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Faculty / Visting Faculty

  • Rajat Bhatia, Dean IIQF, 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 Markets, Hong Kong, he was the Country Coverage Officer for the Indian sub-continent covering major clients like the Ministry of Finance, Republic of India, ONGC, Indian Oil and NTPC.

    Earlier, he worked at Booz.Allen & Hamilton, Sydney as a Strategy Consultant on assignments for one of the largest banks in Australia and as an Interbank Foreign Exchange Trader with Citicorp Investment Bank in India.

    As an entrepreneur, Mr. Bhatia worked for Financial Engineering LLC, in Delray Beach, Florida where his work on artificial intelligence and neural networks based trading strategies resulted in the development of the Neural Trader system which was the second best performing trading strategy in the world in 2004-2005. That effort resulted in the creation of a new hedge fund, Delray Capital and his own firm, Neural Capital.

    He is an alumnus of Columbia University, New York, where he was a Dean's Fellow at the School of International Affairs and majored in International Banking & Finance. He is also an alumnus of the Indian Institute of Management, Ahmedabad and St. Stephen's College, Delhi. He is the recipient of several awards for academic excellence including the Founder's Gold Medal at La Martiniere for Boys, Kolkatta.

    He is an avid sportsman and was the Captain of the Cross Country Team at IIM Ahmedabad as well as the champion in the 800 m and the 1500 m at La Martiniere for Boys, Calcutta. He has played cricket for the Hampstead Cricket Club in London and for the Palm Tree Criciekt Club in Highgate, London. He also served as the Vice President of the Tulsa Cricket Association in the United States.

    His other interests include flying the Cessna 152 and the T-67 Slingsby, an aerobatic plane used by the US Air Force for pilot training. He is also active in debates on Economics, Geopolitics, National politics and Social issues.

    He also plays tennis, squash, golf and enjoys swimming, snorkeling and wind surfing. He currently lives in Goa with his Russian wife and American daughter and two adopted wild dogs.

    Mr. Bhatia also worked as a volunteer for the Boca Raton Community Hospital in Florida, for the Sony Ericsson Tennis Tournament in Miami (the fifth Grand Slam) and at a Support Center in Tulsa for the families of the victims of 9/11.

  • Dr. Amit Ram, Ph.D. (Statistical Physics and Computational Methods) from Stanford University (Stanford CA, USA), B. Tech. (Engineering Physics) from IIT (Bombay). He is currently Vice President, Model Risk Management at Credit Suisse, India

    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 Nomura, where he was responsible for VaR methodologies and works on historical simulation VaR process.

    Prior to that he was Analyst (Manager), Valuation Control, Standard Chartered Bank, Singapore where he was responsible for Model usage & calibration review of Interest Rate/Foreign Exchange and Equity Derivatives desks.

    He had worked as Associate, Quantitative Risk Analytics, Lehman Brothers, New York. He tested and validated Lehman Brothers Equity derivatives and credit derivatives pricing analytics.

    He was Consulting Associate, Fixed Income Strategy research with J P Morgan Chase, New York where he supported clients and JPM trading desks on Futures and Options analytics.

    He had also taught undergraduate and graduate courses on Quantum Mechanics, classical mechanics and bio-statistics in the Department of Physics, Stanford University.

  • Dr. Debashis Guha, Ph.D. (Operations Research) from Columbia University Graduate School of Business (New York, USA), an M.A. (Physics) from Texas Christian University (Texas, USA) and a B. Tech. (Electronics and Communications Engineering) from IIT Kharagpur (India).

    He 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 Managing Director of Big Sky Quantitative Research, a Bangalore based investment consulting firm, where he designed and implemented high frequency trading algorithms based on limit order book modelling using queueing theory and machine learning, factor portfolios for emerging markets, a new macro-based tool for more accurate risk measurement, as well as new asset management methods and exchange rate determination models.

    Before founding BSQ Research, he was Managing Director and Head of Quantitative Research for Big Sky Capital LLC, a hedge fund based in Santa Monica, California. He developed macro themes and new risk management framework for a 250 MM USD hedge fund.

    He began his career in the 1980s as Economist at Center for International Business Cycle Research at Columbia University in New York. He also served as Director for several New York based economic and financial research firms, including Alphanomics Inc., the Foundation for International Business Cycle Research, and the Economic Cycle Research Institute.

