Maksim Papenkov

Maksim Papenkov serves as Associate Portfolio Manager at O’Shaughnessy Asset Management, LLC, where he contributes to the formulation and oversight of quantitative investment strategies across multiple equity asset classes. His responsibilities include portfolio research and management, focusing on systematic equity strategies such as Market Leaders Value, Small Cap Value, Micro Cap, All Cap Core, Enhanced Dividend®, International ADR, Market Leaders Core, and Small-Mid Cap Growth.

Papenkov's expertise spans quantitative research, machine learning applications in finance, and data-driven portfolio construction. His prior roles at O’Shaughnessy Asset Management include Research Analyst and Research Intern, providing rigorous analysis in sectors such as U.S. and international equities, and advancing systematic investing methodologies.

He holds an MBA in Accounting & Strategic Management from The University of Chicago Booth School of Business, an MS in Computer Science (Machine Learning) from Columbia Engineering, an MA in Mathematics of Finance from Columbia University, and a BS in Mathematics & Economics from University at Albany, SUNY. Papenkov is recognized for academic achievements and industry contributions, including published research and award-winning papers on quantitative finance topics.