Siddharth R Shah
Manager - Quantitative Investment & Risk Analyst
Mumbai
Summary
Results-driven management professional with a proven track record of leading teams to achieve exceptional results. Strong focus on team collaboration, operational efficiency, and delivering measurable outcomes that drive organizational success. Expertise in strategic planning and process improvement, coupled with a commitment to fostering a culture of accountability and excellence. Recognized for adaptability and consistently aligning with evolving organizational needs to ensure sustained growth and performance.
Overview
4
4
Languages
4
4
Certifications
11
11
years of professional experience
Work History
Manager
DSP Asset Manager
04.2025 - Current
- Delivered Brinson-Fachler attribution across equity, debt, and hybrid schemes in a ₹2.5 lakh Cr+ AUM fund house, isolating allocation, selection, and interaction effects, and translating insights into customized reports, portfolio look-throughs, and factor exposure analyses for fund managers and the investment committee.
- Prepared comprehensive monthly and quarterly performance commentaries, ensuring alignment with industry standards and regulatory requirements. Calculated and reviewed ex-post and ex-ante risk metrics, including standard deviation, tracking error, beta, and Value at Risk (VaR) for fund performance and reporting dashboards, enhancing risk transparency.
- Monitored daily tracking error for passive funds; escalated deviations in accordance with regulatory norms, enabling timely portfolio realignment and compliance.
- Designed and delivered customized investment reports and ad-hoc data queries to address Fund Managers' and investment teams' specific analytical needs. Acted as the primary liaison for performance analytics with fund managers, fostering clear communication, and facilitating efficient data exchange.
- Ensured all performance and risk reports complied with SEBI and AMFI regulations, maintaining full regulatory adherence.
- Collaborated proactively with compliance and legal teams to meet client and regulatory expectations for performance reporting accuracy and transparency.
- Designed and delivered presentations for the CEO, CIO, and Board of Directors, including Rolling Return analysis decks, Investment Management Committee (IMC) decks, and Board-level fund performance decks covering AUM status, quartile rankings, and peer positioning across market cycles.
Senior Performance & Risk Analyst
Franklin Templeton Investments
02.2018 - Current
- Conducting analysis for attribution reports in support of information, data issues and enhancement opportunities from the perspective of GICS classifications like sectors/industries, regions/countries, currency and hedging effects, and security level with multiple time periods.
- Hands-on experience in producing, reviewing & validating portfolio account performance calculations & performance reports associated with accounts, composites & managers by using factset, BarraOne and internally developed systems.
- Writing monthly Risk and Attribution commentary for portfolio manager and research group. Discussing Risk numbers and performance with portfolio managers to give them a better understanding of their positioning.
- As a member of Franklin Equity Group, Roll out risk review deck and discuss Guidelines risk limits set by Portfolio manager and report breaches, if any. I am responsible to validate completeness and accuracy of fund performance, attribution reports and risk statistics for Equity asset class.
- Conducting pre-month end quality checks such as portfolio pricing, daily holdings, Unassigned securities, Security Count check and daily dashboard for performance accuracy.
- Providing the monthly performance and attribution reports to portfolio managers, taking care of monthly sign off including audit checks, accuracy in flows, corporate actions etc.
- Preparing and validating the fund review pack which includes attributions, weights, contributions, characteristics, scenario report, visualization report, liquidity profile, ex-post and ex-ante risk stats of the fund.
- Monitor VAR, TEV and liquidity numbers and report breaches. Presenting risk deck of the assigned portfolios to the Board members, quarterly.
- Performing various Risk reports such as Position report, Risk Decomposition reports, Factor Exposure reports using BarraOne tool and ensuring accuracy of risk positions and sensitivities through position and portfolio move analysis, impact of market moves on portfolio, impact of product behavior on sensitivities among other approaches.
- Assists team members with resolving moderately complex issues impacting the performance and risk calculations.
Associate Analyst – IM Data Management
Franklin Templeton Investments
11.2016 - 02.2018
- Onboarding new accounts to the process and making sure all the data flows accurately to the performance systems.
- Performing Market value check to ensure performance holdings data is comprehensive and corresponding with the source systems.
- Daily validations of positions for all the assigned accounts and figuring out the root cause of glitches identified.
- Monitoring of performance data quality workflows and validations targeted towards the delivery of timely, accurate, and complete data to the business.
- Research on data quality issues through detailed analysis, data profiling, and data mining.
- Collaborating with business and technology partners to manage and resolve identified data quality issues.
- Contract position
Accountant
V R Pandya & Company (CA Firm)
03.2015 - 11.2016
- Finalizing Balance Sheet accounts and Profit & Loss account; ensuring the integrity of all reported financial statements.
- Analyzed examined, and interpreted account records, complied financial information, and reconciled reports and financial data.
- Performed process of I.T returns, Sales tax returns, TDS returns & service tax returns and also handled scrutiny assessment respectively.
- Maintaining and reconciling account records as well as preparing reports and resolving auditor queries
- Auditing – Tax Audit, Bank Audit, Vat audit and Concurrent Audit, Statutory Audit.
Education
MBA - Finance
ITM Institute
06-2019
Master of Commerce - Accountancy
Mumbai University
05-2017
BAF, Bachelor’s - Accounting and Finance
Mumbai University
05-2014
HSC - undefined
Maharashtra Board
04-2011
SSC - undefined
Maharashtra Board
04-2009
Skills
Expertise in Third party Engines like Factset, MSCI BarraOne, Bloomberg
Reporting, Data Validations & Reconciliation
Market Research & Analysis
Project Management & Team Player
Team leadership
Strategic planning
Decision-making
Performance management
Time management
Project management
Performance evaluations
Data analysis
Certification
NISM Series VA
Timeline
NISM Series VA
05-2025
Manager
DSP Asset Manager
04.2025 - Current
PowerBI
01-2025
Teamwork Foundation
08-2023
Talent Management
08-2023
Senior Performance & Risk Analyst
Franklin Templeton Investments
02.2018 - Current
Associate Analyst – IM Data Management
Franklin Templeton Investments
11.2016 - 02.2018
Accountant
V R Pandya & Company (CA Firm)
03.2015 - 11.2016
SSC - undefined
Maharashtra Board
HSC - undefined
Maharashtra Board
BAF, Bachelor’s - Accounting and Finance
Mumbai University
Master of Commerce - Accountancy
Mumbai University
MBA - Finance
ITM Institute
Training’s attended
- Attend Power BI training.
- Workshop from Factset on various applications like SPAR, Data central, PA3 etc.
- Workshop from BarraOne
- PORT Enterprise Seminar from Bloomberg
Personal Details
- Date of Birth: 26.10.1993
- Marital Status: Married