Sashwath Rajkumar
@sashwathrajkumar
I am a fund performance and portfolio risk specialist for multi-asset portfolios.
IndiaWhat I'm looking for
I am a specialist in fund performance and portfolio risk calculation and reporting, with experience across equities, bonds, derivatives, private equity, real estate, natural resources and commodities.
I have worked with a large UK-based investment bank and a UAE sovereign wealth fund, overseeing performance reporting for a $100bn portfolio, and I currently oversee reporting for a $50Bn+ AUM fund at Citco Group. I was awarded employee of the quarter for two straight quarters (Q4 2022 and Q1 2023).
I automate legacy systems using VBA and code in VBA, C++ and Python, and I use advanced Excel, Bloomberg and FactSet. I am CFA Level II and FRM Part I qualified and focus on data reconciliation, valuation booking, fee and P&L analysis, VaR, stress testing and performance attribution to improve reporting accuracy and efficiency.
Experience
Work history, roles, and key accomplishments
Fund Services Specialist
The Citco Group Limited
Nov 2021 - Present (3 years 9 months)
Oversee performance reporting for a $50Bn+ AUM portfolio, performing daily, monthly and quarterly reconciliations and reporting to a US pension fund. Identify and correct P&L and data-feed discrepancies, track fees and book immutable month-end valuations; awarded employee of the quarter in Q4 2022 and Q1 2023.
Delivery Lead
Acuity Knowledge Partners
Nov 2019 - Nov 2021 (2 years)
Led performance measurement for a UAE proprietary trading firm's multi-asset portfolios, producing weekly senior-management reports with VaR, LAVaR, stress tests and performance attribution. Coordinated daily risk operations including hedging of credit exposures per mandate.
Senior Associate
Acuity Knowledge Partners
Oct 2018 - Nov 2019 (1 year 1 month)
Managed investment performance measurement and reporting for a government investment arm overseeing a $100Bn portfolio, ensuring timely weekly/monthly reports and quality assurance of calculated returns. Validated upstream market and accounting inputs and resolved data issues with middle- and back-office teams.
Associate
Acuity Knowledge Partners
Aug 2016 - Sep 2018 (2 years 1 month)
Supported a buy-side multi-asset analytical platform (Barclays POINT) with portfolio operations, custom analytics and fixed-income analytics to enable portfolio optimization and attribution. Performed multi-factor risk modelling and custom benchmark reporting.
Manager
Shraddha Exports
Sep 2013 - Jul 2016 (2 years 10 months)
Managed end-to-end export sales operations including client acquisition, procurement, negotiation and quality assurance while ensuring cost control for profitable sales. Maintained daily accounting, expense reconciliation and developed sustainable key-account relationships.
Education
Degrees, certifications, and relevant coursework
BEB.M.S. College of Engineering
Bachelor of Engineering, Mechanical Engineering
2009 - 2013
Bachelor of Engineering in Mechanical Engineering from B.M.S. College of Engineering, Bangalore (2009–2013).
Tech stack
Software and tools used professionally
Availability
Location
IndiaAuthorized to work in
Job categories
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