Christopher Grune

Christopher Grune began his career working for a member firm on the open outcry trading floor at the Chicago Board of Trade (now CME Group). He has over 30 years’ experience in both finance and IT on three continents (Africa, Asia and North America). He holds an MBA from Columbia Business School in New York, is a CFA Charterholder, and also holds the Certificate in Quantitative Finance (CQF), Professional Risk Manager and SIIA Financial Information Associate designations. He served for many years as a founding society member or as a board member of the CFA Societies of both Japan and East Africa. His career spans some of the world’s largest financial institutions, including Citi, Société Générale, State Street and IFC (World Bank Group). As a global emerging market Quant based fund manager, he managed billions of dollars in assets, actively trading on the NSE and BSE. He also ran a global EM market neutral hedge fund where he traded Indian futures and options contracts, as well as shorting and employing stock borrow in all the EM markets. Chris is an author and reviewer for a wide range of finance and IT topics for the Chartered Institute for Securities and Investment (CISI) of the UK and currently conducts assignments dealing with corporate finance advisory, Quant,AI/ML & Risk Management areas and business development across emerging and frontier markets.

Prof. Shanta Laishram

Professor of Mathematics, Indian Statistical Institute

Dr. Shanta Laishram is a distinguished Professor of Mathematics at the Indian Statistical Institute (ISI), New Delhi, where he also serves as the Head of the Statistical Mathematics Unit (2022–2024). Previously, he held key academic leadership roles including Associate Dean (Academics) and Warden of the Student Hostel at ISI Delhi.

He completed his Ph.D. in Mathematics from Tata Institute of Fundamental Research (TIFR), Mumbai, earning the prestigious Harish Chandra Memorial Award for the best thesis. His research expertise spans Diophantine equations, arithmetic dynamics, irreducibility of polynomials, Galois groups, prime numbers, and number theory in cryptography.

Dr. Laishram has published over 54 papers in reputed international journals and supervised several Ph.D. and postdoctoral scholars across ISI Delhi, IIT Delhi, and Manipur University. He is also the Principal Investigator (PI) for several national and international research projects funded by SERB, DRDO, and Indo-Mexico/France collaborations.

He has been an Academic Visitor at renowned institutions such as ETH Zurich, Max Planck Institute (Bonn), and the University of Waterloo, and has delivered invited talks across five continents, representing India at numerous mathematical conferences.

In the Mathematical Olympiad space, he currently serves as the Leader of the Indian Team for IMO 2025 and is a member of the Olympiad Committee of the National Board of Higher Mathematics (NBHM). He has previously served as Deputy Leader at IMO 2022 and Problem Coordinator at IMO 2023.

Dr. Laishram is also a Subject Expert for UPSC, a NAAC Assessor, and a member of several key committees under CBSE, DRDO, and MOSPI. His contributions to mathematics and education have been recognized through prestigious awards including the Microsoft Young Faculty Award, Erasmus Mundus Scholarship, and the INSA Bilateral Exchange Fellowship.

Bipul Ghosh

Director, Data Science Lab – Reserve Bank of India

Bipul Ghosh serves as Director and Senior Economist at the Reserve Bank of India’s Data Science Lab, where he leads cross-functional teams applying AI/ML, satellite data, and large language models to strengthen evidence-based policymaking. With over 16 years of experience in central banking, he has contributed extensively to macroeconomic research, financial stability, and policy design.

In addition to his central banking responsibilities, Bipul Ghosh is advising a state government on quarterly GDP estimation, reflecting his leadership in data-driven economic governance. He also serves as a member of the Board of Studies at NMIMS University, Mumbai.

Alongside his policy work, he brings more than thirteen years of academic engagement, having taught at university, college, and school levels. His teaching career includes lecturing in educational psychology, pedagogy, and economics, as well as research in health economics and public policy. He began his professional journey teaching in resource-constrained regions, fostering analytical reasoning and communication skills among first-generation learners.

