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Anirban Majumdar
About Us

Founder & Principal Consultant

ANIRBAN MAJUMDAR

MBA (Chicago Booth) | MS (Computer Science) | BTech (IIT Kharagpur)

With over 25 years at the intersection of finance, technology, and data science, Anirban brings a rare combination of quantitative rigor and entrepreneurial vision to every engagement.

His journey spans from building SABR volatility models for exotic derivatives at Aegon to architecting real-time portfolio analytics at Charles Schwab; from co-founding a healthcare AI startup to developing factor-based investment strategies that outperform traditional benchmarks.

Anirban founded InnovationStrat Consulting to democratize the sophisticated analytical frameworks typically reserved for institutional investors and Fortune 500 companies, making them accessible to individuals and growing businesses navigating complex financial and healthcare decisions.

25+ Years Experience
$110B Assets Modeled & Managed
3 Advanced Degrees

Career Journey

2023 - Present

Founder & Principal Consultant

InnovationStrat Consulting

Launched quantitative consulting practice advising on portfolio construction, risk management, and tax-optimized investment strategies. Built proprietary trading platform with backtesting, options analytics, and macro dashboard. Manages 401(k) and profit-sharing portfolios ($1M–$5M) for HNW clients, businesses, and family offices.

2021 - Present

Sr. Consultant, Quantitative Risk & Options Modeling

Charles Schwab

Led risk model integration during the TD Ameritrade/Schwab merger. Implemented SABR pricing models in C++, built LSTM-GARCH volatility systems, and conducted CCAR/DFAST stress testing for Schwab Bank. Delivered VAR, XVA, and margin risk improvements across equities, commodities, and currencies.

2017 - 2021

Co-Founder & CTO

PatientMD (Healthcare AI)

Built AI-powered clinical decision support platform from the ground up. Raised $5MM, scaled to full product, and exited at 7x multiple.

2012 - 2017

Sr. Quant Researcher & Manager

Charles Schwab

Led a quant team building equity risk and alpha models serving millions of retail investors. Developed credit risk models for Schwab Bank loan portfolios. Created factor models, regime analysis, and GARCH/ANN volatility prediction systems.

2010 - 2012

Sr. Quantitative Analyst

Allstate Investments

Conducted multi-asset risk budgeting, attribution, and aggregation across nine asset classes. Developed interest rate and FX volatility models, optimized yield curve roll strategies.

2008 - 2010

Quantitative Analyst

Aegon USA & Actant Inc.

Priced and managed $60MM synthetic CDO portfolio (realized $1.2MM profit). Implemented SABR/Heston stochastic volatility models. Built HFT market-making strategies for options desks.

2005 - 2008

Quantitative Analyst & Portfolio Consultant

Blackwell Consulting

Developed portfolio analytics frameworks for a $10MM hedge fund. Estimated VaR, tracking error, and regulatory capital requirements under Basel stress tests at Fifth Third Bank.

1997 - 2005

Software Engineering → Quant Finance

Oracle, BEA Systems, Citibank

Progressive career from developer to project lead, building the technology foundation that underpins the quantitative work.

Notable Projects

SABR Options Pricing & Risk Library

Extended SABR stochastic volatility model with Nelder-Mead calibration in C++. Productionized stress-testing workflows for margin risk across equities, commodities, and currencies during the Schwab/TD Ameritrade integration.

LSTM-GARCH Volatility Forecasting

Developed hybrid ML volatility models combining LSTM neural networks with GARCH for predicting concentration portfolio risk. Used for margin calculations and unsecured debt risk modeling at Charles Schwab.

Multi-Asset Risk & CCAR Framework

Analyzed liquidity gaps, capital adequacy ratios, and cash flow mismatches for Schwab Bank under CCAR/DFAST/Basel stress scenarios. Reviewed capital planning, CVaR, and XVA across the enterprise.

Proprietary Trading Platform

Architected end-to-end Python platform with backtesting, portfolio construction, options analytics, position management, and execution — powering tax-optimized ETF rotation, pair trading, and hedging strategies.

Macroeconomic & Market Dashboard

Built comprehensive analytics platform integrating FRED, Quandl, and Polygon APIs for yield curve modeling, volatility skew analysis, sector rotation signals, and cross-asset monitoring.

$60MM Synthetic CDO Portfolio

Priced, structured, and managed synthetic CDO portfolio using S&P methodology at Aegon. Negotiated with S&P and Moody's to reduce capital charges, realizing $1.2MM profit during the 2008 crisis.

Equity Risk & Alpha Models

Led development of short and long horizon factor models for domestic and international equities. Built credit risk models estimating probability of default and loss for Schwab Bank loan portfolios.

HFT Options Market Making

Developed high-frequency market-making strategies and GJR-GARCH volatility models for options desks at Actant Inc., supporting prop trading firms including Goldman Sachs, Merrill Lynch, and Peak 6.

PatientMD Healthcare Platform

Co-founded and built AI-powered clinical decision support platform with telemedicine, PHR/EHR integration, and healthcare token economy. Raised $5MM, exited at 7x multiple.

What Sets Us Apart

Quantitative Rigor

25+ years building models at institutional scale—from SABR volatility pricing to factor-based portfolio optimization.

Entrepreneurial Perspective

Founded and built a healthcare AI startup. We understand the founder journey from first check to scale.

Integrated Approach

Finance, tax, healthcare, and technology expertise under one roof—no siloed advice or coordination gaps.

Team working