Milind Sharma

Milind’s 24+ yrs of market experience span running prop desks at RBC (GAT entity) & Deutsche Bank (Saba entity) as well as hedge funds (QuantZ) & mutual funds (MLIM). His funds have won many awards over the years including those from Morningstar, Lipper, WSJ, Battle of the Quants & BattleFin. He was a 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 (under MLIM President & CIO as Senior PM). He was also a Manager of the Risk Analytics and Research Group at Ernst & Young where he was co-architect of Raven TM. He co-authored a model for pricing cross-currency puttable Bermudan swaptions & created the AIRAP risk-adjusted measure amongst other publications.

Amongst the first to ever receive a degree in Financial Engineering from the pioneering & #1 ranked MSCF program at Tepper (Carnegie Mellon), he also has an MS in Applied Math from CMU where he was in the Logic/ AI PhD program. Other education includes Oxford, Vassar, Princeton (ORFE audit courses) & Wharton. He was the recipient of many academic scholarships financing the entirety of his education including that at the best boarding school in Canada.

QuantZ's Quark EMN is a Stat Arb fund which was a winner at BattleFin 2014, Hedge Fund Awards 2015, AI Awards 2015, Battle of the Quants 2012 & 2015. QuantZ's QMIT affiliate is a signal provider which leverages ML/ AI towards turnkey HF alphas & Enhanced Smart Betas.

Publications have appeared in the Journal of Investment Management, Risk, Wiley, HedgeQuest, World Scientific, Elsevier etc. He is a frequent speaker at conferences - Battle of the Quants, Risk, GARP, Institutional Investor, Terrapinn, NYU, Georgia Tech, Carnegie Mellon, QuantInvest etc. Media coverage includes CNCB, BloombergTV, WSJ, FT, Bloomberg, Hedge Alert, AR magazine, HFMWeek etc.

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