Arik Ben Dor is the Managing Director and Head of Quantitative Equity Research at Barclays. Over the past two decades, he oversaw large scale research projects in equities, rates, credit, and hedge funds used by the largest institutional investors globally. At Barclays, he leads a team focusing on cross-asset class research leveraging information and signals from corporate bonds, equity options and CDS markets as well as applications of alternative data and machine learning techniques in the construction of systematic equity strategies and thematic research. His research focuses on asset allocation, smart beta, alpha generation, portfolio optimization, risk management, and hedging. Prior to Barclays, Dr. Ben Dor worked at Lehman Brothers and Morgan Stanley.
CURRENT AFFILIATIONS
Advisory Board Member, Journal of Portfolio Management
Associate Editor, Journal of Fixed Income
ABOUT BEN DOR
In 2022, Dr. Ben Dor was ranked 3rd in II Fixed Income Research Survey in both the US and Europe in the Quantitative Analysis category.
In 2018, he was ranked 1st in the Institutional Investor All-America Fixed Income Research survey in the Quantitative Analysis category.
His innovative work on Duration Times Spread (DTS) and the use of information from credit markets in systematic equity strategies was broadly adopted by portfolio managers and affected industry practices.
MEDIA & PUBLICATIONS
He co-authored three books on quantitative investing in credit securities and over a dozen articles in leading industry journals.
One of his articles received the Martello award for the 2007 best practitioner paper.
His research on ‘cloning’ hedge funds was the basis for several products and was awarded a U.S. patent.