Ankit Gheedia, CFA

Associate Partner

London, United Kingdom14 yrs 10 mos experience

Highly Stable

Key Highlights

15 years in global macro research and cross-asset strategy.
Expert in systematic investment frameworks and volatility strategies.
Led innovative thematic research and client-focused content.

Stackforce AI infers this person is a Fintech expert specializing in quantitative investment strategies and macroeconomic analysis.

Contact

Skills

Core Skills

Global MacroSystematic InvestingEquity ResearchDerivativesQuantitative Finance

Other Skills

Cross Asset Risk Premia Strategy ResearchSystematic Investment FrameworksMacro-driven SignalsEquity Factor ModelsVolatility-linked StrategiesQuant-based Equity StrategyDerivative StrategyMarket Trend AnalysisThematic Basket ResearchMacro and Quant Stock SelectionQuant IndicatorsConvertible BondsEquity and Derivative StrategyQuantitative Investment StrategiesDelta One

About

With over 15 years of experience in global macro research and cross-asset strategy, I specialize in designing systematic investment frameworks across asset classes, with a focus on directional and volatility strategies. My expertise lies in combining macro indicators, quantitative models, and fundamental insights to uncover hidden risk premia and deliver alpha. Currently leading Cross Asset Risk Premia Strategy Research at BBVA in London, I develop macro-driven signals, equity factor models, and volatility-linked strategies, while also driving innovation through thematic research and client-focused content such as BBVA’s first podcast series. Previously, I managed BNP Paribas’ European Equity & Derivatives Strategy team, advising hedge funds and asset allocators with evidence-based, data-driven insights. Core interests: Global Macro | Systematic Investing | Volatility | Quant Research | Thematic Strategy | Cross-Asset Allocation

Experience

14 yrs 10 mos

Total Experience

12 yrs 11 mos

Average Tenure

1 yr 11 mos

Current Experience

Bbva

Head of QIS Research

Jul 2024 – Present · 1 yr 11 mos · London Area, United Kingdom · On-site

In my current role I am responsible for researching existing and creating new cross asset systematic indices to capture hidden risk premia for our clients.
Responsible for equity linked systematic strategies covering smart beta and traditional factor allocation.
Responsible for equity volatility linked systematic strategy research and origination.

Cross Asset Risk Premia Strategy ResearchSystematic Investment FrameworksMacro-driven SignalsEquity Factor ModelsVolatility-linked StrategiesGlobal Macro+1

Bnp paribas

3 roles

Head of Equity and Derivatives Strategy, Europe

Promoted

Feb 2021 – Mar 2024 · 3 yrs 1 mo

Built the European team to deliver quant-based Equity strategy and derivative strategy for our European clients base. Developed differentiating models to capture market trends and out of consensus trade ideas.

Quant-based Equity StrategyDerivative StrategyMarket Trend AnalysisEquity ResearchDerivatives

Macro Equity Strategist

Apr 2011 – Feb 2021 · 9 yrs 10 mos

Developed the thematic basket research product for BNPP clients using macro + quant based stock selection approach. Launched quant indicators to study sentiment, positioning, geopolitical risks in Europe. Used a quant macro approach to investing in European equities.

Thematic Basket ResearchMacro and Quant Stock SelectionQuant IndicatorsSystematic InvestingQuantitative Finance