Lokesh Mrig, CFA, FRM

CEO

Bengaluru, Karnataka, India17 yrs 7 mos experience

Most Likely To SwitchHighly Stable

Key Highlights

15+ years in quantitative research and portfolio management.
Expert in sustainable and climate investing strategies.
Proven track record in leading high-performance teams.

Stackforce AI infers this person is a Finance professional with expertise in quantitative research and portfolio management.

Contact

mrig.lokesh@gmail.com LinkedIn

Skills

Other Skills

Asset ManagementBarra Equity ModelBloombergCapital MarketsCorporate FinanceDerivativesDue DiligenceESGEquitiesEquity ResearchFactSetFinancial AnalysisFinancial MarketsFinancial ModelingInvestment Banking

About

Take charge, forward-thinking leader with 15+ years of experience in quantitative research and portfolio management. Mentor, recognised for building and leading high-performance research and strategy teams for global equity, fixed income, and multi-asset strategies in high-pressure environments. Excellent written and oral communication skills, well-practised in dealing with clients across the spectrum, from Family Offices, Institutional Asset Managers to Asset Owners. Areas of Expertise: Global Equities, Sustainable Investments, Climate Investing, Factor Investing, Mult-Asset Solutions, Portfolio Construction, Performance and Risk Attribution, and Machine Learning If you would like to connect with me, please feel free to write to me at lokesh.mrig@gmail.com.

Experience

State street investment management

3 roles

Managing Director

Promoted

Apr 2023 – Present · 2 yrs 11 mos

Regional Head of Quantitative Research & Solutions
Member of firm's Global Senior Leadership Team

Vice President- Quantitative Investments

Promoted

Apr 2018 – Apr 2023 · 5 yrs

Lead and mentor a team of investment research and portfolio strategy analysts supporting several asset-class teams globally. Provide essential insights for developing the research agenda, executing projects, and driving recruitment efforts.
Speaking engagements:
Judge for CFA Institute Research Challenge (South India), 2018
Speaker for CFA Practitioners' insights webinar series, 2020
Speaker at CFA Fintech Conference workshop, 2020
Panel member for Business Line webinar on Career Opportunities in Investment Management, 2020
Panel member for IIML Business Sustainability Conclave, 2021
Speaker for CFA Institute Career insights webinar series, 2022
Judge for CFA Society India Ethics Challenge Finals, 2022

Senior Analyst/Assistant Vice President - Multi Asset Investing

Jun 2016 – Mar 2018 · 1 yr 9 mos

Steered efforts for allocation review of asset allocation funds working closely with portfolio management team. Also, devised asset allocation plans for institutional investors, and analyzed client's portfolios using risk models.
Key Achievements:
Successfully devised and enabled the execution of dynamic tail risk solution in multi-asset strategies
Improved performance of institutional investors' portfolios by successfully developing a quant driven systematic framework for asset allocation problems.
Adeptly researched factor premia across asset classes and its application in multi-asset portfolios.

Msci inc.

Senior Associate/Associate – Quantitative Equity Research

Apr 2011 – Jun 2016 · 5 yrs 2 mos · Mumbai Area, India

Led research efforts for launching industry-first alpha ETFs for institutional clients like Franklin Templeton and Columbia Threadneedle, managed global factor and thematic indices, and designed simulation models to back-test investment strategies. Also, managed new research projects, supported sales efforts, and mentored team members.
Key Achievements:
Significantly contributed to researching methodology and for launching company's quality index, the underlying benchmark for iShares QUAL ETF with more than $10 BN AUM. Also, facilitated launch of MSCI risk parity indices and expansion of MSCI value-weighted index framework
Published research papers to promote usage of MSCI’s equity factor indices. Key papers included 'One Size Does not Fit All: Understanding Factor Investing' and 'Constructing Low Volatility Strategies'
Mentored teams for periodic rebalancing, methodology enhancement, due diligence, quality control, troubleshooting, and communication for MSCI factor indices portfolio

Motilal oswal securities ltd

Quantitative Portfolio Manager - Principal Investments Group

Feb 2009 – Mar 2011 · 2 yrs 1 mo · Mumbai Area, India

Co-managed quantitative trading strategies for multi-million dollar multi-strategy hedge fund and back-tested quantitative trading strategies for quantitative trading desk. Also, supported efforts for alpha research and analysis of trading strategies.
Key Achievement:
Developed cutting-edge index statistical arbitrage strategy for banking, technology, and materials sectors in India. Generated significant alpha over tenure while experiencing only one-fourth volatility of index