Leadership Announcement

Migene Kim, CFA has been elevated to the Head of Systematic Equity. Migene has been with the team for 14 years and has been an important part of the ongoing quantitative model development and portfolio management process over this time. She brings to her new leadership capacity a strong conviction in the efficacy of the philosophy and process. Since the team’s first strategy launched in 1997, the process has continually improved, but the underlying philosophy and discipline remain unchanged.

Prior to joining the firm, including predecessor entities, Migene was responsible for model development and portfolio construction of quantitative long-only and long/short market neutral strategies at INVESCO. She has navigated through various market cycles during her investment career, including the internet bubble of the late 1990’s, the financial crises of 2008-2009, and the ten-year bull market witnessed since 2009. Migene earned her BA in Mathematics in three years, graduating summa cum laude from the University of Pennsylvania, where she was elected to Phi Beta Kappa, as well as her MBA in Financial Engineering from the MIT Sloan School of Management. She has been in the investment industry since 1993.

Team Expansion

To further support the growth of the team and expand resources, two new analysts have joined in 2019. Zachary Greene, Ph.D. joined in January and Andrew Barton joined in February. Zachary is a graduate of Columbia University with a Ph.D. in Physics. Andrew Barton joins us from the Federal Reserve Bank of Boston. Both analysts have robust quantitative training and are experienced in advanced data science techniques. They have already been contributing to our research and risk management efforts, under the guidance of Yun Chen, Ph.D., the team’s Head of Research.

Drawing Strength Across the Team

Every member of the Systematic Equity team is involved in the research process, which includes factor research, risk modeling, alpha generation, and advancing portfolio construction techniques. Importantly, the participation and collaboration of all team members in the research process is critical, including the four portfolio managers who also serve as quantitative analysts. The team’s complementary, yet diverse skill sets and work experiences benefit the research process by promoting healthy debate and facilitating the thorough vetting of new ideas.

MacKay Shields Systematic Equity: Milestones