Ananya Mishra

WORK HISTORY

EDUCATION

ABOUT ANANYA MISHRA

I am a buy-side Quantitative Finance professional specializing in equity factor modeling, portfolio risk analytics, and return attribution for institutional investment strategies.At Fidelity Investments, I design and validate multi-factor risk and performance attribution frameworks based on Barra-style methodologies, enabling portfolio managers to understand active risk, tracking error, and factor-driven returns at both security and portfolio levels.My work spans the full quantitative stack — data engineering, model development, statistical validation, and visualization — using Python, SQL, Tableau, and institutional platforms such as FactSet, Bloomberg, and Barra Portfolio Manager. I have built production-grade systems that support investment research, portfolio construction, and risk oversight across equity strategies.Previously, I conducted quantitative research in structured products and systematic portfolio strategies, implementing Monte Carlo simulations, convex optimization, and direct indexing frameworks to control tracking error while enhancing after-tax returns.I hold graduate degrees in Financial Mathematics and Operational Research, with formal training in stochastic calculus, option pricing, fixed income modeling, and quantitative trading strategies. I have completed CFA Level I and maintain a strong interest in systematic investing, factor research, and applied financial machine learning.