Karthik Kumar Email & Phone Number

Dallas, Texas, United States

Boston, Massachusetts, United States

Designed, developed and supported multi-factor quantitative equity forecasting processes that combine alpha signals to form stock level forecasts that will be used in portfolio construction. Evaluate the combination of multiple signal and process changes, run historical simulations and present the results to the broader investment team. Worked with the members of the signal research team to develop and implement new alpha signals. I lead the development of a framework for generating custom risk models to help with risk forecasting, portfolio construction, research and analysis. These risk models were critical for implementation of Managed Volatility strategies and certain long-only strategies. Designed an approach for creating hybrid risk models, where PCA is applied on the residual returns from a fundamental risk model to generate statistical factors that can capture unknown risk exposures.

Greater Boston Area

Greater Boston Area

Design and development of equity risk models for various markets. Integration of Risk Models and Risk Model Construction platform with other business components.

@ BostonModeling of volatility surface and identifying patterns in it.

Analyze data to solve client business problem or to create value add for the client. Building credit risk models and implementation of various statistical solutions in client environments.

Masters, Quantitative And Computational Finance

Bachelors, Mechanical Engineering