Amitabh Saraswati

CEO

New York City, New York, United States9 yrs 10 mos experience

Most Likely To SwitchHighly Stable

Key Highlights

Expert in asset-liability management and quantitative finance.
Proven ability to develop analytical tools for financial insights.
Strong background in financial engineering and data analysis.

Stackforce AI infers this person is a Fintech expert specializing in quantitative finance and asset management.

Contact

Skills

Core Skills

Asset And Liability Management (alm)Quantitative FinanceData AnalysisTrading Strategies

Other Skills

Portfolio analyticsQuantitative benchmarksMATLABVBAC++JavaPythonMachine LearningAlgorithmsStochastic ProcessesEconometricsOptimizationHTMLMarketingNatural Language Processing

About

I work in the TCIO Research team, within the Treasury & Chief Investment Office of JPMorgan Chase. My group is responsible for developing strategy and quantitative models for firm-wide asset-liability management. I currently focus on balance sheet strategy, asset allocation and portfolio analytics. I enjoy the challenge of delivering insights using imperfect datasets in a fast-paced environment. I hold a MEng in Financial Engineering from Cornell University and a BTech in Computer Science & Engineering from Indian Institute of Technology Delhi. I live in New Jersey with my wife & son. In my spare time, I enjoy singing, playing my guitar and traveling.

Experience

9 yrs 10 mos

Total Experience

3 yrs 3 mos

Average Tenure

9 yrs 2 mos

Current Experience

Jpmorgan chase & co.

4 roles

Executive Director, TCIO Research - Treasury & Chief Investment Office

Promoted

Feb 2023 – Present · 3 yrs 3 mos

Portfolio benchmarking, Asset allocation strategy, Portfolio analytics, Firm-wide balance sheet optimization, Quantitative benchmarks for internal liquidity / capital cost transfers

Asset and Liability Management (ALM)Quantitative Finance

Vice President, ALM Research & Strategy - Treasury & Chief Investment Office

Promoted

Feb 2020 – Jan 2023 · 2 yrs 11 mos

Asset and Liability Management (ALM)

Associate, ALM Research & Strategy - Treasury & Chief Investment Office

Jan 2017 – Jan 2020 · 3 yrs

Asset and Liability Management (ALM)

Summer Associate, ALM Research & Strategy - Treasury & Chief Investment Office

Jun 2016 – Aug 2016 · 2 mos · Greater New York City Area

Developed a set of MATLAB & VBA based tools to analyze the interest rate sensitivity of the firm’s assets & liabilities

Cornell university

Teaching Assistant, Quantitative Trading Strategies (ORIE 5230)

Aug 2016 – Dec 2016 · 4 mos · New York City Metropolitan Area

Graded trading assignments, homeworks and quizzes; Held office hours

Kivi capital

Summer Analyst, Quantitative Trading

May 2015 – Jul 2015 · 2 mos · Gurugram, Haryana, India

Designed, implemented and back-tested quantitative investment strategies to exploit non-random patterns in equities and stock, commodity & FX futures

Samsung r&d institute india, bangalore

Software Development Intern, Advanced Research Team

May 2014 – Jul 2014 · 2 mos · Bengaluru, Karnataka, India

Designed a representation language for complex hierarchical activities, based on UML; Implemented a multi-threaded engine for parallel execution of activity models, using RabbitMQ and JSON for inter-module communication

Tryst, iit delhi

Marketing Coordinator

Nov 2013 – Mar 2014 · 4 mos · Greater Delhi Area

Spearheaded the marketing team to solicit sponsorships from corporates and forge tie-ups for technical workshops; Presented with 'Signicant Contribution' award by the Academic Interaction Council of IIT Delhi