Abhitaj Banga

PFI Japan: Senior Researcher

Built proprietary forecasting models for TOPIX, Nikkei 225 and JPX Nikkei 400 indices, delivering systematic alpha opportunities for institutional clients

• Translated complex index methodologies into robust Python frameworks
• Built comprehensive data infrastructure covering index universes, passive fund flows, corporate actions, and liquidity metrics
• Developed proprietary TOPIX float feed from first principles, delivering 7+ week competitive advantage over industry benchmarks
• Achieved 90%+ prediction accuracy across all models over two-year period, establishing track record for reliable alpha generation
• Generated 5%+ revenue growth by expanding client base into Asia Pacific institutional market

PFI Production: Lead Researcher

Led research initiatives across Passive Fund Intelligence product, generating actionable insights for institutional clients.

• Directed research team to identify alpha opportunities in index rebalancing events, providing clients with systematic edge in timing and positioning.
• Managed production forecasting processes for MSCI, S&P, DAX, and SIX indices, consistently delivering accurate predictions months ahead of official announcements.
• Developed proprietary research tools that streamlined analysis of index composition changes and ETF tracking patterns, improving research efficiency and accuracy.
• Developed volumetric analysis methodology to quantify passive tracking flows, enabling precise estimation of rebalancing impact on individual securities.
• Contributed to integrating the MSCI Free Float Data product into production.
• Managed client relationships with institutional investors, translating complex quantitative research into actionable trading strategies.