Hi, I’m
Sumanjay Dutta
I work at the intersection of quantitative finance, data science, and economic research. My interests lie in understanding complex financial systems—particularly risk, contagion, and market dynamics—using rigorous statistical and computational methods.
विद्ययाऽमृतमश्नुते
Vidyayā Amṛtam Aśnute
Through knowledge, one attains immortality
Education Background
PhD in Computational Finance
Indian Institute of Science (IISc), Bangalore
Thesis: Mitigating Low-Sample Issues in Portfolio Analysis: Applications of Shrinkage and Gaussian Graphical Models
Thesis defended on 20th June 2025. This work revolves around using Gaussian Graphical methods for developing portfolio optimization, factor modeling and multivariate GARCH models in low-sample regimes.
MA in Financial Economics
Madras School of Economics
Specialization in Finance · Minors in Econometrics & Mathematics
Thesis: Information Theoretic Ranking of Extreme Value Estimators
BSc in Economics (Honours)
University of Calcutta
Minors in Mathematics & Statistics
Thesis: Estimating the Environmental Kuznets Curve for the Indian Economy
Relevant Experience
Quantitative Research Consultant
Currently working as a Quantitative Research Consultant, applying expertise in computational finance, high-dimensional financial modeling, and systemic risk.
Visiting Faculty
Teaching courses in programming, statistics, and computational finance.
Quantitative Researcher
Quantitative research role at SSGA focused on financial modeling and data-driven investment strategies.
Analytics Intern
Analytics internship involving data analysis and quantitative methods within the financial services domain.
Let's
Connect
Open for academic collaborations, research discussions, and quantitative finance consulting projects.
sumanjaydutta@gmail.com
Location
Chennai, Tamil Nadu.