Suparna Roy
LP
Investment professional with 8 years track record of managing $1bil+ multi-strategy fund of hedge funds portfolios.
Senior portfolio manager responsible for portfolio construction, optimization, trading and risk analysis portfolios supervising a team of 3 professionals.
Investment experience in traditional and alternative investment strategies covering asset allocation, manager research and selection, funds due diligence and operations
Strong background in design and implementation algorithms applied for systematic asset allocation, risk analysis and attribution analysis of portfolios.
Product development experience of launching two Credit Suisse Hedge Fund Indices including feasibility study, developing/backtesting models, ongoing index calculation and rebalancing,