Bio

Mr. Sharma’s 26 yrs of market experience span running prop desks at RBC (GAT entity) & Deutsche Bank (Saba/ ICT) 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 (~$30 Billion under MLIM President & CIO as the Senior PM). He was also a Manager of the Risk Analytics and Research Group at EY and co-architect of Raven TM (1st derivatives model validation engine). Amongst the first to receive a degree in Financial Engineering from the pioneering & #1 ranked MSCF program at 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 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 (Pearson UWC). He co-authored a model for pricing cross-currency puttable Bermudan swaptions & created the AIRAP risk-adjusted measure amongst other publications which have appeared in the Journal of Investment Management, Risk, Wiley, HedgeQuest, World Scientific, Elsevier etc. He is a frequent speaker at quant conferences & has guest lectured or taught capstone courses at Columbia, Carnegie Mellon, NYU, Georgia Tech, UCLA, UCSD, Hopkins etc. Media coverage includes CNBC, Bloomberg TV, WSJ, FT, Hedge Fund Alert, Institutional Investor/ AR mag, HFM Week etc. QuantZ's QMIT affiliate is a signal provider which leverages AI/ML towards turnkey HF alphas & Enhanced Smart Betas: https://www.quantzqmit.com/media