About

Anurag S. is a highly skilled quantitative strategist currently working at Kotak Securities. With over 12 years of relevant experience, Anurag has established himself as a leading expert in quantitative analysis and factor portfolio management. At Kotak Institutional Equities, he launched AlphaBet, the company's flagship quantitative factor portfolio, which has consistently outperformed its benchmark in both back-tests and live performance. Anurag's current role at Kotak Securities involves using quantitative tools to generate insights for investors from novel sources of data, including alternative data. He is also responsible for managing a suite of factor indexes and ESG-related indexes. Prior to joining Kotak Securities, Anurag worked at JP Morgan's Model Review group, where he was responsible for reviewing quantitative models used in the Asset and Wealth Management business. His expertise included alpha models, factor risk models, and optimization models. Anurag also worked as a senior associate in the Quantitative Equity Research team at MSCI, where he managed a suite of factor indexes and created the MSCI Low Carbon Indexes in 2014, which track the performance of markets with greatly reduced carbon exposure. Anurag is a Level 2 CFA program completer and holds a PGPM degree in Finance and Economics from the Indian Institute of Management, Lucknow. He also holds a B.Tech degree in Electronics Engineering from the Indian Institute of Technology, Varanasi. Anurag's early education was completed at Sunbeam School, where he studied Mathematics, Physics, Chemistry, and Computer Science. Currently, Anurag is working as an intern at Tata Steel, where he is continuing to expand his knowledge and skills in the field of quantitative analysis. His diverse experience and impressive skillset make him a valuable asset to any organization looking to improve their quantitative analysis capabilities.