Ratna Kota, CFA

Senior Portfolio Manager at Maryland State Retirement and Pension System
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Contact Information
us****@****om
(386) 825-5501
Location
US
Languages
  • Hindi Full professional proficiency
  • Telugu Native or bilingual proficiency
  • English Full professional proficiency

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Jon Quigley, CFA

I worked with Ratna for several years, and watched his skills and career experience grow quickly. He began as a Research Analyst, where he quickly learned our quantitative methodology and soon contributed new ideas to improve efficiency and deliver valuable new insights. His personality combined with his technical know-how made it easy to see he was destined to have an impact. Ratna evolved into a portfolio manager, where he again used great technical skills to improve our automation and quality control, as well as learn the language of the PM. From here, he moved to new roles and continued to build his skill set. Ratna is also a family man, which is another wonderful trait - and one that contributes to him being a great co-worker. I’m blessed to have worked with him.

Sui Lan Tang

Ratna is a rare management talent with diverse technical skills, who held together and grew the four sub-units within the Quantitative Strategies & Solutions department: 1) Quantitative strategies 2) Performance measurement & attribution 3) Database 4) Risk (which became an independent unit later on). My Performance Analytics grew from a team of 2 to 5 and we successfully migrated the performance attribution systems to expand our analysis of asset classes, currencies and countries. I grew professionally & learned a lot about team building under his supportive leadership.

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Credentials

  • CFA
    CFA Institute
    Sep, 2007
    - Oct, 2024

Experience

    • Government Administration
    • 100 - 200 Employee
    • Senior Portfolio Manager
      • Oct 2019 - Present

      Spearheading the transition for internal management of pension assets Setup operational platform for internal portfolio management, Equities & Futures trading Quantitative investment research Process Automation Manager research Negotiations with various counterparties Train internal staff on portfolio management including Trading and Operations Member of Tactical Asset Allocation Committee Spearheading the transition for internal management of pension assets Setup operational platform for internal portfolio management, Equities & Futures trading Quantitative investment research Process Automation Manager research Negotiations with various counterparties Train internal staff on portfolio management including Trading and Operations Member of Tactical Asset Allocation Committee

  • VARS LLC
    • Greater New York City Area
    • Director
      • Jan 2018 - Oct 2019

      Clients include Wells Fargo Securities, Stonewain Systems Inc Consulted on linear optimization techniques for securities lending desk Clients include Wells Fargo Securities, Stonewain Systems Inc Consulted on linear optimization techniques for securities lending desk

  • AmFunds Management Berhad
    • Kuala Lumpur, Malaysia
    • Head of Quantitative Strategies & Solutions
      • Jun 2011 - Dec 2017

      Successfully built a new quantitative asset management capability with full responsibility for quantitative research and portfolio management. Direct responsibility for managing institutional and retail assets of over $600 million. Launched iGEMS Developed Markets fund, a UCITS compliant fund. The fund is a sharia compliant (AAOIFI) and ESG focused multi smart beta strategy fund investing in global developed markets. Developed several thematic equity strategies esp. in the areas of Sharia and ESG aware smart beta strategies. Launched Malaysia’s first multi share class (currency hedged) mutual fund. Subsequently, launched a few more multi share class funds based on the same framework. Set up a UCITS compliant funds platform in Luxembourg. Coordinated with fund administrator, custodian, middle office, equities broker, etc. and negotiated all commercial terms. The fees were recognized as on of the lowest as reported by an independent, world renowned consulting firm. Extensively worked with Product Development and global investment banks in structuring and validating structured products before lunching those products as capital protected closed ended funds. Managed a team of 17 with additional responsibility for performance analytics, risk analytics and data warehouse functions. Show less

    • Senior Portfolio Manager
      • Feb 2010 - Jun 2011

      Managed global assets of over $5 billion. Successfully implemented an automated portfolio management process and transferred management of several funds from the old, manual process to the new process. Worked extensively with quantitative research analysts in developing investment strategies such as GDP weighted, minimum variance, etc. to generate better risk adjusted returns in global markets Successfully implemented a custom portfolio optimization tool in MATLAB using Axioma Optimizer's API Show less

    • Partner, Portfolio Manager
      • Jan 2004 - Feb 2010

      Managed over $1.5 billion in institutional and retail clients’ assets. Quantitative equity strategies included long only and long/short (market neutral and equitized) strategies. Designed new factors based on empirical research and tested their efficiency using the firm’s proprietary stock valuation system. Implemented a new factor selection mechanism and improved the firm's forecasting methodologies and the investment process's overall efficiency. The new mechanism introduced a methodical approach and eliminated the randomness inherent in the factor selection process. Improved alpha forecasting process by drilling down further to test the efficiency of the forecasting process intra-quintile. Instituted a score flattening mechanism for the top and bottom quintiles to overcome the intra quintile performance variability. Published several Quarterly Client Newsletters Automated several of portfolio management processes that saved over 8 man hours per week and increased quality of our process by eliminating errors inherent in existing manual process. Show less

Education

  • The University of Chicago Booth School of Business
    MBA, Finance
    2000 - 2003
  • University of Illinois at Chicago
    MS, Computer Science
    1996 - 1997
  • Osmania University
    B Tech, Chemical Engineering
    1991 - 1995

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