Debopam Chaudhuri

Head, Index Management and Analytics at Morningstar

Mumbai, Maharashtra, India

Summary
SAS Certified Base Programmer Demand and Forecasting Financial Econometrics Econometric Modeling Financial Risk Management Stress Testing Economics of Corporate Business Sustainability Portfolio Optimization Investment Strategies
Debopam Chaudhuri is the Head of Index Management and Analytics at Morningstar and a DiSC enabled Manager. He is responsible for the data management of all global and Indian Morningstar Indexes in production, across asset classes. He manages a 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).He was the Vice President of Research (Index) and Chief Economist at ZyFin.He had been instrumental in designing the ZyFin Index platform consisting of Macro,Equity and Debt indices, which are further used for ETFs and risk optimising active investment strategies by ZyFin's associates. Indices developed by him has been successfully listed in global equity exchanges like NYSE, LSE and Frankfurt and adhere to stringent global regulatory frameworks like IOSCO, ESMA as well as RIC.
Debopam has 11 years of experience in indexing, financial forecasting, economic modelling, portfolio risk management and time series analytics. He designed India's first corporate governance based equity index and consumer confidence index. His Business Cycle Indicator is a real time tracker of Indian business and sectoral cycles.He has advised asset managers and proprietary traders globally on risk management strategies during his association with MSCI and Trans-market Group LLC. He played a lead role in introducing India’s first monthly Consumer Confidence Index in 2008. He is a member of Reserve Bank of India’s (RBI) panel of Professional Forecasters and is widely quoted in the press and TV media for his views on the Indian macro economy.He is a member of polling panels on Indian economy (Reuters, FICCI etc).
He is also associated with Welingkar Institute as a visiting faculty for applied macroeconomics and managerial economics.
Experience

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.

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