Imperial College London

Dr Farouk Jivraj

Business School

Visiting Researcher
 
 
 
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Contact

 

farouk.jivraj01 Website

 
 
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Location

 

Floor 553 Prince's GateSouth Kensington Campus

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Summary

 

Summary

Farouk Jivraj is currently a visiting researcher in the Business School having completed his Ph.D. in Finance entitled "Stock-Bond Correlation: Time variation, Predictability and Hedging" in 2012. He is also a senior member of the Quantitative Investment Strategies (QIS) group at Barclays in London, designing and developing systematic risk premia strategies across various asset classes.

Farouk’s ongoing research has been on the correlation risk between equities and bonds and the possible existence of a risk premia - a reward for the investor who bears exposure to this risk. This work has been undertaken in the Risk Management Laboratory under the primary supervision of Dr. Robert Kosowski and guidance of Dr. Enrico Biffis and Prof. Andrea Buraschi. He has been awarded several research grants for this work, of which there are two ongoing working papers.

In addition to his research work, Farouk was a Lecturer in Finance during the 2011-2012 academic year for two courses on the BSc and MSc programmes. Prior to this, Farouk held Teaching Assistant positions for various postgraduate courses of the Finance group at Imperial College Business School and for a derivatives course at the summer school of the London School of Economics (LSE).

Farouk first joined Imperial College London as an undergraduate in the Department of Aeronautics. During this time he published and co-authored several papers, one of which came from his Master's Thesis work undertaken at the von Karman Institute for Fluid Dynamics in Belgium. Graduating in 2005 having obtained a MEng in Aeronautical Engineering with Honors, he undertook a research role at Space propulsion firm Reaction EnginesHe returned to academia with Imperial College Business School in October 2007 to undertake a Ph.D. in Finance.

Publications