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Dr. Sonu Varghese

Dr. Sonu Varghese
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Sonu Varghese, Ph.D. is the Director of Research at Convex Capital Management. Sonu has over 7 years of experience in developing quantitative investment models using equities, options and ETFs as an independent consultant. He is a quantitative researcher and has extensive experience in developing computational algorithms and programs to test hypotheses and conduct portfolio studies across multiple asset classes using econometric techniques. Sonu has evaluated and managed equity option portfolio strategies using cross-sectional and time-series regression based volatility forecasting and implied volatility skew models. Sonu has a Bachelor’s degree in Mechanical Engineering from National Institute of Technology in India, and a Masters as well as a Ph.D. in Mechanical Engineering from Purdue University. His dissertation dealt with modeling and simulation of turbulent flows. Learn more here.