Sandip Research Associate
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I teach both the theoretical part as well as the applied part. For example, if I teach Auto-regression from time series analysis, I first introduce the theory and then provide data for hands-on experience of how to conduct AR(1) or AR(2) by showing them through econometric packages (R or S-PLUS). Similarly, when I teach Generalized Auto-regressive Conditional Heteroskedasticity (GARCH), I teach them the properties of GARCH and then I ask the students to estimate a GARCH model with actual data. I teach real-world problem-solving. I also write research papers. My research profile can be viewed at https://scholar.google.com/citations?hl=en&user=AzMK8dIAAAAJ
Therefore I can also help the students by making my teaching oriented toward research. The students, especially those who are doing their dissertation in empirical finance will be benefitted by attending my courses.

Subjects

  • Time Series Analysis Beginner-Expert

  • Financial Econometrics Beginner-Expert

  • Risk Management in Banks & Financial Institutions Beginner-Expert

Experience

  • Research Associate (Apr, 2023–Present) at XLRI Business School
    Writing a paper on the effect of Govt regimes on corporate performance. Applying methods such as the Markov Switching model and the Least Absolute Shrinkage and Selection Operator(LASSO).
  • Independent Researcher (Sep, 2022–Mar, 2023) at Independent Researcher
    Worked on a paper titled “The Impact of COVID on Conditional Correlation and Volatilities of Consumer Confidence and Aggregate Stock Market”
  • Consultant (on contract) (Jun, 2022–Sep, 2022) at National Stock Exchange Cogencis Ltd
    Built Analytical Risk Models, Value-at-Risk and Conditional Value-at-Risk of Stocks, Portfolio by using Latest Econometric Methods (e.g., Multivariate Copula-GARCH). Also developing Back-testing Risk Models by using different Parametric distributions (Generalized Hyperbolic Skewed Student -t Distribution, Johnson’s Parameterized SU, etc.). Optimizing Portfolio weights by using Augmented Markowitz Models with Cardinal and Ordinal Constraints and measuring Portfolio Stress in the face of Market-wide downfall.
  • Research Associate (Jan, 2022–May, 2022) at Vixplor Analytics Pvt. Ltd
    Developed Analytical Model on the Predictability of Market Sentiment on Stock Return, Liquidity, and Risk
  • Research Scholar (Dec, 2018–Dec, 2021) at Indian Institute of Management, Kozhikode
    Reviewed various Journal articles and wrote academic papers
  • Domain Consultant, Econometrics and Risk Management Area (May, 2014–Dec, 2018) at TATA CONSULTANCY SERVICES, kolkata
    Developed Market, Liquidity, and Credit Risk models. Developed back-testing and stress-testing procedures by using Bloomberg, CRSP data for CFO (Chief Financial Officer) solution for Banks
  • Research Associate (Oct, 2013–Mar, 2014) at indian institute of management, calcutta
    Attended Doctoral course in Empirical Finance, Worked on the joint CFO Bank Consulting project with Tata Consultancy Services and IIM Calcutta
  • Honorary Research Scholar (Jun, 2013–Apr, 2014) at Lal Bahadur Shastri National Academy of Administration (LBSNAA)
    Worked on a project of the Indian Political Business Cycle
  • Honorary Research Scholar (Jul, 2012–Jan, 2015) at XLRI – Xavier School of Management
    Worked on a paper on, Coalition politics and asset price dynamics
  • Assistant Professor (Quantitative Finance) (Aug, 2011–Mar, 2013) at Sp Jain school of Global Management, Singapore
    Courses taught: Business Analytics, Risk Analytics, Research Methods in Finance, Financial Econometrics, Statistics + PGP Students' Dissertation Guide, Co-authored a book: ‘Corporate Finance’ SIE
  • Honorary Research Scholar (Dec, 2008–Apr, 2012) at XLRI – Xavier School of Management
    Wrote a paper on the Impact of International Outsourcing on Domestic Wage of Singapore Manufacturing Sector. Wrote Paper on The Telecommunication Revolution
  • Academic Manager (Finance Area) (Mar, 2007–Jul, 2011) at Sp Jain school of Global Management, Singapore
    Mentored MBA dissertation in Finance area; Developed Finance area Course Materials, for Finance area MBA syllabus.
  • Information Officer / Research Associate (Feb, 2005–Feb, 2007) at Centre For Monitoring Indian Economy
    worked proactively with the faculty of IIMC with providing economic and financial data. Assisted in research
  • Research Associate (Mar, 2004–Oct, 2004) at Social Science Research Council, South Asia Program
    Field survey, Analysis of Survey Data.

Education

  • M.A. in Economics (Jun, 2001–Jun, 2002) from Rabindra Bharati University

Fee details

    ₹1,000–2,000/hour (US$11.70–23.40/hour)

    Fees can vary depending on the class size and teaching beyond the class (extra teaching)

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