Vineer Bhansali - LongTail Alpha LLC
Vineer Bhansali founded LongTail Alpha, LLC, a firm focusing exclusively on tail risk management and convexity related investments in 2015. Vineer’s 24-year investment career started at Citibank, where he founded and managed the Exotic and Hybrid Options Trading Desk. He later joined Salomon Brothers in its Fixed Income Arbitrage Group, followed by the CSFB Proprietary Trading Group. Dr. Bhansali was at PIMCO for 16 years, serving the last eight years as MD and Head of the Quantitative Portfolios Team, which he founded in 2008. Among other responsibilities, he was the lead PM for the PIMCO TRENDS Managed Futures Strategy Fund, the PIMCO Tail Risk Hedging Funds, PIMCO RealRetirement and RealPath Funds, and PIMCO’s indexed ETFS. He was also co-PM of the PIMCO Global Multi-Asset Fund, PIMCO Global Relative Value Fund and PIMCO Distressed Senior Credit Opportunities Fund. Dr. Bhansali also managed all of PIMCO’s analytics from 2000 to 2010. He has written four books on finance: “Pricing and Managing Exotic and Hybrid Options”; “Fixed Income Finance: A Quantitative Approach”; “Bond Portfolio Investing and Risk Management”; and his most recent, “Tail Risk Hedging”, and authored over 25 refereed papers on topics as varied as option pricing, fixed income, tail hedging, asset allocation and economics in leading Journals that include the Journal of Finance, Financial Analysts’ Journal, Journal of Portfolio Management, and Journal of Risk. He has received numerous awards, including the Graham and Dodd Scroll Award and TIME magazine’s college achievement award. Under Bhansali’s leadership, PIMCO received the Risk Manager of the Year Award in the asset-management category in 2002 from Risk Magazine. Dr. Bhansali received his Ph.D. in Theoretical Physics from Harvard University in 1992 and M.S. and B.S. degrees in Physics from Caltech in 1987. He is an ATP rated pilot with over two thousand hours in aircraft including jets and helicopters. He has run over thirty five ultramarathons, including winning a silver buckle at the Western States 100 mile Endurance Run.
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