Shantala Mukherjee, Cfa, Caia Email & Phone Number

Singapore

Singapore, Singapore

Edinburgh, United Kingdom

Developed and implemented the performance attribution, risk analysis and portfolio construction process for our multi-asset portfolios. Developed the framework for performance tolerance limits for the underlying fund managers in our portfolios. Research financial markets and global macro themes, including ESG themes, and their impact on major asset classes (e.g. Asia Pacific ex-Japan equities, monetary policy effects on government bonds). Research and evaluate fund managers for inclusion in our… Show more Developed and implemented the performance attribution, risk analysis and portfolio construction process for our multi-asset portfolios. Developed the framework for performance tolerance limits for the underlying fund managers in our portfolios. Research financial markets and global macro themes, including ESG themes, and their impact on major asset classes (e.g. Asia Pacific ex-Japan equities, monetary policy effects on government bonds). Research and evaluate fund managers for inclusion in our portfolios. Using Excel/VBA, Bloomberg, Morningstar Direct and PowerBI, I make recommendations for portfolio construction, asset class positioning and manager selection to improve the risk and return profile of our existing portfolios worth £12 bn, and also for the design of new investment solutions such as the Investment Pathways mandated by the Financial Conduct Authority.------------------------------------------------------------------------------------------------------Investment research - performance attribution - risk analysis - asset class analysis - data - financial markets monitoring - asset allocation - portfolio construction - manager selection - multi-asset solutions - ESG - VBA - Bloomberg - Morningstar Direct - PowerBI - UCITS - NURS------------------------------------------------------------------------------------------------------ Show less

London, United Kingdom

Joined the Alternative Assets portfolio team in the Investments business of Mercer to help to manage the main $2 billion hedge fund of funds, as well as smaller hedge fund/private equity and UCITS fund of funds for clients such as pension funds and family offices from the UK, Europe and APAC regions. Researched hedge fund managers to invest in, analysed risk, liquidity and performance attribution data for our portfolios and assisted the portfolio managers in making decisions for portfolio… Show more Joined the Alternative Assets portfolio team in the Investments business of Mercer to help to manage the main $2 billion hedge fund of funds, as well as smaller hedge fund/private equity and UCITS fund of funds for clients such as pension funds and family offices from the UK, Europe and APAC regions. Researched hedge fund managers to invest in, analysed risk, liquidity and performance attribution data for our portfolios and assisted the portfolio managers in making decisions for portfolio construction, trading strategies and risk and asset allocation.The underlying funds included quantitative, CTA, multi-strategy, macro, credit, event-driven, long-short equity and tail risk hedging strategies.-----------------------------------------------------------------------------------------------------Investment analysis - manager research and selection - performance monitoring and attribution - risk reporting - investment commentary on markets and asset classes - update calls - client presentations - portfolio construction - Excel models - Bloomberg - MSCI RiskMetrics - Datastream - AIF - UCITS----------------------------------------------------------------------------------------------------- Show less

London, United Kingdom

Performance analysis and attribution for portfolios with diverse strategies -- active, passive, single asset class, multi-asset, for a variety of institutional clients based in UK, Europe, APAC. Coordinated the production of regular and ad-hoc performance reports for the asset managers and clients, and assisted in the implementation of a new global performance and risk analysis platform… Show more Performance analysis and attribution for portfolios with diverse strategies -- active, passive, single asset class, multi-asset, for a variety of institutional clients based in UK, Europe, APAC. Coordinated the production of regular and ad-hoc performance reports for the asset managers and clients, and assisted in the implementation of a new global performance and risk analysis platform. -----------------------------------------------------------------------------------------------------Performance analysis - performance attribution - risk reports - GIPS - BiSam B-One - Wilshire - RIMES - Datastream - Bloomberg - Excel VBA----------------------------------------------------------------------------------------------------- Show less

Edinburgh, United Kingdom

Performance analysis of client portfolios, verifying the accuracy of all data and portfolio/benchmark performance results, and collaborating with client managers to develop reporting for complex investment strategies in order to support clients in their investment decisions, testing and providing feedback on product quality of new analysis and reporting tools.-----------------------------------------------------------------------------------------------------Performance analysis -… Show more Performance analysis of client portfolios, verifying the accuracy of all data and portfolio/benchmark performance results, and collaborating with client managers to develop reporting for complex investment strategies in order to support clients in their investment decisions, testing and providing feedback on product quality of new analysis and reporting tools.-----------------------------------------------------------------------------------------------------Performance analysis - performance attribution - reconciliation - monthly and quarterly reporting - MyStateStreet - WM Spectrum----------------------------------------------------------------------------------------------------- Show less

Edinburgh, United Kingdom

Production and review of daily NAV and fund price reports to clients and to external data vendors.-----------------------------------------------------------------------------------------------------Daily pricing - Excel models - Livewire-----------------------------------------------------------------------------------------------------

Edinburgh, United Kingdom

Testing, development, promotion and client support for State Street products e.g. Cash Manager, trade input systems; producing training guides, process documentation and presentations for clients.Providing client deliverable reports and daily transaction checks for cash projections, trades, income, corporate actions; resolving highly complex client queries, supervising fund… Show more Testing, development, promotion and client support for State Street products e.g. Cash Manager, trade input systems; producing training guides, process documentation and presentations for clients.Providing client deliverable reports and daily transaction checks for cash projections, trades, income, corporate actions; resolving highly complex client queries, supervising fund transitions.-----------------------------------------------------------------------------------------------------IAQ - trade reconciliation - cash reconciliation - income processing - client documentation - Euroclear - DTCC - MyStateStreet - Bloomberg----------------------------------------------------------------------------------------------------- Show less

Chartered Financial Analyst

Activities and Societies: CFA Society of the UK

Caia Charter

Activities and Societies: CAIA London Chapter

Investment Administration Qualification (Iaq), Now Called Ioc

Doctor Of Philosophy (Ph.D.), Mathematics

My research work, under the supervision of Prof Georgia Benkart, was on coadjoint orbits of nilpotent Lie algebras.

M.Sc. (Integrated), Mathematics

The 5 year M.Sc. (Integrated) programme at IIT Kanpur is a combined undergraduate and master's course of study, beginning with a broad.