Dr Purnendu Nath

After graduating from Cambridge University with a First Class, Purnendu has more than 30 years of experience in quantitative modeling across investment banking, proprietary trading, hedge funds, consulting and academia. Purnendu headed both the Quantitative Research Group and Alternative Investments at Quant Capital. Prior to this, Purnendu ran tightly controlled trading strategies for a pan-Asian quantitative equity market neutral hedge fund in Hong Kong. Earlier at the global credit trading desk of Credit Suisse’s Proprietary Trading Group in London, he conceptualized and set up the quantitative research capability. Previous to this, Purnendu worked at two notable hedge funds in London, Amplitude Capital and KBC AIM, and, at the latter, he was responsible for driving research (credit, volatility, equity) behind the launch of any new funds’ systematic trading strategies. He has also worked on the trading floor of HSBC Midland, where he applied cutting-edge research in risk management, and during this time he was awarded a distinction in Mathematical Trading & Finance by Cass Business School. Purnendu is a Fellow of the Institute of Actuaries with a specialization in Investment and Asset Management.  He has conducted stochastic asset-liability modeling for many large UK pension funds as part of advising on their setting of Strategic Asset Allocations. In his PhD at LBS, Purnendu focused on the market microstructure of trading in equity and bond markets. More recently he has focused his efforts on Machine Learning techniques for solving real-world business problems. He has various research papers published to his credit and has presented at events in North America, Europe, Africa, the Middle East, Hong Kong and India. He is a CFA charter holder and has lectured for the CFA program in London and Hong Kong.