Bio

Vasant is the Head of the Systematic Strategies Group (SSG) within Capital Markets and Factor Investing (CMF) Department. Vasant’s team develops and manages systematic investment strategies across global markets, spanning equities, fixed income, currencies, commodities, and volatility. The team invests in absolute return strategies as well as long-only strategies, designed to provide a diversifying return stream to the total fund. Prior to joining CPP Investments in 2019, Vasant was global head of asset allocation and empirical research in the Analytics and Quantitative Research Group at PIMCO, where he led a team responsible for quantitative research to provide asset allocation and portfolio construction advice to investment managers. This included developing systematic investment strategies for various risk factors and asset classes. Before that, Vasant was a managing director at Nomura International and Lehman Brothers, where he led a team of quantitative strategists advising clients on systematic investing in fixed-income markets. Prior to joining the financial industry, Vasant taught finance at the University of British Columbia, with work published in the Journal of Finance, Review of Financial Studies, and Journal of Financial and Quantitative Analysis. Vasant holds a postgraduate diploma in management from the Indian Institute of Management, Bangalore, and a PhD in Finance from the University of California, Berkeley.