His research and project portfolio spans several innovative areas at the intersection of economics, data science, and technology. His recent work includes estimating state economic growth using night-time light data; constructing an inflation expectations index from over 200,000 news articles using LLMs; debt threshold analysis in Indian manufacturing for credit risk; developing a cybercrime database with LLMs; building an acute climate-risk database for India; and studying macroprudential policy and credit cycles with counter-cyclical capital buffers to mitigate systemic risk. He has also explored fiscal multipliers with debt feedback to inform policy design.

He is currently pursuing a PhD in Economics at the University of Mumbai. He also holds a Post Graduate Program in AI/ML from Great Lakes Institute of Management and an Advanced Certification in Blockchain from IIT Hyderabad.

Virendra Kumar Singh

Mr. Virendra Kumar Singh is a seasoned quantitative investment professional with over twelve years of experience in quantitative research, portfolio management, and systematic strategy design across Indian equities and derivatives markets.

He currently serves as a Fund Manager at JioBlackRock Mutual Fund
Prior to this, he was the Fund Manager and Head of Quantitative Research – Hedge Fund Strategies at InCred Alternative Investments, where he leads the design and execution of multi-factor and market-neutral strategies under the AIF Category III framework. His work centered on combining advanced quantitative models with real-world market understanding to optimize stock selection, portfolio construction, and risk management.

Before joining InCred, Virendra was a Portfolio Manager at Aditya Birla Sun Life AMC, where he managed the Quant Fund and Asset Allocation Strategies within the Alternatives business. During his tenure, he introduced and scaled factor-based and data-driven investment frameworks, significantly strengthening consistency and precision in portfolio outcomes.

Virendra’s expertise spans applied statistics, machine learning, natural language processing, and data analytics, reflecting his deep commitment to innovation and research-led investing. He holds an Integrated Master of Science in Mathematics and Scientific Computing from the Indian Institute of Technology, Kanpur, and the globally recognized Certificate in Quantitative Finance (CQF) — credentials that underscore his specialization in financial engineering, algorithmic trading, and advanced quantitative methods.

With a strong academic foundation and hands-on leadership in quantitative strategy, Virendra embodies a new generation of investment professionals who merge scientific rigor with practical market insight — driving innovation and discipline in India’s evolving investment landscape.

Kannan Singaravelu

With over 20 years of experience in derivatives, data analysis, and financial technology, Kannan Singaravelu is a seasoned financial markets expert and a thought leader in quantitative finance and machine learning applications. His expertise spans multiple asset classes, combining deep domain knowledge with cutting-edge data science skills to deliver innovative solutions.

Kannan’s career includes a notable tenure at Bloomberg, where he served as a market specialist advising institutional clients on derivatives strategies and workflow optimization. He was an early adopter of the BQuant platform, leveraging it to pioneer data-driven solutions in finance. His reputation as a trusted advisor stems from his ability to bridge traditional finance with emerging technologies, particularly in machine learning and advanced analytics.

Well-known for his engaging Python Labs and Machine Learning programs, Kannan’s workshops and courses are highly sought after by finance professionals globally. He is a distinguished contributor to Fitch Learning’s CQF Program, where his teaching has impacted thousands of learners and been translated into Chinese to reach a broader audience.

Kannan’s academic credentials include a degree in Mechanical Engineering, an MBA, a Certificate in Quantitative Finance (CQF), and a certification in Applied Data Science from WorldQuant University. He is also the creator of Quantmod, a widely used Python library.

Kannan’s mission is to empower the financial community to harness the potential of AI and data science, making complex concepts accessible and actionable for professionals across the industry.

