Rishab Sethi Email and Phone Number

Portfolio Manager for structural investment opportunities including risk factor exposures, emerging markets equities, life settlements and catastrophe reinsurance.

* Designed and implemented software for modelling asset risk premia* Developed a framework for consistently evaluating investment opportunities from inter-generational economic and demographic trends* Developed a suite of equilibrium models used to forecast returns from currency hedging strategies

* Provided advice to the Governor of the Bank and the Monetary Policy Committee on foreign exchange intervention and exchange rate related issues* Provided econometric expertize, especially with Bayesian methods and customized software, to several research projects* Conducted research and analysis on a large variety of topics. A sample selection: a comparative analysis of density forecasting methods; an assessment of different approaches to understanding sustainability of current account deficits; an assessment of the independence and thoroughness in interest rate-setting advice tendered to the Governor of the Bank* Edited the Bank's Discussion Paper series (from January 2008)

* Constructed a no-arbitrage macro-finance model to understand links between macro-economic developments and the term structure of New Zealand interest rates