Jose Menchero, Ph.D., CFA

Quantitative Research Consultant, Risk Modeling & Attribution


Ph.D. Theoretical Physics, University of California, Berkeley 1997

B.Sc. Aerospace Engineering, University of Colorado at Boulder

Jose Menchero, Ph.D., joined McKinley Capital as a Quantitative Research Consultant and member of McKinley Capital’s Scientific Advisory Board in 2015. Dr. Menchero is the Head of Portfolio Analytics at Bloomberg. He was the founder of Menchero Portfolio Analytics Consulting, a financial services firm dedicated to helping its clients achieve superior investment performance through the application of advanced quantitative techniques and specializes in the areas of portfolio construction, factor modeling, and risk analysis.  Prior to founding Menchero Portfolio Analytics Consulting in 2015, he served from 2007 to 2014 as a managing director and Global Head of Research at MSCI and was responsible for portfolio analytics, portfolio construction research and directed the development of Barra equity risk models. Before joining MSCI, Dr. Menchero served as the Director of Research at Thomson Financial. In this position, Dr. Menchero pioneered several innovative techniques in risk and performance analysis that have since become industry standards.  Prior to entering the finance industry, he was a physics professor at the University of Rio  de Janeiro, Brazil.