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FACULTY & RESEARCH ›› Faculty Profiles ›› Faculty list A to Z ›› Sen, Anindya

FACULTY

Sen, Anindya
Personal Webpage
Anindya Sen
Finance & Control

Assistant Professor

Ph.D. in Mathematics, University of Chicago, 2005
Master in Mathematics, University of Chicago, 1999
Bachelor of Statistics, Indian Statistical Institute, 1997

Phone:  +91-80-26993395
Address:  C-107

Research Interests:
Stochastic Calculus; Mathematical Finance; Credit Risk Modeling, Credit Derivatives and Correlation Products; Hedge Fund Replication; Equity Strategies; Market Microstructure

 

Academic Positions:
IIM Bangalore: June 2009-present
Graduate Research Fellow, Santa Fe Institute, 2003 - 2004
Instructor, Financial Mathematics Program, University of Chicago, 2001 - 2002
Instructor, Department of Mathematics, University of Chicago, 1999 - 2002

 

Industry Experience:
Equity Strategy and Hedge Fund Replication Group, Goldman Sachs, 2007 - 2009
Risk and Quantitative Analysis Group, Credit Suisse, 2006 - 2007
Credit Derivatives and Correlation Products Group, Morgan Stanley, 2005 - 2006

 

Academic Awards and Achievements
Graduate Research Fellowship, specially invited to join project sponsored by McKinsey & Co,
Santa Fe Institute (2003 -2004)
McCormick Fellowship, awarded to outstanding beginning graduate student, University of Chicago (1997 - 1998)
Graduate School Teaching Assistantship, University of Chicago (1999 - 2002)
Ranked third in India, Indian National Mathematical Olympiad, 1993

 

Significant Publications:
"What Really Causes Large Price Changes?", Quantitative Finance, August 2004, Pg 383 - 397 (with J.D. Farmer, L. Gillemot, F. Lillo & S. Mike)
‘Fundamental Theorem of Algebra - Yet Another Proof', American Mathematical Monthly, November 2000