Dr Samir Ranjan is a seasoned professional in the area of Quantitative Finance with more than 13 years of experience in industry and 8 years in academia. He has an M.S. in Mathematical Finance from Columbia University, New York and a Ph.D. in theoretical physics from Purdue University, Indiana, U.S.A. Dr. Ranjan’s research work involved the application of quantum field-theoretic techniques to Solid State Physics to study inelastic effects in Josephson junctions. At Purdue his work was recognized by Lark-Horovitz Prize in Physics in recognition of demonstrated ability and exceptional promise in research and the Edward S. Akeley Memorial Award in Theoretical Physics for the best dissertation. He has published in international journals and made numerous presentations at international conferences. He is also a recipient of the Junior Research Fellowship (NET) from the University Grants Commission which he received soon after his master’s in Physics from the University of Delhi. He has a bachelor’s in Physics from St. Stephen’s College, Delhi.
Dr. Ranjan has over ten years of experience in the financial industry and three years in the area of Decision Sciences in the U.S.
Before joining the IFMR Graduate School of Business, Dr. Ranjan was the Dean (Academics) at the IFIM Business School, Bangalore. Earlier he was a faculty at the O. P. Jindal Global University, Sonipat where he designed from scratch the five-year Integrated BBA-MBA Program, launched it and managed all operational aspects for three year while the Program evolved and matured.
Outside the academic world i.e. in the corporate also Dr. Ranjan is very well known and sought after for his expertise in his niche area of Mathematical Finance. For example, he was invited by CRISIL in early 2018 for a three-month consultancy. During this period he worked with the team engaged in Quantitative Research providing them valuable guidance and leadership.
Dr. Ranjan’s academic interests center around Mathematical Finance. Specifically, his interests include application of Stochastic Calculus, Econometrics and Numerical Methods to asset pricing in the area of Fixed Income. His teaching interests include Stochastic Calculus, Fixed Income Securities, Computational Finance and Econometrics.