JAGSoM

amit-ram

Dr. Amit Ram

Professor
Speciality Area : Finance
Speciality Domain : Quantitative Finance, Financial Analytics, Risk Management
: amitram[dot]p[at]jagsom[dot]edu[dot]in

Amit Ram is a faculty member in finance with 12 years of experience in the banking analytics domain, working in the quantitative risk management divisions of several top tier international banks. He works in and teaches courses on derivatives, fixed income and credit valuation and financial analytics. He is also fond of teaching foundational/basic courses in finance and analytics.

Amit began his career working at Lehman Brothers, New York moving to Standard Chartered Bank Singapore and eventually to Nomura Mumbai which had been acquired from Lehman Brothers. He also worked in senior-level positions at Credit Suisse, Mumbai and Deutsche Bank. He holds a Bachelors in Technology from the Indian Institute of Technology and a PhD in Computational and Applied Physics from Stanford.

Educational Qualification

  • PhD, Physics, Stanford University, Stanford CA., Sept 1999- Dec 2005
  • BTech, Engineering Physics, Indian Institute of Technology, Mumbai, India, 1993-97

Publications

Work Experience

  • Vice President, Risk Methodology, Deutsche Bank India, May 2017 – 2018
  • Vice President, Model Risk Management, Credit Suisse India, Oct 2015 – May 2017
  • Vice President, Quantitative Risk, Nomura India, Dec 2010 – Oct 2015
  • Analyst (Manager), Valuation Control, Standard Chartered Bank, Jan 2009 –Dec 2010
  • Associate, Quantitative Risk Analytics, Lehman Brothers, 2007 – 2009

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