Ranjit Kumar is a Vice President in Model Risk Management Model Validation at BlackRock, where they focus on securitized products. They completed a Ph.D. in nonlinear dynamics from the University of Delhi in September 2009, researching solitons and their applications in finance and medical science. Following their Ph.D., Ranjit served as an Assistant Professor at Dyal Singh College, teaching various physics courses while conducting research in financial modelling and diffusion-reaction equations. With extensive experience in quantitative analysis at leading investment banks, Ranjit has specialized in derivative pricing, volatility modelling, and counterparty credit risk. They have contributed to academic discourse through publications, including a paper on GARCH coefficients and an article titled "A Gentle Introduction to Quanto."
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