Vaibhav Agarwal, CFA®, CIPM®

Head of Design

Miami, Florida, United States14 yrs 10 mos experience

Most Likely To SwitchHighly Stable

Key Highlights

Over a decade of experience in investment strategies.
Expert in building systematic trading strategies.
Leader in innovative index product development.

Stackforce AI infers this person is a Fintech expert specializing in systematic trading and index development.

Contact

Skills

Core Skills

Product DevelopmentIndexingQuantitative AnalysisAlgorithmic TradingBusiness Development

Other Skills

AIEquityFixed IncomeCommoditiesCryptoDerivativesStrategic Beta IndexesPortfolio OptimizationPerformance AttributionMathematical ModelingProduct StructuringMarket AnalysisStructuringValuationFinancial Modeling

About

Beta | Smart Beta | Equity | Fixed Income | Strategy Indices | Technology Vaibhav is a a seasoned investment professional with over a decade of experience in building systematic trading and investment strategies with varying frequencies across asset classes and regions. His areas of expertise range from beta, thematic and smart beta on the equity side, to launching more complex, multi-asset strategies with diverse underlyings like commodities, derivatives, etc. Well versed with statistical and econometric methods related to data analytics, he currently manages multiple teams which build and calculate diverse indices. Vaibhav holds a Masters in Mathematics from Indian Institute of Technology (IIT), Delhi and an MBA from Indian Institute of Management (IIM), Indore. He also holds the CFA and CIPM designations from the CFA Institute, USA. Technical skills: Python, SQL, Matlab, VBA

Experience

14 yrs 10 mos

Total Experience

2 yrs 11 mos

Average Tenure

8 yrs 8 mos

Current Experience

Indxx

2 roles

Head of Index Products & Innovation

Promoted

Jul 2021 – Present · 4 yrs 10 mos

Leading a multi-location Global Product development team at Indxx, working across multiple asset classes.
Extensively using AI to build new cutting-edge indices for catered and customized for clients across locations.
Asset classes covered: Equity, Fixed Income, Commodities, Crypto, Derivatives
Strategy types: Long-only, Long-short, Structured Products, Vol-based, Crypto, Income
Index Types: Beta, Thematic, Smart beta, Simple roll, Enhanced roll, Single asset, Multi-asset, Options-based, Single/Multi-token, Levered

AIEquityFixed IncomeCommoditiesCryptoDerivatives+2

Product Development | New Business

Sep 2017 – Jul 2021 · 3 yrs 10 mos

Alphacrest capital management

Quantitative Researcher

Jan 2017 – Aug 2017 · 7 mos · New Delhi Area, India

Morningstar

Index Quant

Jul 2014 – Jan 2017 · 2 yrs 6 mos · Mumbai Area, India

Develop strategic beta indexes across asset classes and multi-asset investment products based on sound investing concepts like modern portfolio theory, multi factor models etc.
Acquire deep understanding of Morningstar research ecosystem including Equity Research, Quantitative Equity Research, Credit Research, Manager Research and leverage the proprietary information in product development process
Assist global NPD team with ideation & implementation of advanced portfolio construction techniques like portfolio optimization, regression-based solutions, etc.
Conduct performance attribution such as Brinson analysis, Fama-French attribution, Frazzini attribution etc. on resultant portfolios to isolate its key drivers of risk and return
Create and test additional tools and metrics in research platform for evaluating efficacy of investment solutions, increase efficiency and minimize errors in development and calculations
Monitoring and evaluating new developments and global trends in the index and ETF industries

Strategic Beta IndexesPortfolio OptimizationPerformance AttributionIndexingQuantitative Analysis

Nav capital llp

Co-Founder

Nov 2012 – Jun 2014 · 1 yr 7 mos · Mumbai Area, India

Conceptualized & Co-founded the start-up in algorithmic trading across asset classes (equities, currencies & commodities)
Led a team of 5 which designed mathematical models and strategies, optimized them for relevant risk-return profile
Engaged in developing a fully integrated automated algorithmic trading system for Strategy development and execution
Worked on technical indicators based strategies as well as macro level strategies
Led the Business Development vertical which involved pitching products and strategies to clients across geographies

Algorithmic TradingMathematical ModelingBusiness Development

Deutsche bank group

Senior Analyst, Commodities Structuring, Global Markets

Apr 2011 – Oct 2012 · 1 yr 6 mos · Mumbai Area, India

Day to day maintenance of existing products
Origination and structuring of new product ideas - developing new indices or strategies that may benefit from recent market movement
Conducting extensive quantitative analysis of new ideas for e.g. historical back testing, Monte Carlo simulations etc
Working with various functions in the bank - sales, trading, legal and operations for new product development, and also interaction with external parties like Index Provider, Legal Counsel
Helping sales force with various supporting tools such as Request for proposals, pitch books, scenario analyses, back tests etc. for product push
Managing the issuance process of various platform linked products
Drafting of Prospectus and wrappers for the new product

Product StructuringQuantitative AnalysisMarket AnalysisProduct Development

Ernst & young

Summer Intern

Apr 2010 – May 2010 · 1 mo · New Delhi, Delhi, India

Transaction Advisory Services - Lead Advisory
Assisted in valuation and preparation of pitch documents for live deals across different industry sectors
Researched various opportunities for Mergers, Acquisitions, Joint Ventures, Capital Raising, etc.

Bloomberg

Financial Software Developer Intern

May 2007 – Jul 2007 · 2 mos · New York, United States

Intern in R&D Department
Designed User Interfaces & Backend Services for U.S. Mortgage Bid Lists functions for real-time trading
Functions later deployed on Bloomberg Terminal