Neelotpal Shukla is a quantitative research manager for Quantitative Research, a unit of Morningstar, Inc. He works on innovative statistical models, such as the Morningstar Risk Model.
Before joining the quantitative research team, he worked as a product developer for the indexes group, specializing in algorithmic portfolio construction for the equity and fund asset classes.
Shukla holds a bachelor's degree in civil engineering from the Indian Institute of Technology Madras and a master's degree in computational civil engineering from the University of Illinois at Urbana-Champaign. He also holds the Chartered Financial Analyst® designation.