For a detailed and more recent version, e-mail me.
Purnendu Nath
MA MSc FIA
PhD CFA
E-mail: pnath.phd98@london.edu
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Professional & Academic Qualifications |
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CFA 2006 |
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Doctor of Philosophy (Finance) Thesis:
“Microstructural Investigation of Trading in Equity and Bond Markets” |
PhD2004 |
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Fellowship speciality – Investment and Asset Management Fellowship |
FIA2000 |
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Master of Science (Mathematical Trading & Finance) : Distinction |
MSc1998 |
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Master of Arts (Engineering & Management Studies) : Class I |
BA, MA1993/97 |
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Experience 3/07 – 6/08 |
Portfolio Manager (Hedge Fund),
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5/06 – 11/06 |
Credit Suisse, Proprietary Trading, |
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8/05 – 1/06 |
Amplitude Capital LLP (Hedge
Fund), |
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1/05 – 8/05 |
Quantitative Trading Research (Proprietary),
London & Mumbai |
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4/03 – 12/04 |
KBC Alternative Investment Management (Hedge Fund), |
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6/02 – 11/03 |
Proprietary Quantitative Trader, |
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3/02 – 5/02 |
Hedge Fund Research Centre, |
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7/01 – 8/01 |
Independent Consultant to DTZ Corporate Finance, |
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1/98 – 7/98 |
HSBC |
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1/96 – 1/98 |
Sedgwick Noble Lowndes Investment Strategy, |
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6/92 – 9/92 6/91 – 9/91 3/89 – 9/90 |
National Physical Laboratory (Dept of Quantum Metrology), |
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Honours & Awards |
· (1999-2002) Economic & Social Research Council Scholarship. ·
(1998) Investment
Management Programme Scholar – · (1998) Institute of Finance & Accounting Scholarship. · (1991,
1992) Senior Wallace Scholarship - · (1991) · (1991)
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Computer |
· UNIX and Windows/DOS operating systems. · Visual C#, C++, Matlab, Visual Basic, VBA, SQL, Powerbuilder. · Stata, Gauss-X. · Microsoft Office, Dreamweaver. |
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Research |
Publications: · The Price of Future Liquidity:
Time-Varying Liquidity in the · Are Price Limits Always Bad?, Journal of Emerging Market Finance (2005) · Estimates of the Continuous Time Cox-Ingersoll-Ross Term Structure Model: Further Results for the · How Your Mind Affects Your Wallet, Management Next (July 2005) Completed papers: ·
“High
Frequency Pairs Trading with US Treasury Securities – Risks and Rewards for
Hedge Funds” ·
“Do
Price Limits Behave like Magnets?” ·
“Interdealer Trading in the ·
“Mean
Reversion in Inventory Risk Management: Evidence from the Trading Behavior of
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