Pankaj Kumar, Cfa Email & Phone Number

United States

Toronto, Ontario, Ca

New York, Ny, Us

Analyzing E pillar-like air pollution, green bonds, green infrastructure in ESG data relevant to Municipal Bond MarketsContributing to the alpha research of using ESG signals like GHG emissions, GHG Intensity metric, Fund liabilities in MunisCreating a framework to test whether these signals drive better social outcomes

New York, Ny, Us

Explored ESG Insights that drive sustainable outcomes in the Municipal Bond across different states and sectors

Salt Lake City, Utah, Us

Boston, Ma, Us

Customized ESG Portfolio Construction for clients:- Work on enhancement framework to combine ESG Factors and integrate them to current climate Investment strategies- Developed Responsible Factor (Nominated for Best ESG Research in Industry) and deployed the production version Python code- Analysed corporate governance and ESG metrics for firms in 6 major MSCI universe to check metrics validity- Worked directly with Portfolio Managers to understand their needs and implement their trading strategies- Generated ESG portfolios for Institutional Investors using Reduced Carbon, Mitigation - Adaptation trading strategies- Involved in research on new ESG factors alike GHG emissions, Adaptation Metrics and integrate them with current investment strategies

New York, Ny, Us

- Generated risk contribution and decomposition reports, stress testing and VaR simulation reports (historical and Monte Carlo) using MSCI’s flagship Risk Analytics products like BarraOne & Risk Manager- Assistance to clients by providing Reconciliation, analytics quality checks and providing final risk-reports and explained report content to clients and dealt with valuation and risk modelling issues.- Ensuring maximum coverage for client’s portfolios by coordinating with modelling and development team and work with business users to calculate VaR at different scenarios with stress testing- Formulated and implemented K-means clustering approach in R to predict the time elapsed in generating risk report to facilitate the clients for optimal reconciliation and Quality Assurance of risk reports- Evaluated multiple levels of risk and performance attribution analysis for major hedge funds and pension funds

-Multi-dimensional Query System and Spacial Mapping of Credit Portfolio Data: Created a graphical user interface on Pentaho which would query a multi-dimensional database using MySQL and Javascript. - Interface had functionalities such as deciling the queried data based on principal outstanding, bucketed portfolio at risk for different asset classes (like Microfinance, Small Business Loans, Affordable housing finance, Vehicle Finance, etc), regions and transaction types to carry out comparative analysis.- Developed the capital estimation model to quantify the credit portfolio loss due to natural disasters and riots

Masters In Financial Engineering, Financial Mathematics, Financial Mathematics

B.Tech With Honours In Civil Engineering And Minors In Resources Engineering, Civil Engineering