I am an Assistant Professor (with tenure) in the Decision Sciences Area at the Indian Institute of Management Bangalore. I completed my B.E. in Electronics Engineering at Mumbai University in 2015, followed by an M.Sc. and Ph.D. in Quantitative Risk Management at the Tata Institute of Fundamental Research, Mumbai, in 2021, under the supervision of Sandeep Juneja. Before joining IIM Bangalore, I was a Postdoctoral Researcher at the Singapore University of Technology and Design. My research develops methods for analysing rare, high-impact events in Operations Research and Quantitative Finance.
Core Research Themes
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Quantitative Risk Management
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Extreme Value Theory and Rare Event Simulation
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Distributionally Robust Optimization and Chance Constraints
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Financial Networks
Selected Honors
2024
I-SIM Best Publication Award for "Achieving Efficiency in Black-Box Simulation of Distribution Tails"
2023
Excellence in Teaching (Applied Probability and Statistical Models), IIM-Bangalore
2021
Third Prize at INFORMS JFIG for "Achieving Efficiency in Black-Box Simulation of Distribution Tails"
2017
Best Paper Award at CRISIL Doctoral Symposium
