Saswata Ghosh
About Saswata Ghosh
Saswata Ghosh is the Managing Director at Ellington Management Group, bringing extensive experience in quantitative research and portfolio management across various financial institutions. He holds a PhD in Chemical Engineering from the Massachusetts Institute of Technology and has expertise in portfolio construction and programming.
Current Role at Ellington Management Group
Saswata Ghosh serves as Managing Director at Ellington Management Group, a position he has held since 2022. In this role, he oversees various investment strategies and portfolio management initiatives. His extensive experience in quantitative research and portfolio management contributes to the firm's focus on systematic investment approaches.
Previous Experience in Quantitative Research and Portfolio Management
Prior to joining Ellington Management Group, Saswata Ghosh held several significant positions in quantitative research and portfolio management. He worked at Blackstone as Principal from 2019 to 2022, and at BlackRock as Senior Portfolio Manager in Systematic Investments from 2017 to 2019. His tenure at DCI, LLC as Quantitative Researcher and Portfolio Manager from 2019 to 2020 further solidified his expertise in the field.
Educational Background in Engineering and Finance
Saswata Ghosh earned a Bachelor of Technology (B.Tech.) in Chemical Engineering from the Indian Institute of Technology, Kharagpur, from 1997 to 2001. He continued his studies at the Massachusetts Institute of Technology, where he obtained a PhD in Chemical Engineering from 2001 to 2007. Additionally, he completed a Master of Finance (MFE) with a Financial Technology Option at MIT Sloan School of Management from 2003 to 2005.
Expertise in Asset Classes and Systems
Saswata Ghosh possesses a diverse skill set that includes working with various asset classes such as equity, bonds, syndicated loans, and credit default swaps (CDS). He has expertise in portfolio construction using Barra and Axioma systems, and has developed systems in programming languages including Python, Java, and C++. His background also includes experience in electronic market making and volatility arbitrage.
Career Progression in Quantitative Finance
Saswata Ghosh's career in quantitative finance includes roles at several prominent firms. He was a Senior Quantitative Researcher at Spot Trading LLC from 2009 to 2012 and worked at Goldman Sachs as an Equity and Volatility Strategist from 2006 to 2009. His experience also includes a position as a Quant Research Intern at State Street Global Advisors in 2006, and as a Quantitative Researcher/Portfolio Manager at Teza Technologies from 2013 to 2015.