Rishi Sharma

CEO

Mumbai, Maharashtra, India22 yrs 1 mo experience

Most Likely To SwitchHighly Stable

Key Highlights

Over 18 years of experience in quantitative research and trading.
Expert in developing rule-based investment strategies.
Proven track record in managing low-volatility equity funds.

Stackforce AI infers this person is a Quantitative Finance Expert with a focus on Asset Management and Trading Strategies.

Contact

Skills

Core Skills

Portfolio ManagementQuantitative TradingAsset ManagementEquity TradingQuantitative Research

Other Skills

CurrencyDerivativesEquity DerivativesFixed IncomeIndia equityPortfolio constructionProprietary TradingQuantitative stock selectionRule based TradingSecuritiesTrading StrategiesTrading SystemsValuationfactor based investingindian equity

About

Have more than 18 yrs of experience in quantitative research and trading and currently run rule-based investment and trading strategies across asset classes. The trades are implemented on a non-discretionary basis to ensure clear entry & exit points, thereby maintaining a strict investment discipline: (1) have low to negative correlation with traditional asset classes, such as equities and fixed-income (2) low drawdown and moderate volatility Specialties: Successfully conceptualized, developed, and implemented Quantitative trading strategies

Experience

Bandhan asset management company limited

Equity Fund Manager

Feb 2023 – Present · 3 yrs 1 mo · Mumbai, Maharashtra, India · On-site

I manage multi-factor-based equity mutual fund. The fund is a portfolio of large and mid-capitalized stocks. The portfolio seeks steady outperformance with low volatility.

Quantitative stock selectionfactor based investingPortfolio constructionIndia equityindian equityPortfolio Management+1

Nj asset management

Fund Manager

Jul 2020 – Dec 2022 · 2 yrs 5 mos · Mumbai, Maharashtra, India

Spearheaded the design and implementation of a quantitatively-driven investment process for the management of various funds for the India equity market.
Responsible for the management of NJ balanced advantage fund. The investment process is deeply rooted in a disciplined approach for rule based asset allocation and factor based stock selections.

Asset Managementindian equityQuantitative Trading

Ashvattha group

Managing Partner

Aug 2014 – Apr 2020 · 5 yrs 8 mos · mumbai

Equity TradingEquity Derivatives

Iifl

AVP - Systematic Trading

May 2011 – May 2014 · 3 yrs

Equity TradingEquity Derivatives

Suyash advisors (investment advisors to monsoon capital)

Quantitative Analyst

Feb 2008 – Apr 2011 · 3 yrs 2 mos

Instrumental member of the team that setup first India dedicated absolute return fund trading exclusively on quantiative methods
Softwares used extensively for modelling: Matlab, Wealth-lab, MS-Excel
Succesfully Conceptualized, developed and implemented:
Quantitative trading strategies for Index and single stock futures
and
Portfolio selection models:
'Seeking Alpha' - Quantitative strategy to pick up a portfolio of ten stocks based on momentum
'Value Portfolio' - Created the model which picks the undervalued stock by looking at the balance sheet item. Three measures which were considered are Profitability, Financial leverage/liquidity and Operating Efficiency.

Equity DerivativesQuantitative Trading

Mape group

Quantitative Analyst

Dec 2006 – Jan 2008 · 1 yr 1 mo

Instrumental member of the team that setup first pure quant based research desk for Indian markets
Worked with clients to develop, back-test, & implement various trading strategies

Equity DerivativesQuantitative Research

Morgan stanley advantage services

Senior Associate

Nov 2004 – Dec 2006 · 2 yrs 1 mo

Assisted Proprietary Trading Desk - role involved thinking structurally and thematically to generate trade ideas and also backtest them before the firm invest its capital

Clearing corporation of india limited (ccil)

Executive Officer

Nov 2003 – Dec 2004 · 1 yr 1 mo

Worked with Fixed Income and Currency Research Desk.
Developed an index calculation methodology for Government securities market in India that captures the market movements and is replicable by the market participants
Centre For Monitoring Indian Economy (CMIE

Capital markets

Analyst

May 2003 – Nov 2003 · 6 mos

Developed a statistical method of arriving at the synthetic prices of the government securities when no trade for those securities has taken place (valuation of illiquid government securities)