Vedant Dighe

Fixed income and portfolio analytics professional with 5+ years of experience supporting U.S. and Global Credit investment strategies across Investment Grade, High Yield, Fallen Angel, and Emerging Market debt. Experienced in portfolio construction, factor and signal research, corporate action analysis, performance attribution, and risk analytics, with direct involvement in portfolio management, investment research, and portfolio construction activities supporting credit strategies ranging from dedicated beta portfolios exceeding $10B AUM to broader U.S. and Global Credit mandates. Proven track record of developing quantitative investment frameworks, evaluating event-driven opportunities, and delivering actionable insights to Portfolio Managers through data-driven research and portfolio analytics.

Strong technical expertise in Python, SQL, Power BI, Bloomberg, and AI-enabled investment workflows.

Specialist (Portfolio Analytics & Investment Research) - BNY - Pune, India

(2023-10)

• Acted as the primary offshore portfolio management partner for two U.S. beta strategies (>$1B AUM), conducting signal research, model enhancement, portfolio construction, optimization, monthly rebalance analysis, risk oversight, and performance attribution to support investment and asset-allocation decisions.
• Evaluated 25+ corporate action opportunities monthly across 16+ credit portfolios spanning U.S. Investment Grade, High Yield, Fallen Angel, Global High Yield, and Emerging Market debt strategies, assessing offer economics, covenant implications, and portfolio impacts to provide investment recommendations to Portfolio Managers while developing AI-assisted frameworks to accelerate event analysis.
• Developed analytical frameworks to evaluate distressed and fallen angel securities using event studies and J-curve analysis, identifying recurring return and recovery patterns; expanded research into benchmark sell-and-rebuy strategies to quantify portfolio-level performance, turnover, and risk implications across U.S. credit portfolios.
• Developing and testing a sovereign CDS-based country-selection signal for Emerging Market hard-currency debt, evaluating predictive relationships between sovereign credit risk and subsequent bond performance through back-testing, factor analysis, and portfolio simulations.
• Produced daily, monthly, and quarterly portfolio reports and investor summaries by consolidating inputs from Portfolio Managers and tailoring commentary on market conditions, portfolio positioning, performance attribution, and investment outlook.
• Developed a Power BI governance dashboard consolidating returns, attribution drivers, turnover, exposures, and portfolio analytics, reducing response times for client queries and monthly attribution reviews by approximately 75% while enhancing governance oversight and reporting efficiency.

Sr. Quantitative Analyst - Arya Risk Management Systems Pvt. Ltd. - Pune, India

(2021-06 - 2023-09)

• Managed and monitored derivative portfolios comprising daily and monthly forward contracts, conducting quantitative analysis, seasonal studies, and scenario testing to support positioning and hedging decisions.
• Performed market research, statistical modelling, and strategy back-testing to evaluate trading opportunities and support investment committee decision-making.
• Developed automated reporting and governance controls using Python and Excel, improving operational efficiency, trade reconciliation accuracy, and risk oversight.

ERM Executive - Future Generali India Life Insurance - Mumbai, India

(2020-12 - 2021-05)

• Prepared regulatory reporting packages for senior management, ensuring compliance with RBI guidelines.
• Supported enterprise risk management activities through risk assessments, control testing, incident reporting, and executive governance reporting.
• Developed Power BI dashboards and process-mapping solutions to improve operational oversight, KPI monitoring, and management reporting.

MSc - Investment & Financial Risk Management - Kingston University (2019)

BSc - Computer Application - Bharati Vidyapeeth University (2017)