Work with Hiteeksha
About
Hiteeksha also coaches for Quantitative Finance and AI for Finance. View all.
Hiteeksha’s Asset Management Qualifications
Experience level: Vice President
60+ Asset Management clients
I'm a VP in the multi-asset strategies group at BlackRock, where I work as a Quantitative Researcher on systematic investing, portfolio risk, AI and optimization. Before this, I worked in risk advisory at Ernst & Young and in fixed income research at Western Asset Management, and as a Product manager for a financial advisor tool at BlackRock. I've seen asset management from the research side, the risk side, and the client side. I hold a Master of Financial Engineering (MFE) from UCLA Anderson, an MBA in Finance, Bachelors' in IT Engineering and the FRM charter. I also didn't start out as a quant. I moved through consulting and risk roles first, then found my way into quant research later than most people in this field do. That's part of why I coach: I know what it's like to build toward asset management without a clear map, and I can help you figure out yours - whether that means breaking in, positioning the experience you already have, or understanding what the day-to-day work is actually like.
Hiteeksha can help with:
Application Strategy
Interview Prep
Resume Review
Work Experience
Board Member
UCLA Women
November 2025 - Present

Educator
‘Quant’ify Your Career
September 2024 - Present
Career Guidance & Mentorship Platform to educate and share experiences & learnings in Quantitative Finance and Professional Development

Angel Investor
Hustle Fund
February 2024 - December 2024

Quantitative Research
BlackRock
September 2022 - Present
Quant Research-Multi Asset Strategy Quantitative Finance, Python and +3 skills

Product Manager
BlackRock
April 2021 - September 2022
Aladdin Advisor Center Software Product Management, Product Planning and +2 skills

Research Assistant
UCLA Anderson
August 2020 - December 2020
1. Project with Professor Mariko Sakakibara: Analysing factors like earnings volatility and forecast errors affecting information asymmetry in a firm - leading to a corporate spinoff. 2. Project with Global Economics Management PhD student Thomas Groesbeck: Quantifying costs and benefits of early access software by analysing bug reports using Web Scraping & Natural Language Processing. Quantitative Finance

Software Engineering Intern
Western Asset Management
May 2020 - July 2020
AI in Bond Fund management

Risk Analyst
BlackRock
February 2018 - August 2019
Quant and AI Financial risk analyst for wealth manager clients

Consultant
EY
May 2016 - February 2018
Financial Risk Advisory for banks
Intern
Karvy Stock Broking
May 2015 - August 2015
Currency Derivatives Desk
Education

Narsee Monjee Institute of Management Studies
MBA (Dual Degree), Finance
2011 - 2016

Narsee Monjee Institute of Management Studies
Bachelor's (Dual Degree), Engineering in Information Technology
2011 - 2016

UCLA Anderson School of Management
Master of Financial Engineering
Coursework: Econometrics, Quantitative Asset Management, Computational Finance, Machine Learning, Financial Risk, Fixed Income, Derivatives, Stochastic Calculus
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Hiteeksha also coaches for Quantitative Finance and AI for Finance. View all.
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