Gaining Clearer Risk Insights with Qontigo's Fixed Income Analytics and Charles River®
Join Charles River's Explore & Learn webinar series. Discover new ways to leverage the Charles River Investment Management Solution as our product experts discuss and demonstrate the latest product capabilities.
The Axioma Factor-based Fixed Income Risk Model provides a new quantitative risk framework that enables a richer analysis of institutional fixed income portfolios. Charles River’s open architecture platform enables portfolio managers to access these models across portfolio and risk management workflows, utilizing our Manager Workbench and unified data foundation to ensure consistency across the investment process.
Qontigo’s David Antonio joins Charles River product experts Shashi Mahadik and Jared Martin to discuss our partnership and ways that investment firms and asset owners can leverage the Axioma Factor-based Fixed Income Risk Model to gain clearer insights into the drivers impacting portfolio performance.
- Introducing the Axioma Factor-based Fixed Income Risk Model and key differentiators
- Fixed income workflows in Charles River’s Manager Workbench
- Risk decomposition and scenario analysis deep-dive
The webinar is a 35 minute presentation and discussion followed by Q&A.
Date and Time:
Date: July 7, 2021
Time: 11am SGT / 1pm AEST (45 Minutes)
Location: Your Desk (computer audio only)
Shashi is part of the product management team responsible for managing and driving Portfolio Risk and Analytics product strategy and development at Charles River including ex-ante and ex-post risk, portfolio optimization and factor based strategies. Prior to joining Charles River, Shashi served as manager developing Fixed Income, Derivatives and Risk products at Wellington Management for over 14 years. Shashi holds an undergraduate degree in Electrical Engineering and MBA from Babson Olin School of Business. In addition, Shashi is a CFA charter holder.
Senior Director, Research, Qontigo
David has over ten years’ experience in financial modeling and in the application of models to risk management, regulatory reporting and investment strategy. He has worked with clients across the Insurance, Asset Management and Pension sectors, and has enjoyed varied roles from research to sales and consulting. David joined Qontigo's Multi Asset Class research team in 2016 and has primarily focused on the research and development of next generation fixed-income solutions. In particular he has worked to develop Axioma’s granular set of issuer credit curves and the fixed-income factor model for risk and portfolio construction. David has a Masters in Theoretical Physics from the University of Durham, England, and a Ph.D. in Theoretical Particle Physics from the University of Edinburgh, Scotland. He also holds the GARP FRM certification.
Sales Engineer, Charles River
Jared has been in the finance and financial technology space for over 17 years in both sell-side and buy-side capacities. Jared is responsible for educating existing and prospective clients on the features and benefits of the Charles River Investment Management Solution (IMS). After starting his career in the residential mortgage industry, Jared joined Goldman Sachs on the sell side, helping validate and implement risk and capital measurement concepts into their framework. Prior to joining Charles River, he worked at MSCI Barra and Bloomberg with roles in buy-side applied risk concepts. Jared holds a Bachelor of Science degree in Biology from the University of Michigan.