Director of Quantitative Research, Multi-Asset Solutions
Natixis Investment Managers Solutions
Joseph Stein is the Director of Quantitative Research for Natixis Investment Managers Solutions’ multi-asset solutions business, and is responsible for the firm’s systematic model portfolio program. He has over 20 years of experience in the financial services industry.
Prior to joining the firm in 2020, Mr. Stein worked at State Street Global Markets where he led product development for the firm’s multi-asset investable index business. Prior to State Street, he was a portfolio manager and senior quantitative researcher in global equities at Grantham, Mayo, Van Otterloo. He also served in senior-level technology roles at Putnam Investments and Lehman Brothers.
Mr. Stein holds a BA in chemistry from Wesleyan University. He also holds a Master of Engineering in operations research from Cornell University and an MBA from the Wharton School.
This research paper examines the use of a simple factor rotation model to illustrate the potential advantage of low correlation between factor returns.
Research paper explores how synthetic rebalancing using a futures overlay can help manage risk, reduce transaction costs, and minimize taxes.