Lalit Taneja

FRM, GARP India(Delhi) Chapter Director
Principal Consultant

Lalit Taneja is backed by more than two decades of industry experience in Business & Technology Consulting in areas of Securities and Capital Markets , Asset Management and Treasury Operations. His work experience includes Asset Management Operations, Custody Operations, Product Control, Business Analysis, GAP analysis, System Integration , Treasury Operations . His domain expertise are in the areas of Treasury Products ( Equity, Fixed Income & FX Products covering Front Office, Middle Office and Back Office Operations), Risk Reporting & Analytics which includes areas like Accounting (Mark to Market, Portfolio etc.), Reconciliations (FO-BO-MO) covering both Treasury and Asset Management Operations , Risk Analytics like Sensitivity analysis, Credit Curves, Pricing and Valuation. During his corporate journey he has worked closely with leading Financial Organizations across various departments in U.K, US and Canada in various projects covering both Operational and Technological aspects. He has worked in projects from Planning till Implementation and was instrumental in setting up operations floor for Big Investment Banks covering Asset Management and Product Control Areas. Education: Lalit is a graduate from Delhi University and has completed his Master’s in Business Administration with specialization in Finance from SIMS– Pune. He has completed his FRM certification from GARP in 2007. He is also “Regional Director” of India(Delhi)Chapter of GARP. Professional Experience: He started his career with an accounting firm and then, entered the corporate world as Financial Analyst at EXL e-services Pvt. Ltd. After working for two years he moved to Fidelity Investments, London as Group Risk Analyst in which he worked for Risk and Control team gaining hands on experience in Risk Reporting and Risk Analytics related to the Asset Management Industry. Some of the key highlights of his experience part of the first NFO launch in Indian branch and project handling on diversified financial areas like risk analysis, banking operations and Trade Settlements etc. Then experience with Wipro Technologies, Bangalore enhanced his working standards as well as business acumen commendably as this gave him insights on both sides of the Industry mainly Functional and Technical. After that, he devoted almost 5 years of his career phase with HSBC India at Gurgaon covering Product Control Operations . After bidding adieu to HSBC, he joined Wipro Technologies as Practice Head towards the end of 2014 to manage ‘focused’ projects on diverse areas of Asset management, Treasury Operations and Product Control for some of the globally renowned financial organization’s in US, U.K and Europe. Currently he is working Independently as a Consultant and Trainer giving Consultancy and Training to corporates on various Risk Management and related areas. Heis also associated with prominent B-Schools as advisor to help them conceptualise training programmes, deliver guest lectures on IB subjects, and also as Visiting Faculty. Selected Achievements: He has nurtured his professional life in gaining insight of Financial Risk Management. He holds the distinguished position of Regional Director of Global Association of Risk Professional (GARP), a leading autonomous professional Association of Risk Managers. The close-to-the-heart initiative of like minded professionals was founded in the year 2011, with a noble aim to augment this profession by introducing internationally accepted practices to train, educate and promote future Risk Managers

Sudhanshu Kanwar

Chief Executive Officer of Future Intelligence

Sudhanshu Kanwar is the Chief Executive Officer of Future Intelligence, a finance-focused risk-management advisory platform that fuses quantitative research with advanced analytics to help institutions and investors navigate today’s complex markets. Over an 18-year career spanning strategy, quant finance, management consulting, and data science, he has earned a reputation for translating rigorous quantitative insight into real-world performance.

Previously, Sudhanshu served as Vice President for Strategy & Analytics at a global investment bank, where he built quantitative frameworks, data-control architectures, and KPI dashboards used by the Board and Executive Committee to steer multi-billion-dollar initiatives. Earlier, he led Strategy & Analytics within the Asset-Management arm of a top-tier financial institution, scaling private-wealth and institutional platforms. His public-sector tenure as Director of Analytics for a sovereign institution sharpened his ability to apply statistical modelling and risk-factor mapping at scale—cutting operational lags by 50 percent and doubling critical-system reliability through predictive algorithms. Today, he advises hedge funds, multi-family offices, and C-suites at banks, insurers, and fintechs on capital allocation, tail-risk hedging, and enterprise-wide risk governance.

A Chartered Financial Analyst (CFA), Financial Risk Manager (FRM), and Certificate in Quantitative Finance (CQF) holder, Sudhanshu completed Executive Management Programme at IIMA. He sits on the Advisory Council of a leading global management-ideas publication and collaborates on frontier topics such as AI/ML, Risk Analytics and Portfolio Management.

Passionate about education, Sudhanshu serves as faculty in quantitative finance, leads professional-certification courses in risk management and investment analysis, and is a visiting lecturer for fintech and strategic-management programmes at top engineering and management institutes. He delivers masterclasses and keynote sessions to audiences ranging from premier investment firms to leading universities—demystifying subjects such as option Greeks, volatility modelling, and systemic-risk measurement.

