Aplavya Gupta

Experience

• 

  Honda Cars India Ltd

  Jun 2014 - Jul 2014

  Summer Intern

  Worked as summer intern in warehouse management systems technology and developed a method to improve their efficiency by 10% by combining and ABC and VED Analysis in inventory control

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  Focus Industrial Resoruce Limited

  Nov 2016 - Jun 2017

  Finance Intern

  Generated forecasts and estimates of over 15 projects worth Rs 100 Crores ($1.5 Million) by research and analysis of financial reports leading to commencement of 9 projects earning over Rs 20 Crores

• 

  Risk Premium Investment Management Company, LLC

  Jun 2018 - Dec 2018

  Applied Finance Project

  • Developed a robust quantitative framework to evaluate the out of sample performance of different variance/covariance estimation models for individual asset class and a set of cross-asset exposures• Backtested risk balanced multi-asset portfolios using risk estimates generated by EWMA, ARCH, GJR-GARCH models to quantify the economic significance of improved risk estimation

• 

  Singer Burke

  Jun 2019 - now

  • Manage client portfolios of over $1BN based upon risk management protocol, specific client investment policy and tax considerations which includes executing trades and developing/updating trading models• Responsible for running market neutral strategy for SBCM’s Manzanita Fund (Fund of Hedge Funds)• Develop statistical reporting tools, maintain performance attribution models and provide quantitative due diligence for current and prospective investments for SBCM ‘s Manzanita Fund• Create models from technical and fundamental data for analysing financial and risk metrics for prospective and current investments and put forward investment recommendations to the investment committee Show less

  • Portfolio Manager

    Oct 2021 - now

  • Associate Portfolio Manager

    Jun 2019 - now