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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.
My research interests lie in statistics, applied probability, operations research and financial engineering. My current work focuses on developing data driven optimisation algorithms, with an emphasis on achieving robust performance in the presence of extreme risks. Specific areas of interest include:
Extreme Value Theory, Rare event modelling and simulation
Chance constrained optimisation and risk measures
Distributionally Robust Optimisation
Quantitative Risk Management
Here's a copy of my CV, research and teaching statements.
NOTE: If you are keen on doing an internship under me, please drop a note. In your mail, please indicate what all probability/statistics courses you have taken. I expect moderate to high level of proficiency in at least either one of: advanced probability/statistics (or) one or more of Python, Julia or R
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
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
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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