Pranav Ghai Email & Phone Number

New York, Ny, Us

Lewiston, Me - Maine, Us

The Corporate Disclosure Policy Council (CDPC) addresses issues affecting the quality of financial reporting and disclosure worldwide. Our members include investment professionals with extensive expertise in global capital markets who work with the Financial Reporting Policy Group staff. The council works to meet the needs of investors and creditors by promoting one set of high-quality global financial reporting standards.(https://www.cfainstitute.org/en/about/governance/committees/corporate-disclosure-policy-council)

New York, Ny, Us

A financial analytics tool-kit powered by XBRL with a web based front end, an excel add-in, and an API. Calcbench allows financial analysts, and investors to instantly access, work with and share SEC filing data including footnotes and earnings reports. www.calcbench.com

Washington, Dc, Us

XBRL US is a not-for-profit organization supporting the implementation of XML business reporting standards through the development of taxonomies for use by U.S. public and private sectors, with a goal of interoperability between sectors, and by promoting XBRL adoption through marketplace collaboration.

Member of a 3 person Statistical Arbitrage hedge fund. Responsibilities included alpha generation, backtesting, trading and trade scheduling and research.

Redmond, Washington, Us

A contributing member of the Microsoft Technical Computing Customer Advisory Board

New York, Ny, Us

Develop and maintain a holistic trading approach, including but not limited to, systematically generated, fundamental based alpha strategies. Used both for clients and in proprietary trading book.-Built a series of analytics to enhance the use of fundamental signals as a risk management tool for the clients of the firm (Institutional Equity Division).-Coupled unique factor analysis with exposures in backtesting environment to provide clients with an outlook for their portfolio construction process. -Teamed with accounting specialists to build a set of indices that are used to build private structured notes for Morgan Stanley clients. At peak over $100 Million assets under management. -Built a fundamental factor Risk Model that has been used to construct fundamental hedges for clients. -Collaborated with Columbia University Accounting Chair to build an intrinsic value analytic, which estimates the amount of cash that can be taken out of a firm during its lifetime. -Teamed with other team members to strengthen analytics delivered throughout the firm, examples include Expected Profit Improvement (EPI) and residual Income (RI) models.

New York, Ny, Us

- Supported all aspects of ITG proprietary mean/variance optimizer for institutional money managers.- Advise buy-side & hedge fund clients on financial and operational risks associated with all aspects of portfolio construction including pre-trade transaction cost management and post-trade transaction cost measurement. - Over $60 billion managed by directly supported clients. - Develop custom templates for Optimizer and Risk Attribution reporting.- Market all ITG Analytical tools to money managers. Includes Market Impact model, trading strategies systems.- Backtest investment strategies to determine efficacy. - Analyze client transaction costs in effort to improve investment process. - Evaluated ITG trading products at the execution level as feedback mechanism into product development. Reported results directly to CEO and head of trading.

New York, Ny, Us

- Measured portfolio performance based on attribution model. - Analyzed each category of return in attempt to forecast portfolio risk exposure.- Applied model to separate excess returns from stock, country, industry and currency selection. - Developed method to quickly diagnose discrepancies within model leading to more accurate results. - Compiled data to report to trustees of company on quarterly basis. - Developed and programmed method to determine the probability of shortfall risk. - Presented written and oral information to senior management including Chief Investment Officer.

M.S. - Courant Institute Of Mathematical Sciences, Applied Mathematics

Bachelor Of Science, Mathematics

Education record