    He was Consulting Associate, Fixed Income Strategy research with J P Morgan Chase, New York, where he supported clients and JPM trading desks on Futures and Options analytics.

    He has also served as a member of Faculty at the Administrative Staff College of India, Hyderabad, India in 1995-96 where he taught Strategic Management. He has also taught at Columbia University, University of Texas at Dallas and Texas Christian University.

  • Dr. Binay Kumar Ray, Ph.D. (Econometrics) IGIDR, MBA ISB and BE (Mining Eng.) BITS Dhanbad. He 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 the Quant Credit Risk team and exposure estimation. He was responsible for risk exposure estimation for structured Credit Derivatives trades generated from Asia trading desk. Currently he is involved in developing a simulation-based system for commodity derivatives.

    Prior to that he was Independent Consultant with Stadiamarketing (USA), Roulac Global Places where he managed and worked with economics and data analyst team on different Economics projects.

    He was Senior Consultant with the Decision and Marketing Science Team of General Electrics Capital International Services where he developed score-card model for retail (credit card, bank account, PLCC, Loan, Mortgage etc) for Acquisition, Attrition, Cross-sell and Customer Segmentation analysis for USA biggest retail chain firm.

    He was Senior Analyst, Analytics Team with Mckinsey and Company where he worked on and managed the Analytics area projects using various econometric and Time series techniques.

    He is a visiting faculty at NITIE and NMIMS where he teaches Financial Econometrics, Time Series Analysis and Derivative Modelling.

  • Dr. M.P. Rajan, Ph.D. IIT-Madras, is currently Assistant Professor, Mathematics, School of Mathematics, Indian Institute of Science Education & Research.

    He 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 University, Chennai.

    He has extensive post doctoral research experience and has authored many research papers published in highly reputed international journals. Visited Stanford University, USA, University of Kaiserslautern, Germany and University of Linz, Austria as part of Post Doctoral research activities. He has been referee for many highly reputed International Journals. He also offers consultancy in financial engineering.

  • Dr. Narayana Darapaneni, Ph.D. in Mathematics from University of Paris VI and Indian Institute of Science (Bangalore, India) and a M.S. in Mathematics from Pondicherry University (India).

    He has over 9 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 Deputy Vice President and was responsible for Running High frequency trading (HFT) book using machine learning and statistical techniques. He worked at Deep Value Technology (Chennai, India) as Senior Quantitative Analyst responsible for Indicators design and development, HFT strategies design and development, portfolio optimization and risk management.

    He had worked at Computational Research Laboratories / Tata Consultancy Services (Pune, India) as Scientist (Quantitative Finance). He was responsible for leading the quantitative finance team to execute projects related to Low Latency systems design and development, HFT strategies development, derivatives pricing, risk management and data mining.

    He was also involved in research in Mathematics as a Visiting Scientist at Universidad de Sevilla (Sevilla, Spain) and Department of Mathematics, Indian Institute of Science (Bangalore, India) and Indian Statistical Institute (Bangalore, India) and has published many research articles in international journals and conferences.

    He has taught courses and mentored students at IISc, IIT Mumbai, IISER Pune, Pune University, Institute of Chemical Technology Mumbai and Pondicherry University.

  • 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 spreadsheet models. The risk management software products developed by him were used by major global and Indian financial institutions like HSBC AMC, SBI AMC, MIRAE AMC, amongst others.

    He is the founding Director of Indian Institute of Quantitative Finance, started in 2008, India's pioneering educational institution in the field of Financial Engineering, Financial Risk Management and Investment Banking. IIQF has been imparting education and training to major financial institutions and individuals in India in the field of quantitative finance, algorithmic trading and risk management. He has taught courses in Statistics, Econometrics, Algorithmic Trading, Risk Management, Fixed Income Analytics and Derivatives Valuation at financial institutions like Bank of New York Mellon, Société Générale, NSE, BSE, LIC, and others.

    He was the co-founder and the Head of Product Development at Risk Infotech Solutions Pvt. Ltd., started in 2000, India's pioneering software product company in Portfolio Risk Management Software Products which catered to major global financial institutions. He had received Venture Capital funding from WB Venture Capital Fund to start up RISPL which was one of India's first software product companies to research and develop risk management systems in India.

