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Chetan Mehta

Portfolio Analyst at Advantage Alpha Capital Partners LP

Berkeley, CA , United States

About

Chetan Mehta is Head of Portfolio Analytics & Trading at Advantage Alpha Capital Partners LP in Berkeley, California, where he directs quantitative research and trading operations. His key responsibilities include overseeing portfolio analytics and leading the development and execution of the firm's market neutral equity strategies. He is particularly focused on equity markets and the use of advanced quantitative methods to generate risk-adjusted returns, while also implementing customized derivative-based hedging solutions for foreign exchange and interest rate risks.

Before joining Advantage Alpha, Chetan held senior roles at Pivot Point Capital, where he was instrumental in the creation of equity market neutral strategies, and at Morgan Stanley (London) and ICICI Bank (India), specializing in structuring and managing risk for financial institutions and sovereigns. He also has significant experience developing quantitative credit rating models, reflecting his expertise in risk management and financial engineering.

Chetan Mehta holds a BA in Economics from Yale University, where he graduated Phi Beta Kappa, and an MBA from Stanford Graduate School of Business as an Arjay Miller Scholar. His career is marked by his technical proficiency in quantitative analytics, risk modeling, and derivative structuring, making him a recognized expert in the investment management sector, particularly within equity and credit markets.

Career History

OrganizationRoleDate RangeDetails
Advantage Alpha CapitalPortfolio AnalystJul 2018 to Present
Pivot Point CapitalInvestment AssociateJul 2016 to Jun 2018
Morgan StanleyFall AssociateOct 2015 to Jan 2016
- Developed using KDB+/Q and Python an automated web-based (X-42) KPIs dashboard for IMM Risk Model's Pricing coverage - Established materiality of IMM Exposure Risk Models using Gross EAD methodology...
ICICI BankManager - Derivative Structuring and Sales GroupNov 2012 to Mar 2015
- Managed 30 corporate client (Turnover >USD 500.0 million) relationships for their treasury requirements - Priced and executed Currency and Interest Rate structured derivative trades for clients in M...
ICICI BankManager – Risk Management GroupJun 2011 to Nov 2012
- Incorporated Credit Valuation Adjustment (CVA) charge in OTC derivative valuation and capital requirements - Estimated Probability of Default (PD) using structural approach to model credit risk - Es...
Altos IncorporatedManager - OperationsJun 2008 to Jun 2009
- Set up Operations in India for outsourcing of Medical Transcription and Billing services for Altos Inc. - Laid down infrastructure, recruited and led a team of 15 Quality Analysts and 64 Medical Tra...

Education

University of California, Berkeley, Haas School of Business

Master of Financial Engineering

2015 2016

Indian Institute of Management, Indore

PGDM, Finance

2009 2011

Netaji Subhas Institute of Technology

Bachelor of Engineering, Electronics and Communication

2004 2008