Amrit Sharma

CEO

London, England, United Kingdom19 yrs 9 mos experience
Most Likely To SwitchHighly Stable

Key Highlights

  • Top graduate in MEng at Imperial College London
  • Royal Academy of Engineering Fellowship recipient
  • Gold medalist at Young European Arena of Research
Stackforce AI infers this person is a Quantitative Finance expert with a strong background in Control Theory and Risk Management.

Contact

Skills

Core Skills

Quantitative AnalyticsEquity Derivatives

Other Skills

Risk ManagementMathematical ProgrammingOptimizationC++MatlabJavaLaTeXSimulationsAnalysisQuantitative Finance

About

Amrit did Electrical and Electronic Engineering at Imperial College London and obtained an MEng degree in 2006. He was awarded both the IEE Prize for being the top graduate in the MEng course and the Terry Whodcoat Memorial Prize for the best final year project. He then went on to win the Imperial College Scholarship for PhD research. In December 2007 he was awarded the Royal Academy of Engineering Fellowship based on his research completed in 2006-2007 and in 2008 he won the gold medal at the Young European Arena of Research (YEAR) for his work in systems theory. In 2009, Amrit completed a PhD in Control Theory. He worked as a research associate in the Control Theory Group at The University of Oxford and a Junior Research Fellow at Christ Church College at The University of Oxford from 2009-2011. Amrit is currently employed by Morgan Stanley as the Global Head of Equity Derivatives Quantitative Strategists (more popularly known as Quants).

Experience

19 yrs 9 mos
Total Experience
5 yrs
Average Tenure
15 yrs 3 mos
Current Experience

Morgan stanley

Managing Director

Mar 2011Present · 15 yrs 3 mos · London Area, United Kingdom

  • Quantitative Strategists, more popularly known as Quants, are the primary modellers for new financial products. They work with the traders to deliver innovative ideas using models to analyze risks and opportunities in trading books for complex derivatives. Responsibilities include creating models and strategies the desk will use to drive trading decisions, analyzing and managing the risk of the positions currently on the books, creating pricing and marking models, quantitative regulatory assessments, auto-pricing algorithms, and creating trader-efficiency tools.
Quantitative AnalyticsEquity DerivativesRisk ManagementMathematical ProgrammingOptimizationC+++3

University of oxford

2 roles

Research Associate (Systems theory)

Jan 2010Apr 2011 · 1 yr 3 mos · Greater Oxford Area

Junior Research Fellow

Dec 2009Apr 2011 · 1 yr 4 mos · Greater Oxford Area

  • Worked on extending common robust control techniques for linear time invariant systems to more general stochastic differential equations.

Mclaren automotive

Research Internship

Oct 2008Jan 2009 · 3 mos · United Kingdom

Parsons house, imperial college london

4 roles

Assistant Warden

Aug 2007Dec 2009 · 2 yrs 4 mos · London Area, United Kingdom

Research Assistant in Control of Dynamical Systems

Sep 2006Dec 2009 · 3 yrs 3 mos · London Area, United Kingdom

Chief Technical Writing and Presentation GTA

Promoted

Sep 2006Aug 2009 · 2 yrs 11 mos · London Area, United Kingdom

  • Teach undergraduate students technical writing and technical presentation for a general audience.

Teaching Assitant

Sep 2006Jun 2008 · 1 yr 9 mos · London Area, United Kingdom

  • Demonstrator for Signals and Systems Laboratory

Education

Imperial College London

PhD — Control Theory

Jan 2006Jan 2009

Imperial College London

MEng (Hons)

Jan 2002Jan 2006

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