Ranjit Kohli Email & Phone Number

New York, New York, United States

New York, New York, United States

Risk management of foreign currency denominated sub-portfolio of US direct lending fund with $1.5+ billion AUM. Revised hedging instruments, reduced transaction costs, optimized hedge allocations and performance monitoring. Expanded hedging counterparties, negotiated ISDA/CSAs and other agreements. Investment evaluation of discounted claims in multiple crypto-bankruptcies for $200 million fund. Developed and advised on interest rate, macro-economic and asset allocation strategies.Developing and evaluating new investment strategies, including purchase and financing of Inflation Reduction Act tax credits, tax-advantaged investments and insurance risk equity investments. Advised bond insurer on interest rate risk and credit risk hedging on insured municipal bond portfolio. Advised PE fund on the mitigation of asbestos-related liabilities to be assumed pursuant to a potential acquisition. Advised the administrators of the Lehman estate on the disposition of mortgage residual interests.

Advising financial services companies on raising capital and hedging fixed income exposures

Structured, originated and executed financing transactions with international financial institutions. Major role in originating and closing principal deals. Negotiated terms with counterparties and led deal teams. Interacted with legal counsel to determine financing structures and worked with senior management and commitment committees to seek internal approvals. Developed and marketed fixed income derivative structures to banks and insurance companies. Made presentations regarding derivatives as part of Derivative Workshops for major clients of Lehman Brothers. Identified and wrote about opportunities in the swaps and options markets in Relative Value, Lehman Brothers fixed income weekly. Developed and executed long dated zero coupon bonds for US insurance companies by stripping money market funds into IOs and POs. Developed and executed coupon stripping transactions for US insurance companies. Examined and analyzed investments utilizing coal and wind credits as well as DRD transactions.

Recommended portfolio investment strategies to Chief Investment Officers of banks and insurance companies. Optimized and sold Treasury escrows to municipalities to defease and synthetically call outstanding bonds. Developed and sold path-independent mortgage servicing hedges to banks as a substitute for prepayment caps. Developed Risk Based Capital model for life and property insurance companies based on NAIC methodology.

Designed and analyzed data routing algorithms to increase the utilization of satellite and computer networks. Represented Comsat and the USA at international standard committees developing Internet protocols.

Mba, Finance

Dean’s List, Fall 1989, Spring 1991. Teaching assistant, Decision Sciences (Operations Research)

Ms, Electrical Engineering

Thesis on local area networks. Research and teaching assistant. Passed Doctoral Qualifying Exam

Btech, Electrical Engineering

Rajiv Bambawale Award for best undergraduate thesis for project on speech recognition.