Arindam Mazumdar
Brisbane,QLD
Summary
I am a finance professional with over ten years of experience in asset management with a proven track record in investment consulting, while working within a global team for institutional mandates. Over the years I have attained firm understanding of portfolio construction using quantitative screens and risk modelling tools including basic knowledge of R and Python.
Overview
15
15
years of professional experience
1
1
Certification
Work History
Portfolio Construction Analyst
Franklin Templeton Investments
Hyderabad, Telangana, India
03.2017 - Current
- Constructing customized multi asset class investment solutions for Institutional clients in North America, EMEA and APAC region
- It involves working on the Strategic Asset Allocation (SAA) relative to the benchmark and FT's long-term asset class views
- This is followed by Tactical asset allocation (TAA), based on the short-term views of the research group broadly keeping client's objective in mind
- Also, participate in manager selection process to add alpha source to the portfolio
- Portfolio Review
- I am responsible for analyzing portfolios on their exposure towards various factors (qualitative and quantitative), keeping the portfolio's objective and constraints at the nucleus
- Constructing stimulationsbased scenarios and assessing area where exposure shifts are warranted
- Identifying managers or stocks that may cause a drag as per our internal market expectations
- Stress testing and regime analysis of the portfolio for any change in market dynamics like style shifts or interest rate regimes
- Analyze screen based on growth, value or any other style factors and come up with a quant score for the manager selection process
- Benchmark the sector/geographic allocation and remove outlier and rescale the asset class sleeves
- Use optimizers to construct the portfolio with constraints specific to the Client IPS or any other expressed on the client calls
- Capital Market Expectations
- Engage in the broader dialogue on various asset classes, to come up with a short term (12-18 months) view on the portfolio positioning
- These are majorly centered around macro factors like growth, inflation, policy rates, and valuations prevailing in various asset classes globally
- Research Papers
- Work with the portfolio managers and product management teams in writing white papers on the funds and ETFs supporting FTs narrative/convictions
- Team management I mange a small team of portfolio associates, acting as a mentor and subject matter expert on portfolio construction
- Client engagement and relationship management with Sales and Distribution
- Portfolio Construction tools: As a member of steering committee for FT Multi Asset Solutions vision to build a common workflow across geographies
- I was instrumental in the capacity of subject matter expert/ project manger to develop tools such as Cognity and Jacobi to a stage where they are used for BAU purposes
- International Advisory Services Roll-out: Building the infrastructure for the UK, Spain, and German markets, to offer the portfolio construction services offered in North America
Associate Vice President
Moody's Group
Bangalore, India
06.2016 - 02.2017
- Responsible for closely working with leading investment bank's product development and marketing team, in promoting their products in Europe and the US
- Fostering client engagement and develop relationships
- I am responsible in catering to the clients reporting requirements and quantitative research request
Data Scientist
SG Analytics
Pune, India
08.2015 - 06.2016
- Responsible for detailed analysis of various hedge funds and create customized thematic reports for allocators (pension funds, endowments etc.) as well as hedge fund managers
- I followed diverse strategies from Equity long short, Fixed Income, Global macro among various alternative investment strategies
- My primary responsibility was to create attribution reports for the hedge funds and analyze the returns on market, security selection and sectorial allocation basis
- The report explains funds' performance attribution, risk profile, liquidity profile and position sizing
Team Lead
The Retirement Plan, LLC
New Delhi, India
03.2013 - 08.2015
- Responsible for the smooth transition of fund research and the portfolio management verticals of the organization from U.S
- To India
- Lead teams in Gurgaon and Chennai (India) to deliver quarterly recommendations and portfolio construction and rebalancing, with strategic level involvement with the management
- Lead portfolio construction process, using various proprietary models and developing them over time
- The process contained a quantitative screening of all Mutual funds and 3000 ETFs traded in the US, based on relative performance, alpha, expense, manager tenure, yields and Mstar ratings
- This was followed by optimization to come up with model portfolios, that were presented as canned products for retirement/pension funds
Senior Analyst
Bank of America
New Delhi, India
07.2010 - 03.2013
- Working as financial analyst for U.S
- Trust - Investment Group which included assisting portfolio managers in creating pitch books and performance reporting
- Was responsible for creating equity and fixed income research materials and varied widely in terms of the scope and detail
Education
Certified Financial Analysts (CFA) Level III -
CFA Institute, U.S.
Post Graduate Diploma in Management (MBA) - Specialization in Finance
Jagannath International Management School, Jagannath University
05.2010
Bachelor Degree - Mathematics (Honors)
Delhi University
07.2007
Skills
- Bloomberg
- Factset
- Cognity
- Morningstar
- Tableau
- R
Certification
CFA
Timeline
Portfolio Construction Analyst
Franklin Templeton Investments
03.2017 - Current
Associate Vice President
Moody's Group
06.2016 - 02.2017
Data Scientist
SG Analytics
08.2015 - 06.2016
Team Lead
The Retirement Plan, LLC
03.2013 - 08.2015
Senior Analyst
Bank of America
07.2010 - 03.2013
Certified Financial Analysts (CFA) Level III -
CFA Institute, U.S.
Post Graduate Diploma in Management (MBA) - Specialization in Finance
Jagannath International Management School, Jagannath University
Bachelor Degree - Mathematics (Honors)
Delhi University