Rakesh Gupta Email & Phone Number

Boston, Ma, Us

Boston, Ma, Us

As the head of quantitative research, I am responsible for managing a team of embedded quantitative analysts providing analytical support to our fixed income funds. My responsibilities include setting and directing research efforts aimed at measuring relevant characteristics for all asset classes of interest, building tools and models for investment decision support and attribution of performance.My value add remains a hands-on, content first approach to people management which builds on my collaborative, team oriented nature.

Boston, Ma, Us

I worked for the LDI/Long duration team (within FMRCo Fixed Income) as a quantitative portfolio analyst. Areas of work included building order recommendation and generation algorithms based on an actionable data-set comprising of fixed income securities with indicatives, analytics and position information for a select group of funds. The entire process has been put together by me and results in a small set of actionable trades each day. An optimization model is utilized to generate trades in an intuitive and usable format for PM's.My value add is in leveraging my knowledge and experience of quantitative tools, technology and research rigor in solving investment related problems such as valuation of securities, estimation of prepayments, portfolio optimization etc. The current set of tools I utilized are primarily python with pyomo and docplex bindings to integrate with optimization solvers. More recently, I have developed a signal generation and scoring framework that allows our PM's to make relative value decisions between various securities.

Boston, Ma, Us

Manage a niche team of polyglot technologists that supports fixed income quantitative analysts, traders and portfolio managers in enterprising models, gathering data, developing tools and any other technological needs that arise. The group works in a highly agile, rapid development frame of mind which results in model tweaks in days or hours rather than weeks.Also manage the investment tools group whose task is to build quick and impactful tools for use by investment professionals. Tools typically have a front end in Excel and utilize the MS Office suite, VBA and various visualization and modeling tools to deliver functionality to the desks which would otherwise take a long time to accomplish in the enterprise frame of things.

Bangalore, Karnataka, In

Taught a course on Business Intelligence to PGP-Vth Semester (MBA Final year) Students

Boston, Ma, Us

Manage a group of Quantitative Analysts working on developing tools and methodologies for valuation, risk assesment etc. of Fixed Income Securities

Yes, I was a university professor once upon a time.

Responsible for conceptualising and architecting a Personalization Engine for Content Discovery on PurpleAce's content management tool. The PE used content based categorization and user browsing history to build a profile for each user and then a combination of analytics to recommend items to each user based on their profile and what other users have liked (collaborative filtering), association rules and other such recommendation methods. Recommendations were exposed to users via a J2ME client (on a mobile device) and a web portal (for wired devices).

Stillwater, Ok, Us

Taught and carried out research in the Masters Program in Telecommunications Management

Phd, Accounting And Mis

M.A., Accounting And Mis

Mba, Operations Mgt. And Mis

Be, Electronics And Telecommunications

High School, Science

Education record