Dr. Tarun Sanghi, CFA, is the Head of Quant Equity and Funds Research at LSEG. His work involves the application of his computational and statistical expertise to develop data-driven quantitative models for stock selection, risk estimation, and portfolio optimization. Dr. Sanghi has been leveraging his multidisciplinary background to solve quantitative equity investment and portfolio allocation problems for over a decade.
Before joining LSEG, Dr. Sanghi was a research analyst (2019–2020) at an Asian and emerging market–focused hedge fund, and a quantitative strategist (2015–2019) at a US-equity-focused hedge fund. There he performed factor research and developed computational tools to build interpretable nonlinear stock selection and risk estimation factor models. He also developed an investment propensity model to capture the behavioral biases of retail investors.
He received his bachelor's degree in physics from BITS Pilani, India, in 2005, and a master’s degree and doctorate in mechanical science and engineering from the University of Illinois at Urbana-Champaign, United States, in 2009 and 2015. He was awarded the Chartered Financial Analyst (CFA®) designation in 2022 and is currently a member of the CFA Society of San Francisco, USA.