one of the largest professional organizations in the financial environment — CFA Institute. It promotes the highest ethical, professional, and educational standards in the financial industry in Poland.
It has been operating in Poland since 2004. The activities include the promotion of the CFA Program, spreading knowledge in the field of finance, as well as integration and action for the financial environment, in particular for the CFA designation holders. CFA Society Poland brings together the best professionals from the world of finance.
The mission of CFA Society Poland is to raise standards in the financial industry. The organization has many years of experience in educating professionals in the field of key trends related to the development of capital markets. By popularizing knowledge, competencies, and ethics, it tries to co-create a more transparent and responsible world of finance.
Contact Person:
Magdalena Fac-Skhirtladze
Deputy Executive Director
Mobile: +48 502 181 688
e-mail: magdalena.fac-skhirtladze@poland.cfasociety.org
Jakub Jański
Communication Coordinator
Mobile: +48 798 068 139
e-mail: jakub.janski@poland.cfasociety.org
e-mail: office@cfa.com.pl
www.cfapoland.org