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Saransh Mittal

Management Consultant

San Francisco, California, United States15 yrs 5 mos experience
Most Likely To SwitchHighly Stable

Key Highlights

  • Expert in systematic credit and fixed income strategies.
  • Strong background in quantitative research and analytics.
  • Proven track record in developing investment strategies.
Stackforce AI infers this person is a Quantitative Finance expert specializing in systematic credit and fixed income strategies.

Contact

Skills

Core Skills

CreditFixed IncomeQuantitative AnalyticsCredit Risk

Other Skills

Systematic CreditCredit DerivativesStructured ProductsVolatility StrategiesEvent StrategiesMacro StrategiesQuantitative ResearchCredit Risk ModelingFixed Income SecuritiesStructural ModelsEquity Statistical ArbitrageQuantitative StrategiesC++AlgorithmsMatlab

About

Systematic credit and fixed income. Specialties in credit (IG/XOVER/HY/Converts), credit derivatives, fixed income, structured products, vol, event and macro across developed and emerging markets

Experience

15 yrs 5 mos
Total Experience
3 yrs 1 mo
Average Tenure
6 yrs 2 mos
Current Experience

Insight investment

Senior Researcher

Mar 2020Present · 6 yrs 2 mos · San Francisco Bay Area

  • Systematic Credit & Fixed Income across developed and emerging markets
  • Insight Investment acquired active fixed income unit of Mellon Investments on Sep '21
  • Insight Investment is a wholly owned subsidiary of BNY
Systematic CreditFixed IncomeCredit DerivativesStructured ProductsCredit

Mesirow financial (sub-unit acquired by lighthouse partners)

Vice President, Senior Research Analyst

Apr 2015Jan 2020 · 4 yrs 9 mos · Chicago, Illinois

  • Mesirow Financial Investment Management
  • Credit, Fixed Income, Vol, Event & Macro Strategies across developed and emerging markets
CreditFixed IncomeVolatility StrategiesEvent StrategiesMacro Strategies

Dci, llc (acquired by blackstone credit)

Quantitative Research Analyst

May 2013Apr 2015 · 1 yr 11 mos · San Francisco

  • Systematic Credit. Structural and Reduced Form Models, Credit Factor Models, HY Bond Option Analytics, G10 FX Hedging, Rate Hedging, Equity Options, Credit Risk Modeling, Fixed Income Securities
Quantitative ResearchCredit Risk ModelingFixed Income SecuritiesStructural ModelsQuantitative AnalyticsCredit Risk

Bnp paribas

Associate Intern

Nov 2012Jan 2013 · 2 mos · Greater New York City Area

  • Credit Trading Desk (LATAM)

Deutsche bank

Senior Analyst

Aug 2010Feb 2012 · 1 yr 6 mos · Mumbai, India

  • Global Rates Desk

Worldquant

Quantitative Researcher

Jul 2009Aug 2010 · 1 yr 1 mo · Bangalore, India

  • Spinoff from Millennium Partners
  • Equity Stat Arb, Quantitative Strategies, Liquidity Aware Alpha Research
Equity Statistical ArbitrageQuantitative StrategiesQuantitative Analytics

Education

Indian Institute of Technology, Bombay

B.Tech + M.Tech — Computer Science and Engineering

University of California, Berkeley, Haas School of Business

Master of Financial Engineering — Financial Mathematics

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