Ganesh Ramchandran has served as a Senior Adjunct Lecturer at the NUS
Business School, where he taught a second-year graduate course on Risk
Management and guest lectures at various CAMRI-based portfolio
management classes within the Student Managed Fund Track. Ganesh has
close to 25 years of experience in the financial markets across New York,
London and Singapore with a background in quantitative trading and risk management, as well as a
strong interest in academics. He is currently Managing Director of a consulting firm in risk
management and education that he launched in mid-2014. Previously, Ganesh was responsible
for structured funding trades /investments in Asia Treasury for Barclays. In an earlier role, he priced
and hedged Barclays' counterparty exposure from derivative transactions in Asia. He has also advised
start-up firms/hedge funds in statistical arbitrage, distressed credit and global macro.
In London, Ganesh was a Senior Portfolio Manager at the hedge fund CQS where he headed structured
credit trading and specialised in credit volatility/correlation. Previously, he was a senior proprietary
trader at DrKW in exotic credit and also head of risk management of credit products for the firm.
Ganesh earlier worked at CSFB where he covered European interest rates and volatility strategies for
the bank's leveraged clients and was part of the team that helped unwind Long Term Capital
Management's swap portfolio following the hedge fund's collapse in 1998.
In New York, Ganesh was at Goldman Sachs, where he was part of the Fixed Income Research group
that helped develop the Black-Litterman Global Asset Allocation model, and worked directly with
Fischer Black in marketing the model to asset manager/pension fund clients. Ganesh began his career
at the Federal Reserve Bank of New York as an Assistant Economist. He holds a BA (Phi Beta Kappa) in
Economics and Mathematics, and an MSc in Operations Research, both from Columbia University.