Sandeep Juneja

Biography

Sandeep is a Professor and Dean at the School of Technology and Computer Science in Tata Institute of Fundamental Research in Mumbai. He received his B. Tech. in Mechanical Engineering from IIT Delhi (1989) and his M. S. in Statistics and Ph.D. in Operations Research from Stanford University (1993). Thereafter he worked for a financial credit insurance company (American Credit Indemnity) in Baltimore, US and Andersen Consulting in India. From December 1996 to December 2002 he was a faculty in the Operations Research Group in the Department of Mechanical Engineering at IIT Delhi. Since then he has been at TIFR. He has held visiting positions at many places including at Columbia University, Stanford University and Indian School of Business. In the year 2008, he was on leave from TIFR and headed the quantitative activity in Bank of America’s Indian operations. He was then also a member of the Bank of America’s executive quantitative council. He is currently on the editorial board of Stochastic Systems. Earlier he has been on editorial boards of Mathematics of Operations Research, Management Science and ACM TOMACS. He is a recipient of IBM faculty partnership award in the year 2001-02 and he co-authored papers that received best paper awards at 4th as well as 6th International ICST Conference on Performance Evaluation Methodologies and Tools (in 2009 and 2012). He spent a sabbatical and then was an adjunct at Centre for Advanced Financial Research and Learning (CAFRAL), a research wing of Reserve Bank of India (2015-16). He has consulted with research labs as well as financial firms in India. He has taught financial mathematics to quantitative associates of many leading multinational investment banks based in India. His research interests lie in applied probability including in mathematical finance, Monte Carlo methods, and game theoretic analysis of queues.

Research Interest

Applied probability, Monte carlo methods and Financial mathematics .