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6-10 December 2021
Hotel Fairmont Barcelona Rey Juan Carlos IBarcelona

George Mylnikov
Vice President, Head of Quantitative Research at Charles Schwab Investment Management


George Mylnikov is Vice President at Charles Schwab Investment Advisory, Inc. He is a member of the Windhaven Portfolio Management Team and leads the Quantitative Research Group for the Windhaven Strategies. 

George has extensive financial modeling experience covering fixed income, equities, currencies and consumer credit. Prior to joining the Windhaven Strategies, George was the Head of Quantitative Strategies and Research at BNP Paribas Asset Management, where he developed systematic quantitative processes that identified alpha opportunities in fixed income markets. Previously, George was a Quantitative Analyst for Value Equities at AllianceBernstein LP where he focused on building, back testing and maintaining quantitative risk and return models for Emerging Markets equities and currencies as well as implementing the insights provided by the quantitative models into the portfolio construction process. He began his career in the Risk Management Group at American Express Company.

George earned a B.S. in Mathematics from Tbilisi State University and a Ph.D. in Mathematics from Purdue University.

Agenda Sessions

  • Volatility Targeting