Amit Deshpande Email & Phone Number

Baltimore, Md, Us

Baltimore, Maryland Area

Leader of Quantitative Portfolio Management, Quant Research, Risk Advisory, and Portfolio Construction for Fixed Income. Transformed Quantitative Investments team to an established alpha generator with direct impact on portfolio returnsStarted Quantitatively Managed (QM*) Fixed Income Portfolio business. Grew AUM to $9B. Member of Fixed Income Strategy Committee (FISC).Champion Diversity, Equity, & Inclusion (DEI) efforts at firm-wide level.

San Francisco Bay Area

Head of Investment Risk Management at Charles Schwab Investment Management. Responsible for overall market, credit, liquidity, and enterprise risk management for the firm's investment operationsAsset coverage of over $300b spanning Active and Passive funds including Quantitative Equity, Fixed Income, Asset Allocation, Target Dated, and Money Market funds. Also responsible for Funds of Funds and Collective Investment Funds comprising third party portfolios.Member of firm's Investment Committee, Management Committee, and Senior Leadership Team.

New York, Ny

Responsible for building up Risk Management of the Fixed Income Division of Alliance Bernstein LP in the aftermath of the Global Financial Crisis.Primary responsibility for risk budgeting, risk monitoring, and risk controls for assets in excess of USD 200 b. The funds managed covered the entire risk spectrum from short duration Treasuries to leveraged macro hedge funds.

Tokyo, Japan

Leader of Quantitative Portfolio Management for Global Fixed Income portfolios in Asia. Primary responsibility to structure and manage multi-asset portfolios.Played lead role in firm's response to 2008 crisis. Introduced disciplined risk processes to turn performance around.

New York

Portfolio Management and Research - Quantitative Fixed Income StrategiesDeveloped econometric and stochastic risk/return models. Specific work includes Yield Curve models, Mortgage Backed Securities (MBS) models, Bank Loans and Credit models as well as Algorithmic Trading Models.

New York, Ny

Quantitative Credit Strategy / Global Credit Research* Headed Quantitative Credit Strategy within the Global Credit Research Department. Responsible for setting direction and bringing quantitative rigor to the research process.

* Worked with team of quantitative analysts and IT professionals to develop consistent risk measurement and performance attribution methodology for all asset classes.

Portfolio manager at Fund-of-Hedge Funds. Managed multi-asset products for institutional clients.

Trader- Base MetalsTraded London Metals Exchange (LME) standard products. Took long/short positions in Aluminum and Copper contracts.