Center Calendar

Invitations to Industry - Arpita Mukherjee, Portfolio Research, Office of the CIO at Fort L.P.

Monday, May 02, 2022, 12:00pm

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Dr. Arpita Mukherjee is a quantitative economist specializing in Financial Economics, Applied Econometrics, Empirical Finance and Machine Learning in Finance. She is experienced in the analysis of high frequency and high dimensional time series data in conjunction with parametric/nonparametric econometric methods (specification, estimation and prediction) for the study of key questions in areas related to financial risk management, asset pricing, asset allocation and portfolio optimization. Dr. Mukherjee is an alumna of Rutgers University (PhD, Financial Economics and Econometrics), Presidency University, Kolkata (MS, Applied Economics), and University of Calcutta (BS, Economics).

"FORT is a quantitative, systematic investment management firm based in Washington, D.C. and New York. We use statistical analysis to develop automated trading strategies for institutional and high net worth clients. Our founding partners, Yves Balcer and Sanjiv Kumar started the firm in 1993, after managing capital at the World Bank. FORT currently manages in excess of $5 billion dollars and employs 60 professionals. At FORT, we encourage innovation, teamwork, self-organization, and diversity. We are always on the lookout for exceptional individuals to join our team. Please refer to open roles posted on our website:"

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