Kamesh Korangi joins the Anthropocene Fixed Income Institute as Quant Credit Strategist

The Anthropocene Fixed Income Institute (AFII), the research organisation empowering fixed income investors to drive the climate transition, today announces that Kamesh Korangi has joined as Quant Credit Strategist.

Based in London, Kamesh is focused on developing AFII’s portfolio analytics suite for climate risk. Kamesh will manage a multi-asset credit model portfolio, assisting managers in decarbonising their fixed income investments by applying AFII’s Fixed Income Optimisation for Net zero Alignment (FIONA) framework. He will also develop innovative market research targeting fixed income practitioners and academic partners.

An experienced credit derivatives and bond trader, Kamesh is simultaneously pursuing a PhD at the University of Southampton, UK. His research focuses on developing cutting-edge methods for risk management under market complexity and illiquidity. Kamesh has a particular interest in applying big data and AI techniques to credit risk management, portfolio optimisation and systemic risk.

Ulf Erlandsson, Founder and CEO, AFII said of Kamesh’s appointment: “Kamesh’s exceptional credit risk and modelling skills will be hugely beneficial as we develop our portfolio tools for fixed income investors. Complementing our research analyses, these tools provide practitioners with the practical steps and solutions they need to transition their portfolios to net zero.

Kamesh added, “AFII is doing something unique in fixed income, providing applicable research that demonstrates where and how change can be made in portfolios - pricing climate risk and protecting returns – while shining a light on retrograde practices. I am excited to apply my experience of managing risk across the fixed income spectrum to support AFII’s mission.”