About me

I am an Assistant Professor at the Indian Institute of Management, Bangalore. Previously, I was a Postdoctoral Researcher at the Singapore University of Technology and Design, and before that I completed a Ph.D. in Operations Research and Financial Engineering from the Tata Institute of Fundamental Research.

I work on modelling and estimation of extremes in finance and operations contexts. Areas of interest include:

Extreme Value Theory, rare event modelling and simulation
Asymptotic Statsitics
Distributionally Robust Optimisation
Quantitative Risk Management
Financial Networks

A bit more about my research

Here's a copy of my CV, research and teaching statements.

NOTE: I am currently NOT taking interns

Open Academic Positions:

I am always on the lookout for Ph.D. candidates who wish to work in Operations Research, Applied Probability or Quantitative Risk Management

Awards and Honours

I-SIM Best Publication Award, 2024
Excellence in Teaching Award, 2023
Third Prize at INFORMS JFIG, 2021
Best Paper Award - CRISIL Doctoral Symposium, 2017

Education

M.Sc. + Ph.D., Tata Institute of Fundamental Research, Mumbai 2015-2021 (area of research: Operations Research and Financial Engineering).
B.E. in Electronics Engineering, Mumbai University, 2015.

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