Saran Sunny Ahuja

Saran Sunny Ahuja has worked in a variety of roles in the finance industry since 2009. In that time, they have been a Graduate Student Researcher at Stanford University, a Summer Associate in Quantitative Research at JPMorgan Chase, a Summer Associate in Quantitative Strategist at Morgan Stanley, a Quantitative Researcher at Two Sigma, a Visiting Scholar at Harvard University, and a Head of Analytics and Modeling and Senior Data Scientist (Lead Modeler) at SCB Abacus. At Morgan Stanley, they monitored risk and profit & loss of desk portfolios, generated daily risk reports, developed and backtested statistical arbitrage trading strategies on corporate bonds in Asia, and created automated tools using R that pull data from Bloomberg, search for potential trade ideas, run statistical testing, and generate the report for the trading desk. At JPMorgan Chase, they improved the credit default swaps (CDS) pricing tool by incorporating credit indices and applying machine learning techniques, and developed Python code to generate a spread grid (pricing chart) on a weekly basis.

Saran Sunny Ahuja obtained a Bachelor of Science in Mathematics and Applied Mathematics-Economics from Brown University between 2004 and 2009. Saran Sunny then went on to pursue a Master of Science in Financial Mathematics from Stanford University, which they completed in 2011. Finally, they received a Doctor of Philosophy in Mathematics from Stanford University in 2015.