Shamarthi Ghosh

Performance and risk analytics infrastructure spanning attribution, FX hedging, overlay monitoring, and GIPS reporting.

• Brinson-Fachler and Karnosky-Singer attribution models explaining equity, fixed-income, and currency effects across institutional mandates.
• Currency attribution and FX-forward hedge validation tools for emerging-market debt and leveraged mandates, improving visibility into post-trade hedge completeness.
• Yield-curve, duration-positioning, and scenario-analysis frameworks in Python and Bloomberg supporting risk review and tactical decision-making.
• Passive overlay monitoring and tracking-error minimization tools supporting benchmark alignment across institutional mandates.
• Data-quality automation, stakeholder reporting, and GIPS audit support alongside rollout of an enhanced performance platform.

Portfolio analytics, performance reporting, reconciliation, and execution oversight for retail, institutional, and alternative strategies.

• Gross and net return calculations, NAV reconciliation, and benchmark validation. Built dashboards to reduce portfolio drift and strengthen tracking-error monitoring against target allocations.
• Execution quality evaluation through slippage, transaction-cost, and implementation-shortfall analysis across portfolio trades.

Financial modeling and market research for a healthcare SaaS cloud migration serving 4.6M Canadians.

• Full-scope TCO model covering NPV, risk factors, and sensitivity analysis to support a buy-vs-build platform decision.
• Transition strategy that supported a 21% reduction in operational overhead for a platform serving 4.6M Canadians.

Fixed-income market-structure research on netting benefits of expanded central clearing, published as Staff Analytical Note 2022-8.

• Co-authored Staff Analytical Note 2022-8 and built the repo and dealer balance-sheet dataset used in the published research, available at bankofcanada.ca.
• Analysis now in implementation at the Canadian Derivatives Clearing Corporation. Hands-on experience with market infrastructure, balance-sheet constraints, and policy-relevant financial markets research.