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