Vasanth P.
Hedge Fund Risk Analyst @Russell Investments
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WORK HISTORY
Hedge Fund Risk Analyst @Russell Investments
Monitored over 20 hedge funds and broader market trends, identifying and reporting 4+ key developments—including interest rate movements and management changes—along with emerging risks and shared concerns to relevant teams- Designed risk models for hedge fund strategies (Macro, Event-Driven, etc.), leveraging benchmark proxies and customized holdings to replicate idiosyncratic fund behaviors with a precision margin of <3%. Optimized performance assessments by analyzing key metrics such as volatility, duration, beta, and forex, improving accuracy - Validated a model assessing tariff impacts across 4 asset classes and 11 GICS sectors, evaluating profit contraction, demand shifts, and valuation changes; integrated into stress testing to support portfolio managers in macroeconomic shock analysis- Replicated and analyzed a commodity futures & options portfolio using disclosed option Greeks (Delta, Gamma, Vega) from a hedge fund. Conducted extensive risk simulations and scenario testing to ensure volatility and risk metrics remained within acceptable thresholds at both the sleeve and portfolio levels- Streamlined the analysis of Liquidity and Risk(VAR,Leverage,CP exposure), for internal Funds utilising dynamic excel Macros
EDUCATION
D'Amore-McKim School of Business at Northeastern University
Master of Business Administration - MBA
SRM University
B.Tech
ABOUT VASANTH P.
Well versed in investment analysis and computer programming. Familiar with fundamental…
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