Rahul Chhabra

CEO

Boston, Massachusetts, United States18 yrs 2 mos experience

Most Likely To SwitchHighly Stable

Key Highlights

Expert in damages analysis for securities litigation.
Extensive experience in commercial disputes across multiple industries.
Strong background in financial modeling and portfolio management.

Stackforce AI infers this person is a Financial Economist with expertise in Securities Litigation and Commercial Disputes.

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Skills

Core Skills

FinanceData AnalysisAnalyticsPortfolio Management

Other Skills

Empirical AnalysisBehavioral FinanceAnalytical SkillsModel DevelopmentMean-Variance OptimizationFinancial ModelingEquitiesTradingInvestmentsBusiness StrategyStatisticsAnalysisDerivativesFinancial Risk

About

I am a financial economist with extensive experience consulting on a wide range of commercial disputes and securities litigation matters. My experience in commercial disputes includes assessing the quantum of lost value or profits due to breaches of contract and breaches of representations and warranties. I have conducted valuations of complex mining assets in disputes involving minority shareholder oppression. I have also advised in transfer pricing matters on the arm’s length nature of loan sizes and terms. I have significant experience in securities litigation, including matters related to Rule 10b-5 and Section 11. My work in those matters involves conducting event studies and analyzing loss causation and damages. I have also advised on cases involving market manipulation and insider trading. My experience in disputes and litigation matters spans a broad range of industries, including real estate, financial services, information technology, metals and mining, pharmaceuticals, transportation, and energy.

Experience

18 yrs 2 mos

Total Experience

3 yrs 7 mos

Average Tenure

7 yrs 9 mos

Current Experience

Charles river associates

3 roles

Principal

Promoted

Mar 2025 – Present · 1 yr 2 mos

Associate Principal

Promoted

Mar 2021 – Mar 2025 · 4 yrs

Senior Associate

Aug 2018 – Mar 2021 · 2 yrs 7 mos

University of michigan ross school of business

PhD in Finance

Aug 2012 – May 2018 · 5 yrs 9 mos · Ann Arbor

Caf, indian school of business

Researcher

Oct 2010 – Jul 2012 · 1 yr 9 mos

Member of the research group, Centre for Analytical Finance at ISB, Hyderabad. http://www.isb.edu/caf/
Worked on academic research projects in Behavioral Finance to analyze and understand how cognitive biases influence the trading decisions of different categories of investors, including individual investors, domestic institutional investors, and foreign institutional investors in Indian stock markets.
Performed extensive empirical analysis on large and complex panel dataset obtained from National Stock Exchange, India containing about 640 million trades and orders in common stock trading by 2 million Indian investors during a period of 18 months.

Bny mellon

Senior Analyst

May 2010 – Sep 2010 · 4 mos · Pune/Pimpri-Chinchwad Area

Member of Corporate Trust Analytics team working on implementation of compliance tests of Synthetic CDO deals.
Analyzed complicated product structures and legal documentation of Collateralized Debt Obligation Deals to perform various compliance tests regarding the composition and liquidity of the collateral.
Developed models to analyze the compliance requirements for the collateral in CDOs, used to generate performance reports for collateral management

Flagstone reinsurance holdings ltd.

Investments Analyst

Sep 2007 – Apr 2010 · 2 yrs 7 mos · Greater Hyderabad Area

Portfolio Theory
Member of Global Investment Management Team of 15 members managing assets worth more than USD 1.5 bn.
Assisted in portfolio management, monitoring and rebalancing of fixed income portfolios including TIPS, Ex-US Global Inflation Linked Bonds.
Worked extensively on mean variance portfolio optimization for capital allocation at overall portfolio level encompassing asset classes in fixed income, equity and alternative investments domain based on Modern Portfolio Theory by Markowitz (1952).
Performed sensitivity analysis for mean-variance portfolio based on an academic research by Best and Grauer (1991).
Asset Pricing
Developed a proprietary tool to forecast the expected returns and expected risk based on factor model, EWMA and GARCH approaches for various asset classes using historical benchmark data.
Worked on the transformation of sample covariance matrix based on shrinkage method by Ledoit and Wolf (2004).
Analyzed equity risk premium using Gordon Growth Model.
Used Black and Litterman (1992) Model to estimate expected returns for all asset classes incorporating Senior Management’s views on different asset classes.