Chetan Shinde is a seasoned Quantitative Researcher and Allocator at Fidelity, where he architects systematic macro and multi-strategy hedge fund portfolios within a multi-manager framework. His role centers on the critical functions of manager selection, portfolio construction, and risk management, where he pioneers the use of quantitative models and AI to drive allocation decisions and enhance portfolio outcomes. Before joining Fidelity, he was a Portfolio Manager at AQR and Loomis Sayles, where he led the design, management, and scaling of multi-asset systematic strategies. He honed his trading acumen with proprietary rates strategies at DRW and began his career building a fundamental understanding of credit markets at Bank of America. Chetan holds a master’s degree from MIT and a bachelor’s degree from IIT.