Research Head

[Pack, Jaime BGI SF]

 

Research Head

 

BGI’s Strategic Solutions Group (SSG) takes the best of what BGI has and develops any missing components to help solve the investors’ problem.  SSG steps more deeply into the investment problem space to provide complete investment solutions that best manage the portfolio of assets and liabilities.  This is evidenced in our Liability-Driven Investing (LDI) solutions, combining liability-hedging products and return-enhancing products into solutions that offer varying return and risk characteristics relative to underlying liabilities.  One key piece in this solution is our Market Advantage product, which seeks the most efficient combination of systematic risk exposures, leverage, and structuring to deliver an extremely attractive unconditional return.

 

We are seeking a Head of Research with the insight, talent, drive, and motivation to help us develop and improve BGI’s Strategic Solutions products as well as manage and build out the research team.  The successful candidate is passionately interested in investing and economics, and thinks deeply about how assets are priced in markets as well as about the investment problem and its solution.  This candidate has considerable experience and success applying economic ideas to fundamental investment problems.  This candidate approaches all new ideas with an open mind and a reliance on the scientific research process.  This candidate is a proven leader who can provide vision for a growing team within BGI. 

 

 

Key Responsibilities

 

·                     Oversee the SSG research group

§         Work with senior team members to establish and then drive the research agenda

§         Build and maintain an excellent research team

§         Deliver well thought out, thoroughly researched investment ideas in a timely fashion

§         Build risk models and estimate asset exposures to those risk factors

·                     Present current research internally and externally

·                     Communicate with other researchers to help BGI broadly achieve best practices

·                     Challenge the current thinking and group direction

 

 

Requirements

 

·                     Strong academic training, e.g. PhD in finance or economics, or a related field

·                     Solid theoretical and empirical grounding in asset pricing and well versed in the academic literature on asset pricing

·                     Substantial research experience with macroeconomic time-series and cross-sectional asset returns, as evidenced by successful contribution to the investment management process of a buy-side firm, or the strategic solutions group of a sell-side institution, or a track record of relevant academic research

·                     Excellent quantitative skills, as evidenced by formal training in econometrics or statistics, and extensive experience in utilizing those skills in a research environment

·                     Understand the macroeconomic factors relevant for modeling liabilities, and those associated with risk premia, both domestically and globally

·                     Strong programming skills

·                     Strong interest in behavioral finance is a plus

 

 

Regards,

 

Jaime

 

Jaime Pack

Recruiting Coordinator

Human Resources

Barclays Global Investors

(: [phone] (office)

6: [phone] (fax)

45 Fremont Street, San Francisco, CA 94105, USA

Please connect with me via LinkedIn: http://www.linkedin.com/in/jaimepack

 

 

 

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