Lev Dynkin
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.
Lev Dynkin Professional Experience / Academic History
Professional Experience
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Founder and Global Head of the Quantitative Portfolio Strategy Group
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Managing Director
QPS
QPS and Dynkin were top-ranked by the Institutional Investor All-America Fixed-Income Research survey in its category for the past 15 years both in the US and Europe.
In 2021, Dynkin ranked #1 in US in Quantitative Analysis; QPS ranked #1 in Europe and #2 in the US.
QPS was involved in launching most of the Lehman, now Bloomberg, Fixed Income Indices.
EARLY CAREER & EXPERTISE
Dynkin began his career as a research scientist in the area of theoretical and mathematical physics.
His research involved optimal allocation of portfolio risk budget, diversification requirements and studies of investment style.
He also researches the cost of investment constraints and benchmark replication and customization.