Throughout his career in portfolio management, trading, and quantitative research, Sash has focused on solving complex interdisciplinary problems and has led various cross-functional teams. Before founding EMAlpha, Sash was a Fixed Income Portfolio Manager at Invesco, one of the largest global asset management firms. At Invesco, he co-managed many systematic fixed-income funds and helped build the fixed income factor investments research and infrastructure group. Sash was instrumental in the design, launch, and management of multiple systematic mutual funds in EM, Euro, and US credit. He also designed and researched the entire life cycle of G10 and EM FX strategies, and helped manage the collaboration and partnership between portfolio management, research, and technology teams.
Before Invesco, Sash was a macro trader and a partner at FDO Partners LLC, Cambridge, Massachusetts, a currency specialist investment firm founded as a partnership between State Street Advisors and Professors Rudi Dornbusch of MIT and Ken Froot of Harvard. While at FDO, Sash also led the FX trading team. Prior to FDO Partners, Sash worked as a Quantitative Analyst at Citigroup and Bloomberg.
At heart, Sash is a scientific researcher. Be it AI and data science, trading strategies, or investment management, he takes a careful systematic approach to solving problems. Sash has published multiple scientific papers during his academic career with a Ph.D. from Cornell University, Ithaca, NY, and a Postdoc from Columbia University, New York City. He spent a number of years in academia, collaborating with globally renowned physicists such as Prof. Brian Greene, and contributed well-cited original research. He was a winner of one of the John Templeton Foundation Grant Awards during his academic career.