Guitar, Football, Reading
Sashwath Rajkumar
Quantitiative Specialist
Bangalore
Summary
Specialist in Reporting and Process Automation, Fund Performance, and Portfolio Risk Calculation across all major Asset Classes. Extensive experience in Equities, Bonds, Derivatives, Private Equity, Real Estate, Natural Resources, and Commodities. Skilled in Hedge Funds, ETFs, Mutual Funds, Research, and Analysis. Proven track record automating legacy systems using Python and VBA for top-tier clients including large banks, Sovereign Wealth Funds, Prop Trading Firms, and Pension Funds.
Overview
12
12
years of professional experience
4
4
years of post-secondary education
2
2
Certifications
Work History
Manager
HSBC Electronic Data Processing
10.2023 - Current
- Automation of processes across client business vertical of HSBC Asset Management.
- Leveraging tools such as Alteryx, Seismic, Python ,VBA and Factset to improve process efficiencies.
- Develop presentations, factsheets, market commentaries, and DDQs (Due Diligence Questionnaires) to articulate investment strategies and performance
- Produce white papers, competitive analyses, and webinar content to position the fund against competitors and market trends. Partner with sales teams to prepare for client meetings (e.g., briefing documents, strategy updates) and respond to ad-hoc inquiries.
- Conduct learning sessions for wider teams including senior management on the progress made in automation efforts of our processes and the tools used for the same along with efficiency achieved in terms of hours saved.
- Awarded Star of Business Service in 2024.
Fund Services Specialist
The Citco Group Limited
11.2021 - 10.2023
- Oversee performance reporting for a $50Bn+ AUM fund
- Carry out daily, monthly, and quarterly checks and reports to a US based pension fund
- Track changes to investments, commitments, and capital activity for funds in the portfolio
- Conduct data reconciliation of performance reporting platform with the internal accounting data and NAV reconciliation.
- Track fund fee terms of new investments and perform continuity checks across platforms
- Track management fee payouts for all investments
- Track P&L discrepancies between platforms and fix errors caused due to incorrect feed data
- Book the market values of previous months into the reporting platform after checks to ensure past values are immutable
- Awarded employee of the quarter for 2 straight quarters in Q4, 2022 and Q1, 2023.
Delivery Lead
Acuity Knowledge Partners
11.2019 - 11.2021
- Working with a Proprietary Trading Firm based in UAE as a part of the Risk Operations Team that reports to the Chief Risk Officer
- Key responsibilities include performance measurement of their Multi-Asset Portfolios which include equities, bonds and derivatives, production of performance and risk reports for the Senior Management on a weekly basis highlighting the current investments with the performance figures and risk metrics such as VaR and LAVaR, Stress Tests and Performance Attribution and monitoring of Risk Tolerances daily
- Additionally, daily credit exposures are hedged as per investment mandate based on proprietary calculations.
- Working with the Investment Performance and Reporting Team of an investment arm of the Government of Abu Dhabi, that is responsible for investing part of the government's surplus financial resources through a globally diversified investment strategy
- Key responsibilities include managing elements of the Investment Performance Measurement and reporting process
- Accountable for maintenance, calculation, quality assurance and production of reports, to enable monitoring of assets under management by the Firm's Executive and Investment Management Departments
- The role interacts with middle office and back-office departments related to performance measurement, data validation, quality assurance, investigations, and ad-hoc requests
- Maintain investments, categories, portfolios, benchmarks, and composites performance data
- Operate and maintain performance calculation files
- Verify upstream market and accounting data inputs for processing, and validate calculated returns
- Ensure timely and accurate calculation, preparation and publishing of weekly/monthly Investment Performance report and Strategy Asset Allocation reports
- Work with middle office and back-office staff to resolve financial data issues to ensure reporting requirements are achieved
- Evaluate existing workflows and formulate enhancements.
Senior Associate
Acuity Knowledge Partners
10.2018 - 11.2021
- Company Overview: Bangalore
- Working with the Investment Performance and Reporting Team of an investment arm of the Government of Abu Dhabi, that is responsible for investing part of the government's surplus financial resources through a globally diversified investment strategy
- Key responsibilities include managing elements of the Investment Performance Measurement and reporting process
- Accountable for maintenance, calculation, quality assurance and production of reports, to enable monitoring of assets under management by the Firm's Executive and Investment Management Departments
- The role interacts with middle office and back-office departments related to performance measurement, data validation, quality assurance, investigations, and ad-hoc requests
- Maintain investments, categories, portfolios, benchmarks, and composites performance data
- Operate and maintain performance calculation files and reconcile trades with performance.
- Verify upstream market and accounting data inputs for processing, and validate calculated returns
- Ensure timely and accurate calculation, preparation and publishing of weekly/monthly Investment Performance report and Strategy Asset Allocation reports
- Work with middle office and back-office staff to resolve financial data issues to ensure reporting requirements are achieved
- Evaluate existing workflows and formulate enhancements.
- Bangalore
Associate
Acuity Knowledge Partners
08.2016 - 09.2018
- Company Overview: Bangalore
- The project involved providing support to a buy-side client's multi-asset analytical platform (Barclays POINT) and assisting clients with portfolio operations such as investment reporting, custom portfolio analytics, portfolio management, and analysis
- Employed advanced portfolio construction tools
- Portfolio optimization done targeting portfolio characteristics
- Custom reporting on instrument-level indicative, price, and analytical data
- Fixed income analytics based on the government, swap, and municipal curves
- Support for custom-weighted benchmarks and user-customized benchmarks
- Analytics based research at portfolio/security level
- Employing Multi-Factor Portfolio Risk Models and Performance Attribution to breakdown portfolio performance.
- Bangalore
Manager
Shraddha Exports
09.2013 - 07.2016
- Company Overview: Bangalore
- Driving and managing the entire sales process - targeting top prospects, identifying clients, negotiation, and closure
- Sourcing and procurement of goods from manufacturers and negotiation while ensuring proper cost control for a profitable sale
- Quality testing/assurance of goods sourced along with required documentation for export
- Account nurturing and developing sustainable relationships with key accounts at both strategic and tactical level
- Daily Accounting and reporting of firm wide expenses and changes, reconciliation, and analysis.
- Bangalore
Education
Bachelor of Engineering - Mechanical Engineering
B.M.S College of Engineering
01.2009 - 01.2013
Skills
- Experienced user of tools such as Python, VBA and C
- Portfolio Performance and Risk Analytics
- Use of Tools such as Seismic, Alteryx, Bloomberg and Factset
Accomplishments
- Qualified CFA Level 2
- Qualified FRM Part 1
- Citco - Employee of the quarter for 2 straight quarters Q4, 2022 and Q1, 2023.
- HSBC - Star of Business Service 2024
Certification
CFA Level 2 Qualified
Interests
Timeline
Manager
HSBC Electronic Data Processing
10.2023 - Current
Fund Services Specialist
The Citco Group Limited
11.2021 - 10.2023
Delivery Lead
Acuity Knowledge Partners
11.2019 - 11.2021
Senior Associate
Acuity Knowledge Partners
10.2018 - 11.2021
Associate
Acuity Knowledge Partners
08.2016 - 09.2018
Manager
Shraddha Exports
09.2013 - 07.2016
Bachelor of Engineering - Mechanical Engineering
B.M.S College of Engineering
01.2009 - 01.2013
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