Allan Maymin
Allan Maymin is a Portfolio Manager and Quantitative Researcher on the Asset Allocation Team at Janus Henderson Investors, a position he has held since 2021. He joined the firm in 2019 as a quantitative researcher and strategist . Prior to this, he was a quantitative trader at Avatar Trading Group from 2014. Before that, he was a quantitative programmer/analyst at AllianceBernstein from 2010 and an assistant trader in the exotic derivatives group at Societe Generale from early 2010.
Allan holds a bachelor of science degree in mathematics from Boston University and a master of science degree in financial engineering from New York University School of Engineering. He has 14 years of financial industry experience.
Articles Written
Fairy Tails: Lessons from 150 years of Drawdowns
Ashwin Alankar, Allan Maymin, Philip Maymin, and Myron Scholes examine 150 years of US stock market data to determine the causes and drivers of downside tail events and identify which types of tail hedge strategies were most effective at mitigating each respective event.