Business Meeting


Priya Khatri


Priya Khatri

Head Of Managed Programmes

With a Ph.D in Computer Science, Priya and her support team work continuously on our high frequency financial data sets, in order to translate ideas into actionable execution signals and modelling transaction costs. The development of statistical models for volume and volatility curves and writing production quality, high reliability, highly tuned numerical code.

In her spare time Priya enjoys playing the piano and raising her young family in todays evolving modern world.


T: +1 347 6456837

A Day in the life of our Head of Managed Programmes


​What did you concentrate on during your doctoral programme

What made you decide to join our team

What do you like most about ASW

I studied Operations Research in graduate school and focused on mathematical modeling and data analysis. Finance is a natural application of that.

The people I met during the interview process. I met people who were smart, and also very respectful. They were willing to discuss ideas in a professional way, whether they agreed or disagreed with them.

The people – I think we have the best minds. The teams has a diversified background. If you’re interested in some technical area, it’s very likely you’ll be able to find a person to get a one hour overview and feel like you gained some insight into the area.

What is unique at your current role?

I feel a lot of freedom in the team. For example, the sales managers respect my opinion on what are the key areas to work on. I am encouraged by the QR team to pursue the approaches I think are most promising. I participate in decisions very close to the trading in our managed programmes, but I can also sit back and focus on long term projects that I’m interested in. At times, I’m running between urgent things, but there are also times I can read a paper and explore an idea.

We talk a lot about teamwork and collaboration at ASW. Where do you see this demostrated in your current role?

It’s demonstrated in every piece of work I do. My work builds on ideas, results, and code pieces of my colleagues. I share with my colleagues if I have worked out something exciting and that could be of potential use to them, and vice versa.

If you were speaking with someone who was considering ASW, what would you say?

In your opinion what is the best perk we offer?

Walk us through a typical day in your life

What is your favorite thing about the New York

ASW is a place you can grow with and build a career. People are patient and invest their time and knowledge in you. If you are willing to learn, you will gain a wealth of experience from the team around you daily.

The fitness classes; I’ve tried most of them. I like the Total Body Fitness class and the trainer, and am now training with him as my personal coach.

My days start by checking emails to make sure production jobs run smoothly before market opens. The rest of the day could include coding, monitoring strategy live performance, fixing emergency issues, deriving math formulas, reading academic papers and commercial reports, reviewing results with another quant, brainstorming with traders on signals, or going through system setup with technologists.

New York offers the right balance for me. The city is very vibrant and offers rich cultural experiences, and the suburbs are great for family life.