Amitabh Arora leads Systemic Risk management at Citi, a team within the Cross-Asset Portfolio Risk Management group.
Prior to his current responsibility, Mr. Arora headed G10 Rates research at Citigroup covering rates markets in developed economies. Mr Arora held a similar position at Lehman Brothers from 2004 to 2008, where his team was consistently ranked as the top research team by Institutional Investor magazine. He has also published extensively on managing fixed-income portfolios.
Before joining Citigroup in October 2009, Mr. Arora worked in the Monetary and Capital Markets Division at the IMF where he briefed senior management on capital market developments. He also authored sections in one of the IMF’s flagship publications The Global Financial Stability Report; in particular he contributed analysis on capital adequacy in the global banking system, credit constraints in the developed economies and sovereign risk
Amitabh began his career in mortgage research at Lehman Brothers in 1996, ultimately leading the mortgage modelling team before switching to G10 rates.
Amitabh has a Ph.D. in Finance from Columbia Business School.