Sunit Shah Email & Phone Number

Richmond, Va, Us

San Francisco, Ca, Us

We write machine learning software to more accurately select and price insurance risk, helping MGAs improve profitability and receive extra capacity from their reinsurance partners.Case studies:1) We helped a non-standard auto agency optimize their pricing, improving their policy profitability almost 3x.2) Using our algorithm described in point #1 layered on top for risk selection, they marketed a new product to reinsurers. They received capacity for that product in under 3 months, allowing them to write an additional $20m premium per year.Investors: Y-Combinator, Khosla Ventures, Amplify Partners, Foundation Capital, Data Collective, Webb Investment Network, Clocktower Ventures.Learn more: www.soteris.co

Charlottesville, Va, Us

• Professor: Macro Trading – Jan. 2017 to May 2017• Instructor: Theory of Financial Markets – Aug. 2010 to Dec. 2010• Instructor: Introduction to Statistical Analysis – Jan. 2006 to May 2006• Instructor: Beginning & Intermediate Microeconomics – Aug. 2003 to Dec. 2004• Teaching Assistant: Introductory and Intermediate Economics Courses – Aug. 2001 to May 2003

Minnetonka, Mn, Us

• Analyzed and identified trading opportunities within interest rates, currencies, equity indices, energy, agriculture, precious metals, base metals, and softs as the second-in-command on the macro and commodities portfolio. Strategy had an Information Ratio of 1.6 since inception in July 2015.• Executed steps necessary to create new Bermuda-domiciled reinsurance entity including:o raising $750 million of equity capital,o negotiating strategic partnerships,o selecting and hiring the management team,o building financial projection model,o managing production of legal documentation,o engaging banks for supplementary services, ando coordinating with the relevant regulators and credit rating agencies.• Researched and analyzed a variety of asset classes – mortgages, credit, rates, insurance-linked securities, mortgage REITs, emerging markets, municipal bonds, event equity, commodities, and macro – as the chief-of-staff of the co-head of the Fixed Income Fund. Fund had net returns of 10.3% in 2013 and 6.0% in 2014 on over $3 billion AUM.

• Behavioral Finance (Wiley): Co-authored textbook on Behavioral Finance. Authored chapters on the psychological effects people endure when making decisions and edited remaining chapters to ensure veracity and consistency.• CFA Institute: Researched the current literature on incentive problems in asset management and authored 15,000 word paper for publication in CFA Institute-sponsored journal. http://www.cfapubs.org/toc/rflr/2014/9/1. Paper made SSRN “Top Ten Downloaded” list within the “Incentives” and “Corporate Governance” content categories.

Boston, Massachusetts, Us

• Analyzed data from $1Bn disposable tableware company to discover potential profit leakages.• Explored solutions to increase profits including partial sales to competitors and JVs with international partners.• Created presentation decks to communicate analysis to C-level members of client's management.

Ended in 2010, I've listed it as 2005 above to get the ordering of roles listed on the page in the correct order.• Created Excel- and VB-based models to analyze and price life insurance policies to estimate risk/reward tradeoff.• Developed simulation model to estimate probability distribution of cash flows for life insurance portfolios used to evaluate hundreds of policies representing over $1Bn in death benefits.

Us

• Created Ornstein-Uhlenbeck credit spread model to estimate probability distributions of credit spread movements. Model secured ratings upgrade for over $1Bn subordinated debt tranche, resulting in interest savings of 25-50 bps.• Analyzed prospective bond purchases to determine whether excess returns outweighed associated risk.

Ph.D., Economics

Master Of Arts (M.A.), Economics

Bachelor Of Arts (B.A.), Mathematics, Economics