Engin Kose, PhD

Investment Research
(Rayliant OCIO)

Engin is a Director in the Research group and a member of the Rayliant CIO committee. In this role, he leads projects and initiatives spanning quantitative research, fundamental analysis, asset allocation and portfolio strategies.

Previously, Engin was Associate Portfolio Manager with Allianz Global Investors (AGI). His work included systematic equity strategies within Emerging Markets, International Small-Cap, High Yield US Large-Cap and Global Minimum Variance. During his tenure with AGI, he accumulated extensive alpha research insights for behavioral, intrinsic, and sentiment-oriented stock selection signals. Engin also gained valuable experience by applying fundamental overlay methods to a quantitative-based portfolio management framework.

Prior to Allianz, Engin was Vice President of Equity Research with Research Affiliates, where he focused on static and dynamic multifactor strategies with factor timing insights. Engin also contributed to a number of research papers published in leading finance journals. Engin co-authored the paper “What is Quality?” which earned the Graham and Dodd Best Paper Award in 2019. Engin also serves as a lecturer at UC San Diego’s Rady School of Management, where he teaches graduate-level finance courses in asset management.

Engin received a Bachelor of Arts and Science in Mathematics and Economics from McGill University (Montreal), earning Joint Honours. He earned a PhD in Finance from Washington University (St. Louis).