Amitabh Saraswati

Amitabh Saraswati

Executive Director, Tcio Research - Treasury & Chief Investment Office @JPMorganChase

New York, NY, US
EMAILS
a••••••••@chase.com
MOBILE NUMBERS
+16•••••••70

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WORK HISTORY

Feb 2023 — Present

Executive Director, Tcio Research - Treasury & Chief Investment Office @JPMorganChase

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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

2001 — 2011

Sanskriti School

High School

2015 — 2016

Cornell University

Master of Engineering (MEng), Financial Engineering

2011 — 2015

Indian Institute of Technology, Delhi

Bachelor of Technology (BTech), Computer Science and Engineering

SKILLS

Stochastic ProcessesJavascriptOptimizationNatural Language ProcessingHtmlJavaProbabilistic ModelsStataMatlabMarketingEconometricsTrading StrategiesAlgorithmsRC++Machine LearningData AnalysisQuantitative FinancePython

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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