People

Hari Krishnan

Hari Krishnan

Formal First Name
Hari
Location

Hari Krishnan is the Head of Volatility Strategies at SCT Capital Management, an investment management firm headquartered in New York City. In his role, he manages all options-based strategies based on an asset lift out from Doherty Advisors, where he previously served as a Portfolio Manager. He is a seasoned fund manager who combines his expertise in systematic macro, managed futures, and options trading in an ongoing search for new strategies. Krishnan is also a renowned author who blends anecdotal evidence, statistical analysis, and mathematical models to give a relatively complete picture of the way the industry works.

Professional Experience


Academic History

WORK EXPERIENCE

  • Senior Economist at Chicago Board of Trade - Simulated changes to price distributions for various interest rate futures contracts based on a shift in the notional coupon.
  • Consultant at Carr Global Advisors - Focused on weather prediction model validation.
  • Executive Director at Morgan Stanley - Developed various factor models to incorporate traditional assets, hedge funds, and private equity into a coordinated risk framework.
  • Fund Manager at Cross Border Capital - Focused on volatility and systematic currency strategies.
  • Portfolio Manager at Doherty Advisors - Managed a VIX replication strategy, along with bespoke hedging mandates.

EXPERTISE

  • global macro
  • volatility
  • systematic trading
  • quantitative investment strategies
  • equity fund strategies
  • volatility strategies


MEDIA

  • Krishnan has appeared as a guest on Real Vision.