She joined from the European EII (ETF and Index Investments) Product Innovation group, where she was responsible for developing rules-based passive strategies across asset classes for iShares, index mutual funds and segregated mandates. Dr. Schwaiger’s service with the firm dates back to 2013 when she joined as a member of the Risk & Quantitative Analysis (RQA) group. At RQA she was responsible for the risk management and quantitative analysis of Fundamental Equity portfolios in EMEA.
Prior to joining BlackRock in 2013, she has worked as a Financial Engineer in the City of London, as a Quantitative Researcher at a London-based hedge fund and as a lecturer in Operational Research at the London School of Economics. She earned a BSc degree in Financial Mathematics in 2005, and a PhD degree in Mathematics/Operational Research from Brunel University in 2009. She is also the editor of the Asset and Liability Management Handbook (Palgrave, 2011).
Advances in Factor Investing
Factor investing is an investment approach that involves targeting specific drivers of return across asset classes. There are two main types of factors: macroeconomic and style. Investing in factors can help improve portfolio outcomes, reduce volatility and enhance diversification. Factors has the transformative ability to change the way that we efficiently invest, deliberately manage risk and holistically build portfolios.