Summary
Overview
Work History
Education
Skills
Certification
Timeline
Generic

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
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
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
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
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
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

Similar Profiles

CREATE PROFILE
Arindam Mazumdar