Rahul Sabnis is a Portfolio Risk and Performance Analyst – Vice President within the Equities team responsible for portfolio risk and analytics. His responsibilities include to, independently dissect and analyze investment strategies for factor and idiosyncratic risk and performance drivers to conduct regular discussions with portfolio managers helping them being proactive in mitigating risk and enhance alpha. Perform in-depth Investment analysis for the CIO office and provide concise actionable intelligence for strategy modulation when required. Develop and produce standardized reports for all investment strategies managed or advised by Guggenheim Investments, including in-depth performance analyses and portfolio risk analysis. He is responsible to manage the design, production, and automation of quarterly risk and performance reports for distribution to 40-Act fund boards and provide ad-hoc analysis as needed on a variety of investment strategies and market niches. Prior to joining Guggenheim Partners in November, 2014 Mr. Sabnis was instrumental in building the risk department from scratch for a Hedge Fund Platform where he managed a team of Risk professionals responsible for on-boarding hedge fund strategies and dealing with multi-billion dollar pension funds, FOF and institutional investors to identify and set up portfolio risk/investment guidelines, and design risk systems that provide customized monitoring and reporting services. He has a strong experience in building models to generate market risk and performance measurement metrics cross asset classes including FI, Equities, and Commodities, FX, credit and Derivatives.
Mr. Sabnis holds a Masters of Science in Financial Markets from Illinois Institute of Technology’s Stuart School of Business and a Bachelor of Engineering (B.E) in Electronics Engineering from University of Mumbai – India.
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