Dr. Rajan has the rare combination of having extensive experience in industry, research and academics. He had worked with a tier-I Wall Street Investment Bank, Goldman Sachs as Quant Analyst in the Fixed Income, Currency, Commodity and Strategy Division where he was engaged in research and development activities. He has designed and developed financial applications for interest rate and forex derivatives.

Previously he has been an Associate Professor in Financial Engineering and Mathematics with the Dept. of Mathematics, IIT-Guwahati where he headed the Quantitative Finance Research and Development Group. He also worked as Professor and Head of a Computer Science department, Anna (more ...)

Dr. Rituparna Sen is Associate Professor at the Applied Statistics Division, Indian Statistical Institute, Bangalore.

She worked as Assistant Professor at the University of California at Davis from 2004–2011 after obtaining a Ph.D. in statistics from the University of Chicago, USA. She has also taught courses in Chennai Mathematical Institute and Madras School of Economics.

She has authored over thirty papers and a book on Computational Finance with R. She is the editor of the journal Applied Stochastic Models in Business and Industry and associate editor of several other journals.

Rituparna is an elected member of the International Statistical Institute and a council member of the (more ...)

He has extensive experience working in financial industry on valuation and risk management of financial derivatives. He has extensive product knowledge encompassing fixed income, credit and hybrid equity derivatives. He has expertise in stochastic calculus based financial mathematics and experience in working with regression based models in mortgage finance and extensive experience applying statistical data analysis methods to financial data. He has expertise in presenting complex mathematical and statistical ideas to traders and sales people. He has well experienced in mentoring quantitative analysts, desk traders and programmers.

Previously he was Vice President, Quantitative Risk with (more ...)

Dr. Hari is a Data Scientist working with one of the world's leading analytics product companies. Previously he worked with Deep Value, an Algorithm trading firm.

He was awarded four gold medals because of his outstanding performance in B.H.U.

Dr. Vivek Mishra has done his Ph.D. in Computer Science and Masters of Engineering from IISc Bangalore and B. Tech from IIT Roorkee.

He has worked for Deep Value, an US based firm that develops research-driven trading algorithms based solely on best execution. He is an expert in applying Machine Learning using Python and R in Algorithmic Trading.

Raj Bhatia is an investment banker & derivatives trader turned entrepreneur and academic. He is the Founder & CEO of NEURAL CAPITAL, a firm that specializes in the developing and trading quantitative trading strategies for the global financial markets. He is a Partner at NEURAL INTERNATIONAL PARTNERS.

He worked at Citibank Global Asset Management, London, where his Alternative Investment Strategies Group managed US$ 10 billion in Fund-of-Hedge Funds and in Collateralized Debt Obligations. He has also worked at Lehman Brothers, London in their Global Derivative Products group as a Derivatives Structurer focusing on Fixed Income, Currencies & Commodities.

At Merrill Lynch Capital (more ...)

Dr. Guha has over 30 years global experience working and teaching as a quantitative finance professional and economist. He has conducted research in many areas of economics, finance and quantitative analysis, including macroeconomic forecasting, asset allocation, risk management, machine learning, and queueing theory. He has also applied this research to practical business problems, and has advised governments, central banks, major corporations on macro forecasting, policy analysis, revenue forecasting, product positioning and strategy formulation. He has also been a consultant to hedge funds in USA, Europe and Asia on high frequency and algorithmic trading.

He is the Founder and (more ...)

Dr. Binay Ray is currently working as Manager Counterparty Credit Risk, NBAD.

Previously he was working as AVP Quantitative Risk with DBS Singapore where he was responsible for setting up Quant-based risk analytics. Prior to that he worked as AVP Quantitative Risk team with Nomura Sec. (formerly Lehman Brothers) one of top four Wall Street Investment Banks. A Quant professional with more than half a decade of experience in Modeling, Measurement and Management of Quantitative risk and analytical projects. He is the first person to start the Quant Credit Risk Team in India for the Lehman Brothers for their entire Asia-Pacific trading desk and received an Outstanding Award for setting up (more ...)

Dr. Narayana has over 12 years of industry and 3 years of academic research experience. His expertise is in parallel multilevel Monte Carlo methods, machine learning, time series analysis, optimization, trading strategies, risk management, R, Python and Big Data technologies. He has worked as trader as well as project manager and developer.

He has worked as Research Consultant with a leading HFT firm (New Delhi, India) where he was involved in developing Machine Learning and statistical techniques for algorithmic trading and HFT strategies design and development.

He is also Adjunct Faculty member at IIT-Bhubaneshwar.

Previously he worked with Edelweiss Securities (Mumbai, India) as (more ...)

Srijoy Das has more than 15 years of experience in Quantitative analysis and research that includes areas such as Derivatives Pricing, Market and Credit risk and has worked in India, USA & UK in a variety of roles in international banks and consulting firms. His more recent projects over last 4 years include model risk assessment of counter-party risk models and regulatory stress testing (CCAR, EBA) models for leading investment banks.

Further he is a thought leader and a scholar who likes to connect with, influence and inspire his audience through writing, speaking, lecturing and debating and using world class network of resources that include theories, best practices and subject matter (more ...)

Kalyan Roy has over 22 years of experience working in the industry where he has played Quantitative Analyst roles at various organizations such as Citibank, Bank One and IMS Health in the USA and Nomura, Capital Metrics & Risk Solutions, Deep Value Solutions, DenuoSource, Patni Computer Systems, IMRB and Symphony Services in India

He has worked with Nomura (India) as Quantitative Analyst modelling Limit-Order Book Dynamics by Continuous-Time Stochastic Processes yielding algorithmic trading strategies for the pure limit-order driven global cash equity markets using Stochastic Filtering, Stochastic Control and Reinforcement Learning Techniques.

