Prasad Kamath

Quantitative Research and Solutions @Brightwell

London, GB

Part of the investment team responsible for the asset allocation of over £40bn portfolio, the largest private-sector pension scheme in the UK.Primary focus on portfolio construction methodologies including optimisation of the multi-asset fund, estimation of exposure and hedging.Provide high quality macro research for de-risking, changes to investment strategy and scheme’s hedging programmes (inflation, interest rate and equities).Evaluate risk/return profile for the new asset classes and analyse the impact on the existing portfolio. Built tools to stochastically model cashflows, portfolio yield, return expectations and other critical metrics.Develop and enhance quantitative models to assist with asset allocation decisions.

University of Sunderland

Master’s Degree

Sardar Patel University

Bachelor’s Degree