Milind Sharma, CEO & CIO, has 20 years of market experience including 15 years managing Quantitative Equities. He managed the LTMN proprietary trading desk at RBC prior to QuantZ which he has now been running for 5 years.
Prior to that he served as Director & Senior Prop Trader in Deutsche Bank’s Integrated Credit Trading unit where he was managing Quant EMN portfolios. He also spent 7 years at BlackRock (MLIM) including 5 years with then MLIM CIO on the PM team for the Large Cap Series funds. His quant models were used for running approx $30 billion in assets at MLIM.
As Manager of the Risk Analytics and Research Group at Ernst & Young LLP, he co-created the first model for pricing cross-currency puttable Bermudan swaptions and was co-architect of Raven. Milind has an MS in Computational Finance & an MS in Applied Math from the pioneering financial engineering program at Carnegie Mellon where he was also in the Doctoral program. Other education includes Wharton, Vassar & Oxford.
He has published extensively (Risk, JoIM, Wiley, World Scientific, Elsevier etc). Media coverage includes Bloomberg TV, WSJ, FT, Bloomberg, Hedge Alert, FinAlternatives, AR magazine, Hedgeco, MathFinance, HFMWeek etc. QuantZ's Quark EMN is highly ranked on Sharpe & Sortino in major HF databases & received the "Best Quant Fund" award at the Battle of the Quants as well as a high ranking in BattleFin. Quasar ELS is the dynamic beta version of the Quark EMN fund.