About

Maulik Joshi is an experienced E-Trading Quant currently working with HSBC. He is a CFA Charterholder and holds a Bachelor's and Master's degree in Mechanical Engineering from IIT Madras. Maulik has a diverse range of skills and experience in multi-asset class portfolio construction, optimization, and backtesting. He is well-versed with Barra multi-factor models and has worked as a Product Expert for Barra Portfolio Manager (BPM), BarraOne, and Barra API libraries. Maulik has worked with MSCI Inc. in the past as a Senior Associate and Associate in Portfolio Analytics, EMEA Client Coverage. His responsibilities included building risk and return attribution reports on client systems using Barra multi-factor models, implementing Barra Open Optimizer for multi-asset class portfolio construction and optimization, and providing Pre-Sales Proof of Concept (POC) on MSCI Analytics products and services. He has also combined analytical skills with technical fluency in Python, Java, C#, MATLAB, R, and other programming languages for Post-Sales implementation of MSCI products as per respective client requirements. At HSBC, Maulik is responsible for building the company's proprietary pricing and execution algorithms for government bond markets, performance testing of algorithms for latency reduction and new strategy implementation, creating interactive dashboards and bond analytics libraries for traders, pricing of incoming Request for Quote (RFQ) flows, and hedging of positions, including performance measurement using VWAP and IS strategies. He is proficient in Python, Java, and C# in an enterprise-level setting, with an ability to quickly grasp new languages. Maulik has 6.69 years of relevant experience and has a strong command of his TechStack, which includes Python, Java, and test. He is a detail-oriented professional with a passion for solving complex problems. His expertise in quantitative analysis and portfolio management technologies makes him a valuable asset to any team.