Mayank Saxena is a Quantitative Investment Strategies(QIS) trader at Société Générale with more than 12 years of experience at the intersection of quantitative research, derivatives and systematic investing. His work spans systematic equity and cross-asset strategies, with particular emphasis on volatility, options, portfolio construction, and risk management.
Over his career, Mayank has worked across research, strategy development, structuring, and trading. He brings a practitioner's perspective to how institutional investors can turn quantitative insights into scalable strategies—balancing return objectives with implementation, liquidity, execution, and evolving market risks.
His experience includes equity and index volatility, dispersion, volatility risk premia, tail-risk strategies, commodity volatility, CTA and systematic delta-one strategies. He is an active contributor to the quantitative investing community, sharing insights on the evolution of systematic strategies, volatility investing, and the role of technology and automation in institutional trading.
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