Chetan Desai, CFA

Experience

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  Godrej

  Sept 2003 - Aug 2004

  Graduate Engineer

  Internship with Godrej Graduate Engineers Program

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  Genpact

  Jul 2006 - Jun 2007

  Business Analyst

  Responsible for developing staffing and scheduling strategies for Ge's global Call Centers

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  Thomas White International

  Jul 2007 - May 2015

  Responsible for leading global technology and global investment teams. Led transformation effort to redevelop research backbone system from siloed quant process to a modular embedded analytics platform by synchronizing business goals with technology strategyServed as a member of investment committee leading European portfolio of $500M; investment strategies built based on relative valuation framework using bottom-up approachDesigned and developed factor based models for global equity markets, outperformed assigned benchmark in 6 out of 7 yearsPresented investment philosophy to prospective institutional clients and client consultants; Efforts contributed to improving client relationship and increasing asset under management. Show less

  • Head - Research and Technology

    Jul 2011 - May 2015

  • Vice President

    Jun 2011 - Jan 2015

  • Co Manager, Quant Research Team

    May 2010 - Jun 2011

  • Quantitative Research Analyst

    Jul 2007 - May 2010
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  Citi

  Jun 2015 - Sept 2016

  Vice President

  Drove the design and development of the new digital acquisition and servicing platform that would minimize friction and optimize information aggregation, while ensuring adequate risk and fraud processes/procedures and controls were incorporated.

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  Abbot Downing, a Wells Fargo company

  Oct 2016 - Sept 2020

  Portfolio Construction & Analytics

  Led investment research to design and implement automated trade assist platform, a tactically augmented tax loss harvesting (TA-TLH) engine; the platform implemented top tactical and security ideas in client portfolios based on unique tax situation; the strategy is expected to deliver 70bps alpha and patent application for process-innovation is in progress.Conceptualized and implemented quant operating model, a three prong framework, focusing on lean process design, intelligent automation, and advanced analytics; an integrated web-platform unified all analytical tools used in portfolio construction, delivering 30% annual growth in number of portfolios advised by centralized team over three years.Established analytical framework to augment portfolio construction in presense of private (illiquid) investments; the framework incorporated back testing and simulation to evaluate suitability of complex investment strategy in client portfolios.Developed robust optimization for portfolio construction; in-house development supported illiquidity and tax constraints in multi-asset class portfolios for UHNW clients (total AUM $45B); the process assists in strategic asset allocation and security selection decisionsPresented strategic asset allocation process in onsite OCC review and facilitated model validation process; pioneered risk framework in Line-Of-Business to drive alpha and reduce pre-and-post compliance exceptions.Developed tax-sensitive models for tax focused UHNW clienteles (avg. AUM$75M), using after-tax Capital Market Assumptions; tax sensitive models delivered expense saving of 35bps on fees and taxes. Show less

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  Allspring Global Investments

  Sept 2020 - Sept 2022

  Portfolio Manager QNT
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  Aris Investing

  Oct 2022 - now

  Founder & CEO