Mayank Gupta

Alternative Risk Premia Quantitative Researcher Fidelity Investments

Mayank is an Alternative Risk Premia Quantitative Researcher in the Fidelity Asset Management Solutions (FAMS) division at Fidelity Investments. In this role, Mayank is responsible to help build objective-oriented multi-asset class portfolios across asset classes including commodities, equities, rates and volatility. He has research expertise in multi-asset class alternative risk premia systematic strategies and derivatives on both sell side and buy side. Before joining Fidelity in 2020, Mayank was a Vice President at Goldman Sachs within Sales Strats and Structuring for 6 years. During his time at Goldman Sachs, Mayank spent the first four years working with the one-delta derivatives desk researching best implementation and trading ideas within cross-asset futures. Later he also worked with the exotic volatility structuring desk focusing on risk recycling ideas. Prior to Goldman, Mayank worked at Credit Suisse, Singapore as a technology associate. Mayank received a Masters in Financial Engineering from University of California at Berkeley and Bachelor of Engineering in Computer Engineering from the National University of Singapore.