Our visiting faculty team is drawn from a pool of experts who are academicians as well as practitioners. This adds invaluable experiential learning to the programme.
Mr. G. Mahalingam
Mr Mahalingam is Executive Director and former regional director of Reserve Bank of India. He is associated with RBI from last 30 years with various roles as Inspecting officer, Chief Forex dealer, Chief Investment Dealer, Head of Internal Debt Management Department. He was also advisor to Central Bank of Oman for monetary operations. Currently, he is involved with RBI in monitoring and surveillance of money/Forex/GSec/ Derivative Markets Intervention Operations and conduct of Liquidity Operations, Forex Intervention Operations and Open Market Operations. Moreover, he was six years faculty in Reserve Bank Officers Training College. He is M.Sc. in Statistics and Operations research from IIT, Kanpur and an MBA in International Banking and Finance from Birmigham Business School, UK. He teaches various financial engineering and risk management issues in Indian Market context.
Prof. Neearaj Hatekar
M.A. and Ph.D., is a Professor at Department of Economics (Autonomous), Centre of Advance Studies, University of Mumbai. His area of interest is Econometrics, Game Theory and Experimental Economics. He has been fellow at University of Cambridge and University of Ulster, UK. He has several publications in the journals of international repute. He teaches Game Theoretic Applications in Financial Engineering.
Mr. Suneel Sarswat
Mr. Suneel Sarswat is an MSc in Statistics and Informatics from the Department of Mathematics, IIT Bombay. Before joining NISM, he worked on Financial Analytics at Bank of America (now BoFA Merrill Lynch). He has keen interest in Mathematics, Computational Finance and Financial Computing. He has done vital projects such as the application of neural networks in financial analysis, credit ratings and trading algorithms involving pattern recognition. He has participated in national and international workshops and conferences. Currently, he is pursuing his doctorate in Computer Science from TIFR. He teaches Computational Finance
Dr. Sushil. Torne
He is a Ph.D in economics with specialization in Infrastructure finance, Financial Economics, Urban Economics, Quantitative Economics, Econometrics, having research interest in Structured Financial Products and Machine Learning. He was a Fellow in the Department of Economics, University of Mumbai. His recent research flows in the topics on Machine learning techniques for Big Data application. Prior to his Ph.D he has three years experience in Commodity and FOREX markets on the advisory panel for the trading room.
Mr. Harjeet Singh
He is CFA, FRM, PRM, CAIA, CMT and M.S. (Financial Mathematics) from Stanford University, USA and PGDBM (Finance & Economics), XLRI School of Business. He is currently working with Nomura Securities, as Associate, Global Markets & Risk Management Group – Fixed
Income. He has over 5 years of industry experience. Previously he had worked as Associate, Global Risk – Model Validation Group with Nomura Securities, Dealer, Global Markets – Treasury, Corporate Sales with Standard Chartered Bank.
Mr. Chandresh Shah
Chandresh Shah has more than 15 years of experience in Banks and Financial Institutions. He is currently working with Aviva as the Head of Risk Management. His past assignments include Risk Management and Compliance role with Tata Capital, Standard Chartered, HSBC and SEBI. He is a qualified accountant and a post graduate in management from the University of Mumbai. He also holds CFA charter and FRM designation. He teaches Risk Management in NISM
Mr. Kalyan Roy
He is Master of Statistics Indian Statistical Institute, Kolkata, Bachelor of Statistics Indian Statistical Institute, Kolkata. He is the Head of Quantitative Analytics at Capital Metrics & Risk Solutions. He is a vastly experienced professional. In a career spanning over sixteen years he has held various positions in the industry. Previously he worked as a Quantitative Analyst with Deep Value Technology, an innovative firm specializing in high-performance algorithmic trading strategy vehicles where he was involved in studying stochastic models of equity market microstructure, developing ultra high frequency trading algorithms, statistical modelling, estimation of volatility based on ultra high frequency data, building factor models for the S&P500 stocks, statistical modelling of market and limit order arrival times and cancellation times and ultra high frequency equity price time series. Prior to that he had worked as Statistical Consultant with Indiana University, U.S.A. where he was involved in modelling for researchers in physical, biomedical and social sciences. He had worked as Statistical Analyst with CITIBANK, Chicago, U.S.A. where he worked on consumer response modelling. He worked as Statistical Analyst with BANK ONE, Delaware, U.S.A. where he worked on consumer credit risk modelling. He had worked as Statistical Modeller with IMS America, Pennsylvania, U.S.A. He had been a Lead Consultant with Symphony Services, Bangalore, India and Market Research Director with IMRB