Engineering Systems & Design, SUTD
8 Somapah Road
Phone: +65 6499 4736
I am an Assistant
Professor in the Pillar of Engineering Systems & Design at
Singapore University of Technology and Design. I work on applied
probability and statistics
with an emphasis on extreme value theory and occurence of rare events
both in theory and practice.
I did my Ph.D. dissertation on Conditional Extreme Value Models under the supervision of Sid Resnick at the School of OR & IE in Cornell University and was a post-doctoral fellow with Paul Embrechts at the RiskLab and Department of Mathematics, ETH Zürich before I joined SUTD. I obtained my Bachelor's and Master's degrees in Statistics from the IndianStatistical Institute, Kolkata, India.