Amit Shrivastava

Amit Shrivastava
Manager, Modeling & Analytics

Amit joined The Oakleaf Group in 2016 as a Manager on the Modeling and Analytics team.  He has contributed to several of Oakleaf’s strategic initiatives in providing analytics and modeling solutions to numerous clients in financial services, mortgages and capital markets.  Amit has over 12 years experience pricing, investing, and research in capital markets across equity, equity derivatives, and structured mortgage products.

Prior to joining Oakleaf, Amit was an Analyst at Aperio Capital Management, a hedge fund focused on RMBS.  Before that, Amit was Vice President, Products Strategy and Business Development at MCX Stock Exchange and Head of Research at the Bombay Stock Exchange, where he launched the exchange's equity and equity derivatives segment and led the creation and implementation India’s first market making program.

Before that, he was a Senior Investment Analyst at Treesdale Partners – a New York-based fixed-income fund of funds, developing investment strategy, analyzing hedge funds and valuing structured investments, and an Associate with the Fixed Income – Structured Products Sales and Trading desk at Bank of America.

Amit holds an MBA from the University of Chicago Booth School of Business and a B. Tech in Chemical Engineering from IIT, Varanasi.

Manager, Modeling & Analytics
Oakleaf’s Modeling & Analytics group recently reviewed the survival rate of the M-1 bonds supported by various types of RMBS underlying collateral issued during the 2005 to 2007 timeframe. A significant number of M1s are acting like options which are just out of money and are poised to...