Riti Samanta

Systematic Fixed Income Portfolio Manager and Strategist GMO

Dr. Samanta was formerly the portfolio manager for GMO’s systematic credit/LDI and Multi Sector Fixed Income strategies and fixed income strategist. She was responsible for the design and management of systematic multi sector strategies and solutions combining new strategies and existing capabilities. She represents GMO’s fixed income capabilities to institutional clients and consultants.

Prior to GMO, she was managing director - global head of systematic fixed income and a senior portfolio manager at State Street Global Advisors (SSGA). Previously at SSGA she designed strategies and managed portfolios in active emerging markets debt and currencies and in investment grade and high yield factor based credit strategies. She developed and led the growth of the smart beta fixed income research and portfolio management area at SSGA.

Dr. Samanta has published in peer reviewed journals in the areas of factor based fixed income, and on statistical topics related to extreme value theory and multi variate correlation modeling. She is a regular speaker at industry conferences and events. Her research area is in systematic fixed income and its connection to other asset classes in multi sector investment applications. She has a BA in Economics and Mathematics from Reed College. She earned her MSc in Mathematical finance and PhD in International Economics and Finance from Brandeis University.