Brian Fagan

Experience

• 

  AllianceBernstein

  Jul 2010 - Apr 2011

  Analyst

  - Global Analytics Associate responsible for building and distributing fixed income and equity attribution reports.

• 

  New York Life Investments

  Jul 2011 - Jul 2013

  Analyst

  - Completed two-year analyst program at New York Life Investment Management. My rotations were across credit research, portfolio management, and trading.

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  MacKay Shields LLC

  Jul 2013 - May 2020

  - Actively managed the IQ S&P High Yield Low Volatility Bond ETF and global high yield enhanced index portfolios.- Maintained responsibility for ongoing research & development of portfolio construction tools. These tools used both supervised and unsupervised machine learning techniques for portfolio rebalancing, outlier detection and scenario analysis.- Wrote macroeconomic overview newsletters to institutional clients discussing recent macroeconomic themes and how they pertained to the global high yield and investment grade corporate bond markets. Show less - Supported high yield portfolio managers on the global fixed income team with daily portfolio oversight.- Built a factor attribution model for global high yield and investment grade corporate bonds. The output of the model displayed each factor’s contribution to the cross-sectional variation in total returns. Worked with software engineers to optimize the original source code and build a user-friendly interface.- Created multiple data pipelines using web scraping methods, open-source APIs and ETL techniques. Show less

  • Associate Director

    Jan 2015 - May 2020

  • Associate

    Jul 2013 - Dec 2014
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  PGIM Fixed Income

  Jan 2021 - Aug 2021

  Senior Investment Analyst

  - Member of the Global Total Return Bond team where I monitored daily portfolio positioning with respect to risk exposures and thresholds.

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  J.P. Morgan

  Sept 2021 - Aug 2022

  Vice President, Quantitative Analyst

  - Member of the investable indices team as a credit structurer.- Researched, designed and built factor based fixed income portfolios, passive index replication strategies, and rules-based indices.- Presented and discussed index customization requirements to institutional clients regarding index construction methodology, rebalancing frequency, transaction cost analysis and risk calculations.- Worked with sales and trading to come up with different product ideas and trading strategies based on market research and client feedback. Show less

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  Self-employed

  Jun 2024 - now

  Self Employed