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2022

Rohit Shrivastava
Director of Equity Investments at PanAgora Asset Management

Profile

Mr. Shrivastava is a Director of Equity Investments on the Dynamic Equity team at PanAgora Asset Management. His primary responsibilities include managing active equity strategies for the team, conducting and managing quantitative equity research to uncover new sources of alpha, and building quantitative stock selection models. Mr. Shrivastava is a key contributor to the innovative equity research used in the development of PanAgora’s Dynamic Equity models. Mr. Shrivastava's current focus is on managing Global, International and Emerging active equity strategies for the group. Mr. Shrivastava's current research areas include alternative data/methodologies, China A-share investments, aligning model construction with portfolio optimization theory and novel ways to perform portfolio/model attribution. Mr. Shrivastava is a member of firms’ Directors, Risk and Valuation Committee’s.

Prior to joining Dynamic Equity team, Mr. Shrivastava was a Vice President-Research on the Global Stock Selection Team at AQR Capital Management. At AQR, he conducted research on new sources of alpha, model construction ideas, portfolio construction/optimization ideas and built AQR’s proprietary equity risk prediction models. At AQR, he was the key person Involved in the research and portfolio management of AQR's Emerging Markets Stock Selection Strategy which included Long Only, Market Neutral and 130/30 style Investments over $17+ billion in AUM. At AQR, Mr. Shrivastava also served as a Portfolio Manager and Researcher for multiple Active Equity, Hedge Fund Replication, Total Return, Alternative Risk Premia, Defensive style and Active Tax Managed equity strategies. He also tailored AQR’s core quantitative investment strategies to clients’ specific needs.

Prior to joining AQR, Mr. Shrivastava worked as a Senior Consultant with Indus Valley Partners where he consulted to hedge funds such as QVT Financial and FX Concepts.

Mr. Shrivastava holds a Certification in Quantitative Finance (CQF) and has 16+ years of industry experience.


Agenda Sessions

  • Panel: Extracting alpha through quantitative finance

    9:35am