Farouk Jivraj

head of alternative risk premia, Fidelity Investments
Bio

Farouk Jivraj is head of alternative risk premia in the Fidelity Asset Management Solutions (FAMS) division at Fidelity Investments. Fidelity Investments is a leading provider of investment management, retirement planning, portfolio guidance, brokerage, benefits outsourcing and other financial products and services to institutions, financial intermediaries and individuals.

In this role, Dr. Jivraj is responsible for leading FAMS Alternative Risk Premia (ARP) platform to provide research and the creation of bespoke portfolio solutions to help diversify the traditional asset class risks investors face. He has over
a decade of experience in researching, designing, implementing, and executing systematic strategies and portfolios of both the sell-side and buy-side across asset classes.

Before joining Fidelity in 2021, Dr. Jivraj served as head of quantitative investment strategies (QIS) research and origination at Barclays Investment Bank, where he led the build of the research and index capabilities of the QIS platform, while driving origination efforts globally. Prior to that, he was a quantitative and derivative strategist at Morgan Stanley in their Equity Structuring division, responsible for the build of the equity smart beta suite and the formation of a multi-asset risk premia offering. Previously, he was a quantitative researcher at Mount Row Capital, LLP, where he developed the research for all aspects of their trend-following investment program. He started his professional life as a propulsion engineer at Reaction Engines in the UK, conducting research into different modes of propulsion for Earth and Space flight.

Dr. Jivraj earned his master of engineering degree, with honors, in aeronautical engineering from Imperial College London and his PhD in financial economics from Imperial College Business School.

Event Participation

Global EQD 2024
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Global EQD 2024

Join cross-asset derivatives and quantitative peers to discuss innovations in portfolio construction, tail risk investing, relative value trading and portfolio diversification at the ninth annual volatility, multi-asset and systematic investing forum at Global EQD 2024 at The Wynn, Las Vegas in May.
Europe EQD 2024
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Europe EQD 2024

Europe EQD is the largest multi-asset, volatility and cross-asset systematic investing forum for institutional investors.
Global EQD 2022
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Global EQD 2022

You must register to secure a spot in the room. Registrations are subject to approval.
Europe EQD 2022
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Europe EQD 2022

This event was originally scheduled for January 24-25, 2022. Attendance is for sponsoring banks, non-bank sellside and buysiders only. You must register to secure a spot in the room. Registrations are subject to approval.
Europe EQD 2020
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Europe EQD 2020

Pre-registration is closed. Walk-in registrations may be accepted. Multi-Asset ¦ Risk Premia ¦ Volatility ¦ ESG ¦ Fixed Income ¦ Global Macro ¦ Alternatives

Related Articles

Investors are looking to defensive strategies as market pain is expected to continue, according to Ben Redmond, managing director and head of quantitative investment strategies structuring and Farouk Jivraj, head of QIS insights at Barclays in London. In a Q&A the pair told EQDerivatives they have seen increased client demand for long volatility strategies and intraday trend as well as CTA strategies and portfolios of defensive risk premia.
Over the last decade, value, which was once a fundamental driver of returns in a risk premia portfolio and is arguably one of the reasons why risk premia platforms exist in the first place, has not been delivering as expected. A number of institutional investors have questioned whether equity value works at all, pointing to the last 15 years where equity value has not performed, while others say it is merely difficult to find. But is value investing dead or simply in an extended bad run? And where can one find value, in value? EQDerivatives’ Georgia Reynolds posed these questions to Veritas’ CIO Kari Vatanen and Barclays’ QIS research head Farouk Jivraj.
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