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About the authors

Lev Dynkin is the founder and Global Head of the Quantitative Portfolio Strategy (QPS) 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. The Institutional Investor magazine survey ranked the QPS group #1 in the category of Quantitative Analysis for over a decade in the US, as well as top-ranked it in Europe.


Dynkin began his career as a research scientist in the area of theoretical and mathematical physics after obtaining his PhD in physics from the University of St. Petersburg, Russia. He is a member of the editorial advisory boards of the Journal of Portfolio Management and Journal of Fixed Income. Dynkin has co-authored with his colleagues several books on quantitative portfolio management.


Albert Desclée is a Managing Director in the QPS Group at Barclays Research, based in London, and is responsible for its European activities. He advises investors on portfolio construction, including benchmark selection, risk management, asset allocation, choice of investment style and optimal risk budgeting.


Albert joined Barclays in 2008 from Lehman Brothers, where he had the same responsibilities. Prior to joining Lehman Brothers’ Research department, he worked at Salomon Brothers in London, where he was in charge of fixed income index analytics and portfolio construction advisory. Albert graduated from the Catholic University of Louvain (Belgium) and obtained an MBA from INSEAD.

Mathieu Dubois is an analyst in the QPS Group, based in London. Prior to joining Barclays in 2018, he worked as a quantitative analyst at Prudential plc, conducting multi-asset research. He studied mathematics at the Swiss Federal Institute of Technology (EPFL) and Paris VI University, and he holds a PhD from the London School of Economics.


Jay Hyman is a Managing Director in the QPS Group within Barclays' Research team. Based in Tel Aviv, Jay advises clients around the globe on portfolio management relative to traditional benchmarks or liabilities. He has published research on topics including risk budgeting, performance attribution, portfolio optimization, style analysis, cost of constraints, sufficient diversification and index replication. Jay joined Barclays in 2008 from Lehman Brothers. He holds a PhD in Electrical Engineering from Columbia University in New York.


Simon Polbennikov is a Director in the QPS Group. He is responsible for empirical studies on quantitative strategies and investment styles in fixed income; benchmark customization; tactical allocation; and hedging. Simon joined Barclays in October 2008 from Lehman Brothers, where he held a similar role. He studied physics at Moscow State University, Russia, and received a PhD degree in empirical finance from Tilburg University, Netherlands.

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