Dr. Riti Samanta
Grantham, Mayo, Van Otterloo
Dr. Samanta is the head of systematic fixed income strategy at GMO. She is responsible for the design and development of systematic strategies and solutions combining new strategies and existing capabilities. She represents GMO’s fixed income capabilities to institutional clients and consultants globally and is engaged in building the scope and depth of the fixed income suite at GMO. Prior to joining in 2018, she was the global head of systematic fixed income and a senior portfolio manager at State Street Global Advisors (SSGA). Previously at SSGA she designed strategies and managed portfolios in active emerging markets debt and currencies and in investment grade and high yield factor based credit strategies. She developed and led the growth of the smart beta fixed income research and portfolio management area at SSGA.
Dr. Samanta has published in peer reviewed journals in the areas of factor based fixed income, and on statistical topics related to extreme value theory and multi variate correlation modeling. She is a regular speaker at industry conferences and events. Her research area is in systematic credit and portfolio construction including ESG considerations in multi sector fixed income. She has a BA in Economics and Mathematics from Reed College. She earned her MSc in Mathematical finance and PhD in International Economics and Finance from Brandeis University.