He previously worked with one of the (more ...)

Ritesh Chandra has more than 14 years of experience in Credit Risk, Corporate Finance & Technology and has worked in India, China & Canada in a variety of roles.

He is currently working as a Group Executive Vice President - Corporate Banking Risk in a large private sector bank in New Delhi. Earlier he worked with Barclays Bank as AVP – Wholesale Banking Risk Analyst for an INR 20 bn portfolio covering Working Capital facilities, Term loans / ECB, Trade Finance and Derivative products.

Ujwal is currently working as a GM of one of the top MNC IT Company leading their Risk Management team and Derivative Valuations team. Earlier he was working with one of the top four Wall Street Banks as Credit Analyst where he was responsible for structuring and recommending exposure for fund-based, non-fund based and derivative facilities. He has experience of statistical modelling of short-term interest rates in India.

Rupal has a vast experience of more than 12 years in various areas of finance. He currently works as Vice President, Fixed Income at one of the largest International Bank for their Corporate Investment Banking Division. Prior to this he was working as Assistant Vice President at Credit Suisse, Investment Banking Division. He also has been a regular internal trainer in the organizations that he has worked in.

Keshav currently works as an AVP in a top International Bank. He has worked across various investment banks and financial institutions in the areas of financial modelling, M&A, risk management, risk advisory, derivatives research and financial analysis.

Vishal is currently working Dhanlaxmi Bank heading the derivatives trading desk.

Previuosly he was the Chief Manager of Treasury at a leading private sector bank where his responsibilities included structuring of Forex and interest rate derivative products, designing hedging strategies, risk analysis, pricing of path dependent exotic options, etc. He has over seven years of experience in industry and also in teaching in business schools.

Jayesh is the currently working as Director of a Hedge Fund Administration and Consulting company SS&C Globeop. With revenues of more than $4.5bn, SS&C Globeop is the market leader for providing solutions to the Alternative Fund industry. Jayesh leads the India Regulatory and Analytics Solutions Business where he maintains strong client relationships with executives at hedge funds, private equity funds and fund of funds around the globe. Jayesh plays a key role in development of new Analytical & Regulatory products, Sales & Marketing strategy and Revenue growth. Previously he has worked with banks like JP Morgan and ICICI.

Jayesh is also the Chairman and Founder of Nitya Saarthi (more ...)

Rajan Gadkari, a very senior Wall Street Quant and Investment Banker specializing in Derivatives Valuations and Risk Management. He was Managing Director at some of the largest Investment Banks and Financial Institutions in New York. He was Managing Director and Global Head of Derivatives Valuation and Risk at Bank of New York Mellon, New York, Managing Director and Global Head of Derivatives and Structured Products at Thomson Reuters Inc., New York, Managing Director and Head of Derivatives and Hard-to-Value MBS products’ Development at JP Morgan, New York, Director, Global Risk Management at Lazard Capital Markets, New York, Director, Corporate Risk Management, Global Foreign Exchange at (more ...)

Abhijit Biswas has more than 22 years of experience as a Quant professional in research and development and teaching in the field of Financial Engineering, Financial Risk Management and Algorithmic Trading software products and systems using Machine Learning.

As a Quant professional, he has created numerous breakthroughs in Risk Modelling technology in India. He co-developed India's first and principal Multi-Factor Risk Model for the Equity market, and India's first and only one of a kind Multi-Factor Risk Model for the Fixed Income markets. He had also developed in 2002 India's first commercial grade large scale Monte Carlo Simulation system for business analytics using Excel (more ...)

Edelbert brings over 20 years of experience in banking, asset management and capital markets. He has been a part of the founding team of Yes Asset Management.

Some of his earlier assignments have been with ING, Pramerica (Prudential of U.S.A.) and ICICI. He was entrusted the responsibility of starting the Investment Risk function at ING Investments India where he designed and built a formidable system to track and monitor key investment risk parameters thereby making sure that investment managers don't deviate from their scheme objectives. On the back of this achievement, his involvement was sought in projects at the Asia-Pacific level. He has been a member of various investment (more ...)

15 year BFSI Risk Management & Model Implementation Work Ex. Across Corporate, Institutional & Investments Banking

Director in UBS - Risk Modelling & Analytics, Model Risk Management & Control, Chief Risk Office (CRO) Function

MBA-Finance & MSc in Machine Learning & Artificial Intelligence from Liverpool John Moores University (LJMU)

Post-Graduate Diploma in Machine Learning & Artificial Intelligence from IIIT-Bangalore

Domain SME on Credit Risk , Derivatives Counterparty Credit Risk, Derivative Pricing, Stochastic Modelling, Stress Testing

ML Expertise (Teaching ML for Quantitative Finance & Risk Management)

Financial Prediction (Regression & Classification ) - Lasso/Ridge (more ...)

22 years of Work-Ex in Academics, Research & Industry in Business Applications of Artificial Intelligence & Machine Learning

Worked as post doctoral fellow with Department of Computer Science, University of Copenhagen and Department of Computer Science, Technical University of Berlin.

Worked as researcher with Siemens Research Labs Amsterdam and Samsung Research Labs at New Delhi & Bangalore.

His current research interests include business analytics, artificial intelligence, machine learning, deep learning.

He has published 4 research monographs and 60 articles in international journals and conference proceedings.

He has served as reviewer for several international journals and (more ...)