After finishing his doctorate from IIMA he worked as a post-doctoral fellow first at ISB, Hyderabad and then at IIMA before leaving for industry. Before ‘coming back’ to IIMA, he was with Nomura/Lehman Services, Mumbai where he worked with the model validation team for almost four years as a 'risk quant'. At Nomura/Lehman his work involved testing models for pricing equity derivatives. He also briefly worked with erstwhile Bank of America Continuum, Mumbai in an asset management role, and prior to that at Dell International Services, Bangalore as an econometrician.
Current research interests involve studying the impact of model risk associated with pricing exotic derivatives and issues around estimation of term structure and stochastic volatility models.
His teaching interests are varied and span the subjects of macroeconomics and financ