Senior multi faceted professional with worldwide experience in managing trading business spanning multiple asset classes and derivatives at international banks and asset managers. Entrepreneur with experience building technology driven startups in the social sector including Education and Agriculture. Experience in Academia with published research and teaching in the area of financial markets and data science with a strong interest in Research, Teaching, Innovation and Entrepreneurship.
Professional Work Experience:
Founder, Dvara E-Registry Pvt Ltd.
Startup for agri-finance using Satellite Data, Image Processing and AI
Apr 2015 - Mar 2018
Product, Markets and Risk Consultant. NCDEX, Mumbai Market and product design and optimization for Futures and Option Products
Feb 2012 - Jan 2013
Product and Markets Consultant, DGCX, Dubai Product and markets design and optimization of Currency, Interest Rate and Gold Futures
Feb 2010 - Aug 2015
Founder, ClearConcepts Knowledge Services Pvt Ltd., Hyderabad. Ed tech startup in the area of online test preparation
Sep 2006 - Aug 2015
Director/ Consultant, Allegro Advisors, Bangalore. Established asset management, execution and family office business.
May 2004 - Aug 2006
Principal, Azura Capital Advisors, Singapore. Portfolio Manager for Asia Focused Macro Hedge Fund
Jul 2001 - April 2004
Principal, Bank of America, Hong Kong. Head of Interest Rate Trading, Asia responsible for Bonds, Swaps, Options and Structured Products trading.
Apr 1998 - Jun 2001
Vice President, J.P Morgan, Tokyo & Mumbai.JGB OTC and Exchange Traded Options bookrunner. India Management Committee, Head of India Interest Rate Trading and Primary Dealer in India Government Securities
Mar 1995 - Mar 1998
Manager, ICICI Securities Primary Dealer, Government Bonds Trading
Mansabdar, S. & Yaganti, H.C. (2023). “Optimizing Hedging Effectiveness of Indian Agricultural Commodity Futures: A Simulation Approach”. Asia Pacific Financial Markets, 30, 13–36. https://doi.org/10.1007/s10690-021-09355-3 [ Second Best Paper at SEBI Capital Markets Conference]
Mansabdar, S., Yaganti, H.C. & Basu, S. (2022). “The impact of embedded location options on price discovery of agricultural futures contracts – the evidence from the Chana contract". Journal of Indian Business Research, 14(3), 301-318. https://doi.org/10.1108/JIBR-03-2021-0112
Mansabdar, S., & Yaganti, H. C. (2022). “Price Discovery in the Presence of Embedded Location Options: The Evidence from Chana Contracts in India”. Business Perspectives and Research, 0(0). https://doi.org/10.1177/22785337221098270
Afshar, M.H., Foster, T., Higginbottom, T.P., Parkes, B., Hufkens, K., Mansabdar, S., Ceballos, F. & Kramer, B. (2021). Improving the Performance of Index Insurance Using Crop Models and Phenological Monitoring. Remote Sensing, 13(5):924. https://doi.org/10.3390/rs13050924
Mansabdar, S., & Yaganti, H. C. (2020). “Heterogeneity of Cash Markets at Physical Delivery Points and the Hedging Effectiveness of Agricultural Commodity Futures in India – Lessons for Contract Optimization”. Applied Finance Letters, 9(SI), 79-89. https://doi.org/10.24135/afl.v9i2.239 [Second Best Paper at SEBI – NISM Conference]
Mansabdar, S., & Yaganti, H. C. (2020). “Valuing the quality option in agricultural commodity futures: a Monte Carlo simulation-based approach”. arXiv preprint arXiv:2006.11222.