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Sergey Rumyantsev

Dr Sergey Rumyantsev is the founder or Forecasting Insights. He has worked on a variety of buy-side, sell-side and consulting projects around investment research, portfolio construction, quantitative models, strategy and project management. After receiving his PhD in Managerial Science and Applied Economics from Wharton Business School, he worked for Citigroup Global Markets in New York, helping to grow new structured credit products and solutions such as CMBS, CRE CDOs, derivatives.

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On buy side, Sergey worked for hedge funds Carlson Capital and Prosiris Capital, most recently as head of financials research. He has focused on investment research, idea generation and portfolio construction in distressed debt, structured products/complex credit, global financial services and real estate; both debt and equity.

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Dr Rumyantsev has consulted on a variety of specialized projects around strategy, investment, and analytics:

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- Work for McKinsey in Eastern Europe around mining supply chain and operations strategy

- Work within Wharton reseach centers on projecting tail risks and improving pricing of weather derivatives

- Work for United Nations around macroeconomic modeling of Russian public finance

- Work for Societe Generale around building macro forecasting and risk models for regulatory and strategic planning goals

- Work around innovative portfolio construction and risk systems

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And has published in academic and applied business journals:

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