Pushon Ghosh, CFA

• Independently led validation projects of counterparty credit risk models (IMM), valuation models, liquidity risk models (IRRBB) and credit risk models (IRB)
• Developed a Python library package for MRM analysts centralising all validation tests, visualizations, and reporting — reducing effort by ~30%
• Developed a new backtesting framework for IMM models to better track model performance in response to Finanstilsynet inspection report
• Led model inventory development as product manager, overseeing end-to-end delivery and stakeholder alignment
• Represented MRM at DNB's AI Risk Forum and at multiple industry conferences on quantitative risk and model governance

Chairman of the Norwegian Association for Quantitative Finance.

• Led end-to-end research including dataset scoping, data evaluation, building alpha strategies, research publication, and product demos
• Researched high-performing quantitative trading strategies using 10+ alternative datasets — card transactions, employment, web-scraped data, ESG, market order book, NLP sentiment
• Developed and managed live prediction models to forecast company KPIs (sales, net profit) using ML and time series models
• Built ML prediction models for the cruise lines industry for Norway's largest family office
• Advised buy-side managers to improve alt-data strategies by adding fundamental quant signals — improved Sharpe Ratio by ~0.7 points
• Spearheaded cross-functional research publication efforts as liaison between commercial, leadership and research teams

• Led research projects advising US-based asset owners (pension funds, sovereign funds, family offices) on optimized asset allocation, ESG implications, and liquidity risks
• Enhanced EM equity mandates by separating China from EM block — significant improvement in risk and return metrics
• Reduced liquidity risk in endowments & foundations' portfolios using Monte-Carlo simulations
• Studied impact of business cycle regime change on asset classes and equity factors' returns; contributed to SSGA's Global Market Outlook
• Authored weekly insights covering equity, FX, fixed income and macro commentary — distributed to 800+ readers globally

• Developed quant models including factor models and holdings-based Brinson attribution models
• Enhanced factor strategies such as momentum using forward-looking volatility forecasts and VIX
• Developed a multi-asset strategy using equity, fixed income, and gold to enhance downside protection

• Led development of 10+ indexes in flagship smart-beta index family — data sourcing, alpha research, product launch, and client communications
• Delivered 2 ESG themed indexes (electric & autonomous vehicles, renewable energy) for European ETFs and structured products
• Launched 3 dividend-oriented strategies for US, Europe and Thai markets
• Developed a strategy replicating private market exposure — outperformed Cambridge Associates' PE index by 3%
• Enhanced index research code-base with portfolio optimizer, multi-asset backtester, and 10y US Treasury Futures Index

Earned Pre-Placement Offer (PPO) from internship.