Stevens Student Managed Investment Fund
SSMIF Quantitative Investment Team
Research, models, and infrastructure from the Quant team. A home for the work and knowledge we carry across teams and semesters.
Explore our teams
- 01
Risk
Portfolio risk, exposure analysis, and the tools behind investment decisions.
Explore team - 02
Development
The data platforms, research tools, and infrastructure behind the team's work.
Explore team - 03
Multi-Factor Fixed Income Securities
Factor research and modeling focused on fixed income securities.
Explore team - 04
Multi-Factor Macroeconomic Strategies
Research into macroeconomic signals and their role in systematic strategies.
Explore team - 05
Multi-Factor Security-Specific Strategies
Security-level signals and factor models for systematic investment research.
Explore team
About
We are the quantitative team within the Stevens Student Managed Investment Fund. Our work brings together portfolio risk, factor research, and the infrastructure that supports them.
Members develop investment signals, build research tools, and document their decisions. Each semester builds on the research and experience of the teams before it.
- First semester
- Students join as analysts, researching ideas, assessing risk, and building projects with their teams.
- Second semester
- Students take on leadership roles, guiding their teams and carrying projects and knowledge forward.
Current Leadership
Head of Quant
Anushka Pathak
Incoming Sales and Trading Summer Analyst at Jefferies
Head of Multi-Factor Macroeconomic Strategies
Connor Byhre
Prev. Option Arbitrage Researcher at Stevens
Head of Risk & Development
Sharath Venkat
Prev. Investment Intern at Fortitude Re
Head of Multi-Factor Fixed Income Securities
Yuvan Anthony
Incoming Global Markets Summer Analyst at Societe Generale
Head of Multi-Factor Security-Specific Strategies
Connor Spencer
Con Edison’s Research and Commercialization Analyst
Head of Quantitative Development & Optimization
Kevin Lui
Prev. Software Engineer at Panasonic