Amitabh Saraswati
Executive Director, Tcio Research - Treasury & Chief Investment Office @JPMorganChase
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WORK HISTORY
Executive Director, Tcio Research - Treasury & Chief Investment Office @JPMorganChase
New York, NY, US
Portfolio benchmarking, Asset allocation strategy, Portfolio analytics, Firm-wide balance sheet optimization, Quantitative benchmarks for internal liquidity / capital cost transfers
EDUCATION
Sanskriti School
High School
Cornell University
Master of Engineering (MEng), Financial Engineering
Indian Institute of Technology, Delhi
Bachelor of Technology (BTech), Computer Science and Engineering
SKILLS
ABOUT AMITABH SARASWATI
I work in the TCIO Research team, within the Treasury & Chief Investment Office of JPMorgan Chase. My group is responsible for developing strategy and quantitative models for firm-wide asset-liability management. I currently focus on balance sheet strategy, asset allocation and portfolio analytics. I enjoy the challenge of delivering insights using imperfect datasets in a fast-paced environment. I hold a MEng in Financial Engineering from Cornell University and a BTech in Computer Science & Engineering from Indian Institute of Technology Delhi.I live in New Jersey with my wife & son. In my spare time, I enjoy singing, playing my guitar and traveling.
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