    He is also Vice President and the Head of Financial Technologies at HPC Links Pvt. Ltd., where he leads the development of Quantitative Finance solutions and services using High Performance Parallel Computing technologies in Algorithmic Trading, Risk Analytics, etc. He was also consultant to financial institutions for Volatility Trading systems.

    He has been a consultant to major global financial institutions in risk management domain. He has conducted training programs on risk management, statistics, econometrics, simulations, etc. at several global and large Indian banks, stock exchanges and other financial institutions.

    He was also industry member of the Board of Studies of Mumbai University, entrusted with the task of improving the MMS (Finance) program to make it more industry ready. He designed the structure and syllabus of new Master Degree in Quantitative Finance and diploma in financial risk management.

  • Amrendra Kumar, M.Sc. (Economics) IGIDR and Statistics for Financial Engineers from University of California, Berkely (Haas School of Business) is Senior Trader and Strategist for International Markets (Fixed Income, Commodities and Energy) at Centaurus Financial Services India where he is responsible for developing quantitative strategies for Trading & Risk Management and mentoring/managing new Traders.

    As a Fixed Income Trader his experience is in Trading Bond/Treasury futures, STIR futures, Eurodollars, Swaps, Commodities and Energy products in the International Markets across exchanges (CME, CBOT, LIFFE, EUREX, ICE, EURONEXT).

    Previously he had worked with Bank of Baroda in the Economic Analysis Wing where he worked on the issue of Benchmark Prime Lending Rates (BPLR), the Interest rates pass through mechanism in India and the financial stability of the banking system. He has authored paper on Effectiveness of the Black-Scholes model in Pricing options on S&P CNX Nifty and presented in The Indian Econometric Society (TIES) Conference.

  • Anand Sabale, FRM®, M.Tech. IIT Kanpur, BE Shivaji University. He is Partner at SPN Risk Solutions LLP, where he is involved in Statistical Arbitrage Trading in India Markets and advising broker’s prop desk for Stat-Arb trading.

    He has over six years of experience in risk management consulting, performance analytics and algorithmic trading. He is involved in risk management consulting and performance analytics for hedge funds and fund of hedge funds.

    Previously he had worked with Capital Metrics and Risk Solutions where he was involved in developing quantitative trading strategies and performance analytics for hedge funds.

  • Basesh Gala, CFA, FRM®, MBA (Strategy and Financial Risk Management) (Gold Medalist) Fisher College of Business, Ohio State University, USA and B.E. (I.T.), Mumbai University. He is currently pursuing entrepreneurial ambitions and also working as a Strategy & Finance consultant.

    He has significant global experience in finance, risk management and consulting. He has worked with investment banks, asset and wealth management firms, financial institutions, and consulting organizations at different geographical locations including Wall Street. He enjoys teaching and has significant training experience in the finance domain.

  • Guruprasad Jambunathan, FRM®, CFA, MBA Finance, Bachelor of Statistics, he is currently working with Irevna, CRISIL where he is responsible for undertaking advanced quantitative and risk-based analysis.

    He has over six years of experience in quantitative analysis and risk analysis. He has been conducting training in the relevant field for over four years.

  • Jayesh Kirange, FRM®, CFA, BE Electronics & Telecommunications from Mumbai University, he has over 10 years of experience in the fields of Credit Risk Analytics, Portfolio Analytics, Business Process Re-engineering and Project Management. Currently he works for a Hedge Fund Administrator in Mumbai managing the Regulatory Solutions team.

    Previously he has worked with the Credit Risk Analytics team of J.P. Morgan as a Credit Risk Strategist wherein he was responsible to develop risk mitigation strategies pertaining to Credit Acquisition, Exposure Management, Bust-out, Credit Line Assignments and Fraud Risk.

    He spends his spare time teaching students and professionals and has more than 3000+ hours of teaching experience. He is a visiting faculty and a guest lecturer at the top B Schools of the country as well as various financial institutions. His topics of expertise include Advanced Derivatives, Fixed Income Securities, Credit and Market Risk Measurement and Management, Risk Modeling, Equity Valuations, Corporate Finance and Portfolio Management.

