Anmol Modi
Portfolio Researcher at Millennium | IIT Madras
- Role
- Portfolio Researcher at Millennium
- Location
- Mumbai, MH, IN
- LinkedIn followers
- 500 followers
About Anmol Modi
I am Anmol, passionate about Finance. Skilled in Microsoft Excel, and programming…
Experience
Portfolio Researcher
Oct 2022 — Present · Mumbai, IN
Work on generation of investment research for European PMs by studying their factor exposures and attributing their risk and PnL to factor models-> Study factor moves on a daily basis and figure out micro and macro economic events responisble for these moves-> Monitor metrics like volatility, reversion risk, contribution of factors to risk and alpha risk decomposition and talk with PMs in case of adverse changes in these metrics-> Analyzed Country, Sector and Industry Exposures of factors for different regional models based on Factor Loadings of the stocks-> Created a Backtesting framework for factor models and created L/S portfolios for computing various perfromance metrics like Annualised Return, Volatility, Sharpe Ratio, Drawdowns and Information Coefficient in both Total and Alpha Space to see how factor tails are performing
Education
Indian Institute of Technology, Madras
Dual Degree (B.Tech + M.Tech.)
2014 — 2019
Skills
- Microsoft Word
- Python
- Leadership
- C++
- Microsoft Office
- Microsoft Powerpoint
- Public Speaking
- Powerpoint
- Microsoft Excel
- Teamwork
- C
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