Bhavesh Warlyani

About Bhavesh Warlyani

A quantitative portfolio analyst and structurer I provide portfolio solutions by applying…

Experience

1. Portfolio Structurer Multi-asset and Solutions Group

   DWS Group

   Nov 2013 — Present · Mumbai, IN

   Key contributor in estimating the Long-Term Capital Market Assumptions (CMAs)/Expected Returns over a ten-year horizon for Equities, Commodities, Real Estate, and Infrastructure. These estimates form an integral part of asset allocation decisions.• Providing portfolio solutions by applying systematic strategies on exchange traded products. The portfolio solutions broadly entail: Replication of broad regional exposures by using ETPs to provide modular exposure. This replication helps to perform tactical asset allocation and overlays (currency and volatility). Implementing volatility overlays using various techniques like Minimum Variance, Equal Risk Contribution, Inverse Volatility, Volatility Target Usage of trend following strategies, portfolio optimization techniques to provide a holistic solution to clients Usage of Core Satellite methodology for: a) staying within a tracking error budget; b) limiting relative under-performance by applying relative CPPI like strategies Providing multi-asset solutions by dynamically allocating between risky and less-risky baskets to achieve a particular risk target• Co-author of some of the research papers in \"Passive Insight Series\" which provide in-depth research and insight on important themes and trends.• Developed country and sector allocation framework for developed and emerging market equities by taking a gamut of information broadly categorized in valuations, fundamentals, momentum and sentiment indicators• Applied momentum strategies over a multi-asset framework for equities, foreign exchange and commodities• Worked extensively on the implementation of equity risk-premia factors at a strategic asset allocation level and at a tactical level by back-testing the performance of factors in various macro-economic stages• Developed and continuously improving a back-testing platform which is leveraged for catering to bespoke requests, pitching for mandates, and to generated monthly reports on model portfolios

Education

• Goa Institute of Management (GIM)

  PGDBM, Finance

  2005 — 2007

• National Institute of Technology Raipur

  B.E, Mechanical Engineering

  1997 — 2001

• CFA Institute

  Cleared Level III of the CFA examination in 2010

  2008 — 2010

• Global Association of Risk Professionals

  FRM, Risk Management

  2007 — 2007

Skills

• Portfolio Construction
• Quantitative Research
• Fixed Income
• Financial Structuring
• Asset Allocation
• Asset Management
• Warrants
• Portfolio Management
• Vba
• Systematic Strategies
• Financial Modeling
• Equities
• Passive Asset Management
• Equity Derivatives
• R
• Etfs
• Structured Products