Head, Index Management and Analytics at Morningstar
Sep 2016 - Present
Responsible for global and Indian Morningstar Indexes in production, across asset classes. Manage team of financial engineers entrusted with Index reconstitution,periodic methodology enhancements and research and analytics support to Morningstar's Index clients (benhmarking, index funds, ETFs).Supervise the entire Index calculation and production process encompassing data vendor relationship management, analysing impact of corporate actions and process automation for efficient management of the Morningstar Index calculation engine.
Vice President and Chief Economist at ZyFin Research
Jun 2011 - Present
Economic research and analytics: Designed India's first monthly Consumer Confidence Index. Business Cycle Indicators developed by him are real time quantitative trackers for cyclical trends in Indian economy and sectors. Credited with India's only weekly Retail Price Inflation tracker. Capital Market Index Construction and Maintenance: Conceive, create, and manage ZyFin equity and debt index platform including legal, technical and promotion. Ensure compliance with regulatory guidelines eg ESMA,IOSCO and RICs for global listings. Scenario and Stress test new indices for performance attribution and risk optimization. Monitor risk parameters of indices based on volatility and VaR trends. Publish periodic reports, newsletters and collaterals on Indian economy and markets based on proprietary research inputs. Business Strategy and Planning: Conceptualize and develop business strategy involving macro-economic and capital market indices/indicators/forecasts and ensuing Exchange Traded Funds. Product Management (Indices): Design, develop and maintain firm’s IP on Indices and equity analytics. Introduced India’s first monthly consumer confidence index. Developed business cycle indicators and forecasters for key economic data. Client Management: Manage client relationships and spearhead co-branding initiatives with leading Indian and International Banks and other clients. People Management: Manage team of economists and financial engineers and keep them adequately inspired in a highly volatile start-up environment. Marketing and Communications: Designed and implemented online and offline marketing strategies with shoestring budgets. Represent ZyFin in electronic and print media. Widely quoted on Indian macro events. Member of various polling panels including Bloomberg, Reuters and FICCI. Member of RBI’s Professional Forecasters Panel.