Sharath Malkani

Sharath Malkani is Principal Quant Engineer at Liberty Mutual Investments, based in Boston, MA, where he plays a leading role in developing and implementing quantitative models for investment portfolio management and risk analysis. His work directly supports multi-asset class investment strategies for the insurance general account, focusing on the integration of advanced analytics and data-driven decision frameworks.

Before joining Liberty Mutual Investments, Sharath was a Quantitative Research Analyst at New Frontier Advisors, where he specialized in asset allocation, portfolio optimization, and quantitative research for institutional clients. Previously, he worked as a Data Scientist at PennyMac Loan Services, LLC, focusing on product and pricing strategies within the mortgage and real estate sector, further strengthening his expertise in financial modeling and machine learning applications for credit markets.

Sharath holds degrees from the UCLA Anderson School of Management and the Indian Institute of Technology, Roorkee, providing him with a strong foundation in quantitative finance and engineering. His professional background demonstrates a consistent focus on applying quantitative methods across fixed income, equities, and mortgage-backed securities, with notable achievements in model development and investment technology implementation for large asset managers.