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Jesse Phillips

Jesse Phillips

Fixed Income and Multi Asset Class Applied Research

Jesse Phillips is an Executive Director at MSCI in the Fixed Income and Multi Asset Class Applied Research team. Joining in 2013, he brought with him many years of experience using MSCI’s analytics products in pension and endowment management. Jesse is a member of the Research Committee of the Q-Group (Institute for Quantitative Research in Finance) and was a founding member and past President of the Institutional Society of Risk Professionals (ISRP), an industry group of pension risk managers. He co-authored A Primer for Investment Trustees, a monograph commissioned by the Research Foundation of the CFA Institute. He earned his BA degree in mathematics/economics and MA in applied mathematics from the University of California, Los Angeles, and his MBA in finance from the University of Miami. He holds the CFA designation and was licensed as a CPA.
Jesse left MSCI in March 2016.

Research and Insights

Articles by Jesse Phillips

    Scenarios, Stress Tests and Strategies for 2016

    Research Report | Jan 19, 2016 | Andrei Morozov, Mehmet Bayraktar, Remy Briand, Jesse Phillips, Carlo Acerbi, Raghu Suryanarayanan, Thomas Verbraken, Roman Kouzmenko, Jahiz Barlas

    Heading into 2016, MSCI examined 12 stress points globally to be used in quantifying the effect on portfolios of a range of shifts in markets, liquidity and the macroeconomy. These stress points include the prospect of additional interest-rate hikes by the Federal Reserve, weakness in the eurozone and a deceleration in Chinese economic growth.

    Viewing Risk from any Altitude

    Blog | Jun 24, 2015 | Jesse Phillips

    Some large institutional investors prefer the granularity of a bottom‐up factor model – the way risk is allocated across markets, styles, issuers and industries – while others may prefer a more aggregated view. These investors would rather decompose risk into a few broad themes, such as by grouping fixed-income risk across markets into a level and a slope factor.