Sriram Sankaranarayanan

Assistant Professor at Indian School of Business

Sahibzada Ajit Singh Nagar, Punjab, India
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Summary

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Senior
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Top School
Sriram Sankaranarayanan is an Assistant Professor and researcher with nine years of experience at the intersection of optimization, stochastic processes, and quantitative finance. He completed a Ph.D. in Civil Engineering at Johns Hopkins and works on equilibrium problems, optimization with equilibrium constraints, and cut-generating functions for integer programming. His earlier industry experience includes building and backtesting trading strategies for European credit default swaps and swaptions in Deutsche Bank’s Structured Credit Trading team and simulating stochastic processes in risk quant roles. He brings a rare blend of rigorous theoretical work in extreme value theory and non-stationary level crossings with practical market-facing model development. Based in Sahibzada Ajit Singh Nagar, he combines strong academic credentials from IIT Kharagpur with hands-on experience translating stochastic and optimization theory into deployable quantitative solutions. An unexpected thread through his profile is the continuity from market risk simulations to advanced optimization research, reflecting a pragmatic approach to theory-driven applications.
code9 years of coding experience
bookJohns Hopkins University
bookB.Tech, Civil Engineering, B.Tech, Civil Engineering at Indian Institute of Technology, Kharagpur
languagesEnglish, Hindi, Tamil, Malayalam
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Stats
99reputation
243reached
1answer
4questions
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Github Skills (29)

energy9
water9
biodiversity9
climate-science8
economics7
climate-change7
python-interface7
sustainability7
pointer6
scip6
nonlinear-optimization6
inheritance6
constructor6
python5
cython4

Programming languages (5)

GAMSRC++CCython

Github contributions (5)

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ssriram1992/vim_settings

Apr 2019 - Sep 2023

Contributions:4 pushes, 1 branch in 4 years 5 months
Contributions:1 branch in 5 years 2 months
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Sriram Sankaranarayanan - Assistant Professor at Indian School of Business