Rajan G. Sendhey

** ********* ******

Branchburg, NJ 08876

908-***-****

E-mail: ac1r6u@r.postjobfree.com

Chief Investment Officer

Development of alpha, market-neutral and global macro strategies

Management of futures and quantitative equities

Enhancement of strategies for seeking returns uncorrelated to benchmarks and market indices.

Founder and Chief Research Officer of a global macro managed account, trading futures on currency, stock index, fixed income and commodities. Director of Research for contrarian trading of futures on global asset classes – as a complement to trend following strategies at a CTA firm with $50 million managed futures accounts. Manager and research head of $135 million long/short equities fund - developed and implemented quantitative research on alpha strategies as a Managing Director at Bankers Trust Company, and built the research platform to be a source of alpha to internal enhanced index and hedge funds. Positions based on quantitative criteria - valuation of stock fundamentals and option characteristics, and market reactions to corporate actions and announcements, market anomalies and momentum. Automation of research pertaining to accounting statements, corporate actions, analyst expectations, synthetic forwards on emerging market currencies and futures on bonds, currencies, commodities and indices. Programming skills in R, Fortran, Perl and RATS (Regression Analysis an Time Series), experience in working with CRSP stock data of all US stocks, COMPUSTAT data on stock fundamentals, Corporate Actions database, Futures data on global futures exchanges and Currency Forwards data. Development of trading systems – automated the generation of daily and real-time trades and integrated model-driven trades to back-office reconciliation systems. Monitoring risk by systems - consolidated risk by factor and covariance exposures; implemented risk management by hedging the market and style risks. Education: Wharton MBA with a major in finance, advanced study project in market anomalies; passed Series 7, Series 66 and Series 3 examinations.

Experience

Juggernaut Capital Advisors LLC, Branchburg, NJ (2016-current)

President

Founded a Global Macro Managed Futures firm, targeting abnormal conditions in global markets for discretionary trading. Raised capital for starting the Managed Account and managing it successfully to generate a strong competitive performance. Analyzed fast-developing macro events and situations to trade futures on currencies, stock indices, bonds and commodities. Developed in-house quantitative screens and signals, which supports trading for pursuing returns uncorrelated with market indices.

First National Realty Management LLC, Lyndhurst, NJ (2014 – 2016)

General Manager

Managed $60 million commercial real estate portfolio, incorporating cost control and revenue maximization initiatives.

Waypoint Capital Management LLC, Huntington, NY (2005 – 2013)

Director of Research

Developed and implemented systematic strategies for trading futures and forwards on global asset classes, seeking returns uncorrelated to broad market indices and benchmarks.

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Enhanced the research platform to participate in the asset class of forwards on emerging market currencies, and in the new opportunity of contrarian trading in directionless markets.

Expanded systematic strategies on an ongoing basis - Designed a path dependent directional model for trading futures and forwards, and integrated its implementation with the existing model.

Designed risk-monitoring systems, consolidating risk by covariance exposures. Evaluated the risks of combining a new strategy with the existing trading system.

Managed the automation of research and signal generation processes for real time trading and dynamic trading. Developed programs in-house, written in Perl, incorporating trading algorithms, data feeds (Bloomberg, Futures data on global futures and forwards markets), risk management and findings from research.

Developed the trading of currency pairs by yield differentials within regions and implemented the yield capture strategy.

RS.Strategies LLC, Branchburg, NJ (1999-2005)

Consultant

Specialized in financial management of commercial real estate investments and construction projects. Structured systematic cash flow management, matching outflows with work completions, achieving superior management of performance and realizing operational efficiencies. Developed a systematic bidding strategy, incorporating returns and risks associated with project’s characteristics. Designed commercial real estate strategy for a real estate investment company, based on the firm’s core competencies.

Manager - alpha strategies (1999-2001)

Founded firm, specializing on equity strategies, developed in-house. Selected stocks systematically based on earnings disappointments and information in corporate 10K and 10Q filings. Examined individual stock returns, controlling for beta, size, style and momentum characteristics.

Vera Vest Investments, Piscataway, NJ (2001-2003)

Financial Advisor

Marketed annuity solutions, having the benefits of planning, diversification, tax advantage and professional management, to the retirement market.

Bankers Trust Company/Deutsche Asset Management, New York, NY (1986-1999)

Managing Director

Managed $135 million active equity fund by positioning systematic strategies, targeting market-neutral outperformance. Allocated capital to long and short portfolios, contributing to alpha, introduced new strategies based on their fit with existing portfolios and hedged risks of beta and style factors. The fund gained prominence within Bankers Trust as a source of alpha for multiple funds, including $500 million enhanced index fund and $20 million hedge fund.

Directed alpha research, focusing on findings of abnormal returns, including those associated with risk arbitrage, momentum, valuation differences, market anomalies, corporate actions and announcements.

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Developed valuation models, simulation routines, statistical programs, option and delta calculating programs, volatility estimators, involving coding in Fortran, RATS (Regression Analysis and Time Series) and SAS and working with CRSP (Chicago University), IDC, COMPUSTAT stock fundamental data and Corporate Actions database. Evaluated stocks in terms of value added, measured by expected returns on invested capital, for constructing long and short stock portfolios. Valued stocks as call options on the underlying assets of the firm, developing an in-house binary option-pricing model, to evaluate relative values for stock selection.

Developed and implemented a systematic strategy, allocating amongst size, value and growth styles in the U.S. equities market, employing time series data of returns and macro fundamentals.

Developed a contrarian trading model to manage the maintenance of equal weights in $700 million equal weighted market fund, bringing down transaction costs from turnover, and realizing the benefits from contrarian trading, value and small size exposures. Presented the contrarian payoffs and the fund’s characteristics to institutional investors.

Education

The Wharton School, University of Pennsylvania, Philadelphia, PA (1984-1986)

Master of Business Administration

Concentrated in finance with an emphasis on investments, securing distinguished grades in investments. Completed advanced study project on the market anomaly of January effect.

Additional information

U.S. citizen. Qualified as a chartered accountant from the Institute of Chartered Accountants, India; articled training with Ford, Rhodes, Parks & Co., New Delhi, specializing in audits of multinational corporations. Graduated with Bachelor’s degree in Commerce (Honors) from Delhi University.

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