Samir Shah CIO of MBS Mantra LLC
QuantVision 2025: Fordham’s Quantitative Conference & Data Summit
Samir is the founder and CIO of MBS Mantra, LLC and Alpha Research and Management (ARAM), specializing in fixed income and MBS investing and macro-economic risk research. He focuses on solving investment problems in fixed income and MBS from first principles, using economics frameworks, and has pushed the boundaries of connecting economics with asset prices. He has created both fundamental and systematic quantitative processes to generate Alpha in numerous markets and sectors. Currently, he manages MBS for clients in SMAs (MBS Mantra), and has a Systematic Active Fixed Income strategy that uses ETFs (ARAM)
Earlier in his career, Samir worked at Morgan Stanley, Merrill Lynch, Nomura Securities, Amherst Securities, Cantor Fitzgerald, and founded and ran MBS Sales and Trading at MF Global in anticipation of and during the GFC.
Samir has a BA in Economics (Highest Honors) from Rutgers College, Rutgers University, having also completed most of the requirements for a second major in Computer Science. He also has an MBA from the University of Chicago GSB (now Booth) in Finance and Econometrics.
His research can be found at https://mbsmantrallc.com/analysis.shtml
Linkedin Profile:
https://www.linkedin.com/in/samir-shah-6a9096a
QuantVision 2025: Fordham’s Quantitative Conference & Data Summit
