MILLBURN PRESS RELEASE
As director of research, Bogacheva will focus on the continuing refinement and broadening of Millburn’s successful systematic research and development functions, including portfolio, modeling, and predictive frameworks and processes.
Bogacheva was most recently head of quantitative research at Franklin Templeton Investment Solutions, an entity formed out of QS Investors, LLC and the legacy Franklin Templeton Multi-asset Solutions after the merger of Legg Mason and Franklin Templeton. Bogacheva held head of multi-asset research (January 2015 – December 2020) and co-head of systematic global macro (August 2010 – December 2014) roles at QS. Prior experience included quantitative research positions at Deutsche Asset Management, Goldman Sachs, and AIG Global Investment Group.
Bogacheva attended the University of Chicago Booth School of Business, where she earned her MBA with a concentration in Analytic Finance and completed coursework for her PhD in Finance. She also holds an MA in Economics from New Economic School in Moscow, and a Diploma in Mathematics from Moscow State University. Bogacheva has been an adjunct professor in the Mathematics of Finance Program at Columbia University in New York for more than 10 years, co-teaching a graduate-level course on multi-asset portfolio management.
Millburn CIO Grant Smith comments: “Irina is an exciting addition to our team. Her research pedigree, along with her deep knowledge of many of the statistical techniques that Millburn utilizes to inform its models, will doubtless be an asset to our strategies and to our investors.”
Michael Soss adds: “I’m very happy that Irina is joining what is an already strong core of researchers. I’m looking forward to collaborating with her and to the positive impact I expect she will have across all areas of our R&D efforts.”
ABOUT MILLBURN
Millburn has a legacy of systematic, quantitative investing that dates back to 1971. Today, the firm applies advanced statistical research, including innovative machine learning approaches, to make price forecasts in liquid global markets across a range of asset classes. Millburn’s teams utilize technology, data and practical market experience to search for opportunity across a variety of economic cycles and environments—including stress periods for traditional investments. The firm has 58 employees and offices in New York and London, and an affiliate office in Shanghai, China with an additional 18 staff.
PRESS CONTACT
Graig Norden
Senior Manager, Marketing Communications
Millburn Ridgefield Corporation
gnorden@millburn.com