  • Kalyan Roy, M. Stat. from Indian Statistical Institute (Kolkata, India), B. Stat. (Hons.) from Indian Statistical Institute (Kolkata, India). He was also a Ph.D. candidate in Statistics and a Statistical Consultant at Indiana University (USA).

    He has over 18 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 largest institutional broking houses in India as a Quantitative Market Micro-structure Researcher. He has also served as the Head of Quantitative Analytics at Capital Metrics & Risk Solutions working in Quantitative Asset Allocation Research.

    He has worked as a Quantitative Analyst with Deep Value Technology, a firm specializing in high-performance algorithmic trading strategy vehicles where he was involved in studying stochastic models of equity market microstructure, developing ultra-high frequency trading algorithms, statistical modeling, estimation of volatility based on ultra-high frequency data, building factor models for the S&P500 stocks, statistical modeling of ultra-high frequency time series.

    He has worked as Statistical Consultant with Indiana University, U.S.A. where he was involved in modeling for researchers in physical, biomedical and social sciences. He has also worked as Statistical Analyst with CITIBANK, Chicago, U.S.A. where he worked on consumer response modeling. He has worked as Statistical Analyst with BANK ONE, Delaware, U.S.A. where he worked on consumer credit risk modeling.

    He has worked as Statistical Modeler with IMS America, Pennsylvania, U.S.A. He had also been a Lead Consultant with Symphony Services, Bangalore, India and Market Research Director with IMRB International, New Delhi.

  • Ritesh Chandra, CFA (Level 3), MBA from IIM Calcutta and B Tech from IIT Kanpur. He has more than 11 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 Senior 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 INR 20bn portfolio covering Working Capital facilities, Term loans / ECB, Trade Finance and Derivative products.

  • Rohit Pratap Singh, MBA (Finance) IIT-Kharagpur, B.Tech., CFA (Level-III candidate), he is an Investment Banker currently working with one of the top four consulting firms.

    Previously he was an Investment Banker working for one of the largest European Investment Banks. Prior to that he worked with the M&A and Corporate Advisory Group of SBI Capitals Markets, the Investment Bank arm of SBI. He has over four years of experience in Mergers and Acqusitions and Private Equity. He has been involved in International M&A and PE fund syndication for notable Indian corporates in Auto, Healthcare, Industrial sectors.

  • Snehal Soni, is currently the Product Head-Algo for a large broking house. Previously he was the Head (Proprietary Trading) at IKM Investor Services Ltd. He was a PhD Scholar at FMS Delhi and has done his MBA in Finance from FMS, Delhi.

    He has more than 18 years of experience in Financial markets, covering Business development, Sales & Marketing, Research (Derivative), Dealing, Trading, Back-Office, Compliance, IT, OMS, Trading Analytics (including data visualization) and Risk Management. Major part of his career has been in Funds Management, Research on arbitrage based strategies (Equity & Derivative) where he played the role of idea generation, back-testing and putting in place the necessary ecosystem (Exchange & board approvals, training & IT etc.) for its execution.

  • Srijoy Das, has done his MSc. Finance from London Business School and B-Tech from IIT Kanpur. He 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 experts.

  • Vishal Singhi, FRM®, MMS (Finance), Certificate in Financial Engineering, 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.

  • Vivek Singhi, MMS (Finance) Mumbai University. He is currently working with CRISIL as Executive Analyst where he is responsible for construction of Benchmark Indices and providing Valuation services on the Fixed Income side.

    At CRISIL Vivek was instrumental in the development of a Valuation Model for Floating Rate Bonds in India, conceptualization and construction of Treasury Bill Index, Liquid Fund Index and construction of indices for NSE. He has worked on Performance Attribution Analysis, Valuation of Government Bonds, Corporate Bonds, State Development Loans, Treasury Bills, CP and CD Matrix, Benchmark Valuation, FRN PTC Valuation etc. He has worked on a methodology to valuate STRIPS in India, development of methodology for valuation of Interest Rate Swaps and Credit Default Swaps in India. He enjoys teaching and has significant training experience in the finance domain. He has taught Fixed Income Valuations and Research and Financial Modelling, Financial Planning, Derivatives at various MBA colleges and teaches students for CFA and FRM®.

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