Shashank Shankar

Interested In Quantitative Research

Hi, I'm Shashank.

My interest centers on quantitative and systematic fixed-income research, with a focus on US inflation across cash and derivatives markets. I use market and nontraditional datasets to understand how inflation expectations are formed, where they diverge across the curve, and how those views can be expressed systematically.

Another intersection of that interest is in risk management, where the question shifts from whether a view is right to what it costs when it is wrong. I focus on position sizing, drawdown behavior, and the portfolio constraints that determine whether a signal survives implementation.

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Feel free to reach out if you'd like to connect, collaborate, or just say hello :)