Presented at the Buy-side Risk USA Conference | June 2017
This presentation entitled “Multi Asset Class Portfolio Attribution: Why, When and How” was given by Satyam Kancharla of Numerix at the Buy-Side Risk USA Conference in New York on June 20th.
The presentation addresses:
- Theme based attribution: supporting the portfolio manager; informing the investor
- Risk based attribution: supporting the risk manager; protecting the business
- Dealing with change: trading, non-linearity, market events, corporate actions
- Replicating portfolios and liquidity risk: are you being rewarded for the risks you are taking?
- Keeping up with the market: understanding in real time
Numerix Presenter Bio:
Satyam Kancharla, Chief Strategy Officer, Numerix
Mr. Kancharla, as Chief Strategy Officer and Senior Vice President, is responsible for corporate strategy and currently heads the Client Solutions Group at Numerix. This group is responsible for Product Management, Financial Engineering and Business Analysis. Prior to this, he has served in various roles in Quantitative Software Development, Financial Engineering and Client Services at Numerix. Before transferring to Numerix in New York City, he was the CTO for Numerix Japan LLC in Tokyo, heading the Pre-Sales and Financial Engineering teams for Asia.
Prior to joining Numerix in 2003, Mr. Kancharla also worked with Merrill Lynch and GE Capital in Quantitative Finance and Product Development roles.
He holds an MBA degree from New York University's Stern School of Business, an MSc degree in Applied Statistics and Informatics from Indian Institute of Technology, Bombay and a BScin Mathematics and Computers from the University of Mumbai.
Complete the form to the right to download this slide deck from Satyam Kancharla's June 2017 Buy-Side Risk USA presentation.
