Dhruv Sharma

Dhruv Sharma

Researcher - Portfolio Construction, Risk Management, Agent-Based Models, Statistical Physics.

MSCI Wealth (previously Fabric RQ)


Currently, Executive Director of Wealth Management 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, I am building the next generation of technology for investors to design portfolios tailored to their specific goals, aspirations, and constraints to make their investments work for them through the ups and downs of life and the market.

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.

  • Agent-Based Modelling
  • Statistical Physics
  • Machine learning
  • Portfolio Construction
  • High-dimensional optimization
  • 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


Scientific outreach specialist
Sep 2017 – Aug 2020 Paris
Preparation of workshops and live demonstrations for the general public to explain diverse phenomenon such as the formation of black holes, the creation of Chladni figures, avalanche effects in sand-piles, and the perception of colors by the human eye. Most recently, I conceptualized a workshop on the mathematics of cryptography for the general public for the exhibition “Espions”(Spies).
Physics Tutor
Sep 2016 – Aug 2017 Palaiseau

Physics Tutor for undergraduate (L3 and M1) students. Courses taught:

  • Advanced Quantum Mechanics
  • Electrodynamics of Continuous Media
  • Advanced Statistical Mechanics
Research Intern
Mar 2016 – Sep 2016 Paris

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

Research Intern
Sep 2015 – Mar 2016
As part of a research project, I worked with Dr. Remi Monasson on Application of statistical physics methods for the study of protein-ligand interactions to predict PDZ domain ligand-binding. We used only the sequences of the proteins and ligands, and studied how robust the interactions were with respect to random mutations in the sequences.
Jun 2015 – Sep 2015
As a summer intern for the investment and fintech division of the Keyrus group, I developed deep learning models for sentiment analysis of tweets, as a potential indicator for early market movement.