Katelyn Gallagher

Director, Factor-Based Strategies Group

Katelyn Gallagher, Director, is a senior investment strategist in BlackRock's Factor-Based Strategies Group. In this role she is responsible for communicating the breadth and depth of the company's risk parity and long/short style factor capabilities to institutional investors in North America.

 

Prior to her current role, Ms. Gallagher was a member of BlackRock's Client Portfolio Solutions team, focused on portfolio construction, asset allocation, and providing custom solutions to BlackRock's sophisticated institutional investors. Before joining BlackRock in 2014, Ms. Gallagher was a Vice President in Risk Management at Barclays. She was responsible for supporting the hedge fund counterparty credit risk team with quantitative analysis, including VaR-based risk, stress testing, portfolio analysis and margin methodology validation. During her time at Barclays she worked closely with IT to develop the stress testing engine used to monitor hedge fund counterparties' traded portfolios. Ms. Gallagher began her career at Lehman Brothers.

 

Ms. Gallagher holds a BA with Honors and Distinction in both Mathematics and Economics from University of North Carolina at Chapel Hill.

Katelyn Gallagher

Director, Factor-Based Strategies Group

Katelyn Gallagher, Director, is a senior investment strategist in BlackRock's Factor-Based Strategies Group. In this role she is responsible for communicating the breadth and depth of the company's risk parity and long/short style factor capabilities to institutional investors in North America.

 

Prior to her current role, Ms. Gallagher was a member of BlackRock's Client Portfolio Solutions team, focused on portfolio construction, asset allocation, and providing custom solutions to BlackRock's sophisticated institutional investors. Before joining BlackRock in 2014, Ms. Gallagher was a Vice President in Risk Management at Barclays. She was responsible for supporting the hedge fund counterparty credit risk team with quantitative analysis, including VaR-based risk, stress testing, portfolio analysis and margin methodology validation. During her time at Barclays she worked closely with IT to develop the stress testing engine used to monitor hedge fund counterparties' traded portfolios. Ms. Gallagher began her career at Lehman Brothers.

 

Ms. Gallagher holds a BA with Honors and Distinction in both Mathematics and Economics from University of North Carolina at Chapel Hill.