Lev Dynkin is the Founder and Global Head of the Quantitative Portfolio Strategy Group at Barclays Research. Dynkin and the QPS Group joined Barclays in 2008 from Lehman Brothers, where the group had been a part of Fixed Income Research since 1987. At Barclays, the group’s research is focused on systematic portfolio management across asset classes including fixed income, equities, and FX. His areas of research and expertise include innovation security, smart beta strategies, and impact of ESG-related issuer characteristics on portfolio risk and performance, among others. Dynkin has co-authored with his colleagues several books on quantitative portfolio management. He is a member of the editorial advisory boards of the Journal of Portfolio Management and Journal of Fixed Income.
EARLY CAREER & EXPERTISE
He also researches the cost of investment constraints and benchmark replication and customization.