About

Siddhartha Pratim Chakrabarty is a Professor in the area of finance. His research interest and expertise includes portfolio theory, financial risk management, sustainable finance and computational finance. His research focus is on quantitative methods like statistics, mathematics and computing, to address questions arising at the interface of portfolio theory, risk management and sustainable finance. His recent papers include topics on commodity prices, pricing of financial derivatives, robust portfolio optimization, financial risk management and carbon transition risk. He has nearly fifteen years of experience in the teaching of courses in finance to both undergraduate and postgraduate students at IIT Guwahati and he has offered two MOOC courses in the areas of mathematical finance and mathematical portfolio theory. His B.Tech. Project advisees have gone on to secure prestigious positions in the finance sector, both in India and overseas, including Goldman Sachs, Royal Bank of Scotland, Morgan Stanley, Citadel, J.P. Morgan, Deutsche Bank, Wells Fargo and American Express. He is also a recipient of the Scholarship Scheme for Faculty Members from Academic Institutions-2020 by the Reserve Bank of India, 2020.