Pratyusha Sambaru
About Pratyusha Sambaru
Pratyusha Sambaru is a Quantitative Analyst at Milliman FRM, specializing in risk management strategies and financial projections. She holds a Bachelor's degree in Mathematics from Case Western Reserve University and has experience as a quantitative trading intern at ALPHABETA INC.
Work at Milliman
Pratyusha Sambaru has been employed at Milliman as a Quantitative Analyst since 2019. In this role, she leads the development and maintenance of a custom database for funds that implement risk management strategies. She specializes in managing the Milliman Managed Risk Strategy (MMRS) with Gap Protection, which is tailored for one of Milliman FRM's largest clients. Pratyusha regularly presents monthly fund performance to clients' fund oversight committees, ensuring clear communication of financial insights.
Education and Expertise
Pratyusha Sambaru holds a Bachelor's degree in Mathematics from Case Western Reserve University, where she studied from 2015 to 2019. Additionally, she was a Lady Margaret Hall Visiting Student at the University of Oxford, studying Physics and Mathematics from 2017 to 2018. This educational background provides her with a strong foundation in quantitative analysis and risk management.
Background
Before joining Milliman, Pratyusha worked as a Quantitative Trading Intern at ALPHABETA INC for one month in 2018, where she gained practical experience in quantitative trading. Her diverse educational and professional experiences contribute to her current role in the Greater Chicago Area.
Achievements in Risk Management
At Milliman, Pratyusha Sambaru utilizes proprietary tools to verify risk calculations and support portfolio management operations. She runs complex financial projection software to derive insights for strategy improvements. Her role involves engaging in discussions about strategy changes with clients, demonstrating her active participation in risk management initiatives.