Robert Stubbs joined Axioma (now part of Qontigo0 in 2000 and works in Strategic Innovation. He is currently exploring new technologies and innovative analytic methodologies for Smart Analytics that aim to assist end-users with their analytical tasks.
Prior to his most recent position, Stubbs was the head of research for more than ten years. In this role, Stubbs developed a robust portfolio optimization technology, made numerous contributions to classical portfolio optimization techniques, and led the research on Axioma’s equity risk models. Stubbs has focused on the interaction of risk models, performance attribution, and portfolio construction in the overall investment process. In these research efforts, Stubbs led the research and development of the Alpha Alignment Factor to adjustment for misalignment of factors in alpha and risk models, Risk Model Machine to generate customized risk models, Consistent Portfolio Management to better realize the performance of alpha models, and Adjusted Performance Attribution methodologies that provide a better explanation of portfolio returns.
Stubbs holds a Ph.D. in Industrial Engineering and Management Science from Northwestern University, and a Bachelor of Science in Applied Mathematics from Auburn University. In his doctoral dissertation, Stubbs designed new algorithms for solving large-scale non-linear integer programming problems. He has numerous publications in optimization and financial practitioner journals.
