Currently, Executive Director, Multi-Asset Research at MSCI. MSCI recently acquired Fabric and I am now part of the MSCI family.
Previously, Head of Portfolio Intelligence at Fabric.
At MSCI, my research focuses on portfolio construction, asset allocation, and risk management for institutional investors. I work across all asset classes, including private markets, helping asset owners design portfolios that align with their unique objectives while navigating market uncertainty.
On the technology side, I’ve developed innovative solutions including an LLM-driven system for parsing complex brokerage statements. I’m passionate about creating tools that make sophisticated investment strategies more accessible and personalized.
My doctoral work focused on the use of well-established techniques in the physics of disordered systems to study agent-based models to better understand macroeconomic dynamics. The work was co-supervised by Francesco Zamponi and Jean-Philippe Bouchaud.
For a detailed description of my work, I provide a non-technical discussion. You can have a look at my papers or watch some of my talks. For more general writing, you can have a look at recent posts. Finally, if you want to get into the weeds, you can always read my thesis.
I have previously dabbled in machine learning, deep learning, biophysics and quantum optics I have also sent a nano-satellite to space. You can see its launch from the International Space Station.
PhD in Statistical Physics, 2017-2020
Ecole Normale Superieure, Paris
Masters in Theoretical Physics, 2016-2017
Ecole Normale Superieure, Paris
Ingenieur Polytechnicien (Masters in Engineering), 2013-2017
Ecole Polytechnique, Palaiseau
Bachelors in Physics, 2010-2013
St. Stephen's College, New Delhi
Physics Tutor for undergraduate (L3 and M1) students. Courses taught:
Developed an experiment to characterize the superfluid flow of light in nearly detuned Rubidium vapor. My advisor was Dr. Quentin Glorieux at the Quantum Optics Group.
For my work, Ecole polytechnique awarded me Felicitations du Jury (Jury Award).
A detailed report of my work can be found here