Arik Ben Dor

Head of Quantitative Equity Research

Barclays Investment Bank

Dr. Ben Dor is the Head of Quantitative Equity Research at Barclays and a member of the Quantitative Portfolio Strategy (QPS) Group since 2004. For the past two decades he initiated and overseen large scale research projects in Equity and FICC markets spanning the entire investment process including the development of alpha signals, proactive, non-return based risk measures, hedging approaches, portfolio construction and asset allocation methodologies and new performance evaluation techniques for identifying skill. Dr. Ben Dor regularly interacted with CIO’s and PM’s from the largest institutional investors globally, including central banks, Sovereign wealth funds, asset managers, insurance companies, pensions and hedge funds to discuss his work.
Dr. Ben Dor innovative work on Duration Times Spread (DTS) as a new measure of credit risk introduced in 2005, was adopted by portfolio managers and became an industry standard globally. Building on his FICC background, he also pioneered the use of security-level information from credit markets in systematic alpha equity strategies, development of a proprietary algorithmic security-level mapping, and introduction of ‘integrated’ studies – research held jointly in equity and credit markets.
Ben Dor co-authored four books on quantitative investing, and published over thirty articles in leading industry journals. He is also a member of the Journal of Portfolio Management and Journal of Fixed Income editorial boards. He was ranked multiple times in II Fixed Income Research Survey, most recently 2rd in both the US and Europe in 2023 in the Quantitative Analysis category and was also awarded a U.S. patent for work related to synthetic replication of hedge funds returns.
Prior to Barclays, Dr. Ben Dor worked at Lehman Brothers and Morgan Stanley. He holds a PhD in Finance from the Kellogg Business School at Northwestern University, and completed both his B.A. and M.A. in Economics from Tel Aviv University, Cum Laude.