For a detailed and more recent version, e-mail me.

 

Purnendu Nath
MA MSc FIA PhD CFA

 

E-mail: pnath.phd98@london.edu

http://phd.london.edu/pnath

 

 

 

 

 

Professional

      &

Academic

Qualifications

 

 

 

CFA Institute                                                                                                    Charterholder

 

 

 

CFA

2006

 

 

 

London Business School

Doctor of Philosophy (Finance)

Thesis: “Microstructural Investigation of Trading in Equity and Bond Markets”

 

PhD

2004

 

 

 

Institute of Actuaries, England:                                                                   

Fellowship speciality – Investment and Asset Management                             Fellowship

FIA

2000

 

 

 

Cass Business School, London

Master of Science (Mathematical Trading & Finance)  :                                 Distinction

MSc

1998

 

 

 

University of Cambridge, England

Master of Arts (Engineering & Management Studies)  :                                         Class I

BA, MA

1993/97

 

 

 

 

 

 

Experience

 

3/07 – 6/08

 

 

 

Portfolio Manager (Hedge Fund), Hong Kong

 

 

 

 

5/06 – 11/06

Credit Suisse, Proprietary Trading, London

 

 

 

 

8/05 – 1/06

Amplitude Capital LLP (Hedge Fund), London

 

 

 

 

1/05 – 8/05

Quantitative Trading Research (Proprietary), London & Mumbai

 

 

 

 

4/03 – 12/04

KBC Alternative Investment Management (Hedge Fund), London

 

 

 

 

6/02 – 11/03

Proprietary Quantitative Trader, London

 

 

 

 

3/02 – 5/02

Hedge Fund Research Centre, London Business School

 

 

 

 

7/01 – 8/01

Independent Consultant to DTZ Corporate Finance, London

 

 

 

 

1/98 – 7/98

HSBC Midland, London

 

 

 

 

1/96 – 1/98

Sedgwick Noble Lowndes Investment Strategy, London

 

 

 

6/92 – 9/92

6/91 – 9/91

3/89 – 9/90

National Physical Laboratory (Dept of Quantum Metrology), London

 

 

 

 

 

 

Honours & Awards

 

·         (1999-2002) Economic & Social Research Council Scholarship.

·         (1998) Investment Management Programme Scholar – London Business School.

·         (1998) Institute of Finance & Accounting Scholarship.

·      (1991, 1992) Senior Wallace Scholarship - University of Cambridge.

·      (1991)Emmanuel College Prize - University of Cambridge.

·      (1991) Science & Engineering University Sponsorship - National Physical Laboratory, London.

 

 

 

 

 

 

Computer
Experience

 

·      UNIX and Windows/DOS operating systems.

·      Visual C#, C++, Matlab, Visual Basic, VBA, SQL, Powerbuilder.

·         Stata, Gauss-X.

·      Microsoft Office, Dreamweaver.

 

 

 

 

 

 

Research

Publications:

·      The Price of Future Liquidity: Time-Varying Liquidity in the U.S. Treasury, Review of Finance (2005)

·      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 UK Gilt-Edged Market, Applied Economic Letters (Feb 2001)

·      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 UK Government Bond Market”

·         “Mean Reversion in Inventory Risk Management: Evidence from the Trading Behavior of UK Government Bond Dealers”