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.

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