Dr. Samir Ranjan

Dr. Samir Ranjan is a seasoned professional in the area of Quantitative Finance with more than 13 years of experience in industry and 12 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.

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 13 years of experience in the financial industry and three years in the area of Decision Sciences in the U.S.

Before joining UPES, Dr. Ranjan was the Associate Pro Vice Chancellor at Alliance University where he made significant contributions such as launching a robust PhD Program, revamping the research policy, and adding research infrastructure. Earlier he was Professor and Area Chair (Finance) at Krea University. He was the Dean (Academics) at the IFIM Business School before which he was a faculty at O. P. Jindal Global University where, as the founding Program Director, he designed the five-year Integrated BBA-MBA Program. 

Dr. Ranjan worked in the financial industry in the US for 13 years before joining academia.

Pricing of Corporate Bonds by using Finite-Difference Method | Application of Stochastic Calculus for asset pricing | Credit Risk Premium

To Dr. Ranjan, teaching is more than classroom instruction. Strong advising and individual attention to students go hand-in-hand with formal teaching. In the classroom, he encourages lively discussions and problem solving. His goal is to prepare students for the rapidly changing globalized environment. He sees his role as a facilitator in the learning process. He believes that teacher should lead the students so that they discover things by themselves. Students differ widely in their aptitude and approach to learning. He believes that a teacher can unleash immense potential that students have, and the teacher must help them realize their potential.

Dr. Ranjan teaches Probability Theory and Stochastic Calculus which are foundations for Quantitative Finance. He also teaches Fixed Income Securities, Derivatives, and Computational Finance which are foundational for those aspiring to pursue research and those who want to be practitioners. He also teaches basic courses such as Business Statistics and Econometrics which are important for course work of both quantitative finance and general finance.

• Prof. Ranjan received the Award for Teaching Excellence, O. P. Jindal Global University in September 2015. At Purdue University, he was awarded the Lark-Horovitz Prize in Physics in recognition of demonstrated ability and exceptional promise in research. At Purdue he also received The Edward S. Akeley Memorial Award in Theoretical Physics, for the best dissertation. In the summers of 1990 and 1995 he received the David Ross Fellowship while doing PhD at Purdue. 
• Dr. Ranjan received the Junior Research Fellowship from University Grants Commission based on the NET examination. 

• Dr. Ranjan has published in international journals both in Physics and Finance, and made presentations at international conferences. He is sought-after for his expertise in his niche area of Mathematical Finance. He was invited by CRISIL in 2018 for a three-month consultancy. He worked with the team engaged in Quantitative Research providing them valuable guidance and leadership. In 2021, he was invited as an expert for model validation of credit risk models developed by the World Bank. He has also been a Senior Strategic Advisor to Rising Ahead Ltd, a New Delhi-based firm, advising them on various business initiatives. 
• Dr. Ranjan has also regularly conducted courses offered by the Indian Institute of Quantitative Finance. 

samir.ranjan@ddn.upes.ac.in