Ankur Kohli, CFA, CAIA


Mr. Kohli is an experienced Quantitative and Risk Analyst with extensive experience in the financial industry, including six years at a Fixed Income asset manager with over $400 billion AUM and over two years at a large multi-strategy hedge fund (over $10 billion AUM) that trades high yield, bank debt, convertible, and equity securities.

Mr. Kohli is a CFA (Chartered Financial Analyst) Charter Holder and a CAIA (Chartered Alternative Investment Analyst) Charter Holder. He passed Level I of the Financial Risk Manager (FRM) exam in May 2010, and will be a candidate for Level II in 2011.

Skills

* Proficient in Microsoft Excel and VBA
* Extensive Bloomberg Excel Add-in and Web Services API development
* Extensive development experience in Java and C#
* Strong experience with relational databases (Oracle, SQL Server, Sybase)


Experience

* Managing large complex software projects in the Financial Industry
* Developing custom performance reporting and analytics for large hedge fund
* Building an in-house rating repository to track ratings for high yield, equity, and bank debt positions
* CDO/CLO Management (CDO Sentry)
* Integrating FIX trading for Equities
* Evaluating Security Master vendor systems (Eagle, Paladyne, Asset Control)
* Evaluating research Management Systems (Tamale, Code Red)
* Building a proprietary fixed income order management and allocation system
* Building a proprietary Mortgage/TBA allocation system
* Building a proprietary Collateral Management System
* Developing custom accounting system reporting and analysis for the Geneva and InvestOne accounting systems


Specialties

Fixed income trading, pricing, and settlement. Instruments include IG and HY debt, MBS/ABS, Bank Debt, Converts, F&O, CDS, TRS, CFDs.