Milind Sharma

Milind has 20 years of market experience. For 3 years prior to launching QuantZ, he managed a Prop Trading desk at RBC (now Taursa spin out) where he served as Portfolio Manager for Quant EMN, Short Term & Event Driven portfolios (up to $700mm gross). For the 2 years prior to that, he served as Director and Senior Proprietary Trader at Deutsche Bank (now SABA hf) where he managed Quant EMN portfolios of significant size with input in Event Driven and larger Capital Structure Arbitrage desk mandates (under Boaz Weinstein). Prior to that he was co-founder of Quant Strategies at MLIM (now BlackRock), where his investment role spanned a dozen quantitatively managed funds & separate accounts with approx $30 Billion in AUM. The ML Large Cap Series funds (with MLIM President & CIO as Senior PM) were all 5* rated, in the Lipper top 5% & won several WSJ + Morningstar awards by the time of his departure. His Quant Strategy oversight included all of MLIM Alternatives (HedgeAccess, FoFs, HFs, Enhanced index etc). Prior to MLIM, he was Manager of the Risk Analytics and Research Group at Ernst & Young LLP where he was co-architect of Raven TM (one of the earliest derivatives pricing engines) & co-created the 1st model for pricing cross-currency puttable Bermudan swaptions. He also created the AIRAP risk-adjusted performance measure for hedge funds.
Milind has an MSCF and an MS in Applied Math from the pioneering financial engineering program at Carnegie Mellon University where he was also in the Doctoral program in Logic (AI). Other education includes Wharton, Vassar and Oxford. He has published extensively on hedge funds (JoIM, Risk Books, Wiley etc.) and is a frequent speaker at conferences.