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Qualifications:
PhD (Thesis title “Volatility in Interest Rates and Interest Rate Futures: Properties and Estimation in an Arbitrage-Free Framework”), University of Technology, Sydney, August 1997.
MBA (Finance specialty strand), University of Technology, Sydney, 1989
M.A.Sc (Computer Science), University of Waterloo, Canada, 1974; Awarded University of Waterloo Scholarship.
M. Tech (Radio Physics & Electronics), University of Calcutta, India, 1971; Awarded University Gold Medal for ranking first in the first class.
B. Tech (Radio Physics & Electronics), University of Calcutta, India, 1970; Awarded University Gold Medal for ranking first in the first class.
B. Sc (Honours in Physics), University of Calcutta, India, 1967; Ranked Fifth in the University.
Employment Summary Academic:
- December 2010 to Present: Associate Professor, School of Risk and Actuarial Studies, The University of New South Wales, Sydney.
- July 2000 to November 2010: Associate Professor of Finance, School of Banking and Finance, The University of New South Wales, Sydney.
- July 1999 to July 2000: Associate Professor (Quantitative Finance), School of Finance and Economics, University of Technology, Sydney.
- February 1998 to July 1999: Senior Lecturer, School of Banking and Finance, The University of New South Wales, Sydney.
- July 1994 to February 1998: Lecturer in Finance, School of Finance and Economics, University of Technology, Sydney.
- February 1992 to June 1994: Lecturer in Finance, Faculty of Business and Technology, University of Western Sydney, Macarthur
- July 1972 to December 1972: Lecturer, Department of Electronics, and Electrical Communication Engineering, Indian Institute of Technology, Kharagpur, India.
Employment Summary Industry:
- August 1984 to January 1992: Senior Systems Engineering Manager, Planning & Review, Corporate Information Technology, State Bank of NSW (Colonial State Bank)
- July 1983 to August 1984: Database Administrator, Edward Lumley Limited, Sydney
- December 1980 to December 1982: Technical Adviser, Database Administration and Technical Advice, Credit Lyonnais Bank, Netherlands
- October 1978 to December 1980: Senior Software Engineer, Marketing Support, Tata Unisys Limited, Bombay
- August 1974 to October 1978: Senior Systems Analyst, Tata Consultancy Services, Bombay
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