His current research explores volatility clustering, cross-asset risk premia, and the interplay between technology cycles and macro-regime shifts—work he aims to publish in leading quantitative-finance journals.

When he steps away from the screens, Sudhanshu immerses himself in the strategic interplay of geopolitics, geo-economics, public-policy design, and cutting-edge technology. This multidisciplinary curiosity sharpens his understanding of how power shifts, regulatory currents, and technological breakthroughs redirect capital and reshape market structure. By weaving these insights into his teaching and advisory practice, he equips tomorrow’s finance leaders with the nuanced perspective required to navigate—and influence—an increasingly complex global landscape

Anish Teli

Managing Partner at QED Capital

A successful investor, a rank holding Chartered Accountant and an MBA from the Indian School of Business (Hyderabad), Anish has a rich experience in the Indian equity markets for over 20 years. He is currently the Managing Partner at QED Capital, a quant based pms firm, which invests in listed Indian equities. He has held senior positions with private Equity Funds managed by ICICI Venture (AUM over $2Bn) and Morgan Stanley Private Equity Asia (MSPEA). He was a Voting Member of the Investment Committee of MSPEA.

He also conducted research and developed systematic investing strategies and has been using them successfully since 2012.He is also the co-author of two papers on factor investing in India

• “Long” factors not “Short” change: Long Only Factor Portfolios in India
• The Conservative Formula: Evidence from India

Deep Mukherjee

AI Consultant & Risk Management cum Quant practitioner

Deep Mukherjee is an AI Consultant & Risk Management cum Quant practitioner with extensive experience in risk strategy, digital transformation, econometrics and ML. He has 22 years experience in the domain having worked across 5 continents with 40 plus financial institutions on quantitative, qualitative and strategic aspects of Risk & digital transformation. His work experience includes American Express (Institutional Risk Management), Fitch Rating (Structured Finance, Corporate Rating, Market & Macro Research), Cibil (Chief Product Officer).

Currently he is a Partner & Associate Director, Risk Management & Data Science at BCG (Boston Consulting Group). He is a member of RBI’s Standing Committee on Analytics.

He is also a visiting faculty at IIM Calcutta (Financial Risk Management) and IIM Ahmedabad (AI/ML in Financial Services) He is a regular columnist in Mint .

Bhaskarjit Sarmah

Head RQA AI Labs at BlackRock | Gen AI Leader

Bhaskarjit Sarmah is an accomplished data science professional with over a decade of diverse experience in Artificial Intelligence, Machine Learning, and Business Analytics, currently serving as Vice President at BlackRock, where he leads the AI team in Gurugram. His career spans across top-tier firms including Capgemini, WNS, Grail Insights, and BlackRock, where he has consistently delivered impactful data-driven solutions for complex business challenges.

At BlackRock, he has been instrumental in architecting and deploying advanced analytics frameworks across global financial markets. His contributions include developing a liquidity risk analytics model, machine learning interpretability tools, and pricing models for opaque markets such as fixed-income OTC trades. He has also spearheaded the creation of neural network-based recommendation engines for traders and portfolio managers, and an early warning system using network analytics to detect regime shifts in market behavior. Notably, his recent research on Generative AI applications in finance was published and featured in The Hindu Business Line, positioning him as a thought leader in this emerging domain.

He is also a distinguished researcher and educator. He has received prestigious accolades including the Top 5 Gen AI Leader Award by Analytics Vidhya, the IEEE Best Research Paper Award, and recognition in the NASSCOM AI Game Changer Awards. He serves as a Coursera Instructor for machine learning, where his courses have reached a wide international audience. Additionally, he actively mentors aspiring data scientists and contributes to academia as a visiting professor in various institutions.

His early work includes developing Capgemini’s first SaaS-based Analytics platform for Hollywood studios and predictive models for brand sentiment analysis using social media data. With a strong foundation in engineering and business analytics, he combines technical depth with strategic foresight, making him a valuable voice in shaping AI education and research.

Rohit Jha

co-founder of ArthAlpha

Rohit is the co-founder of ArthAlpha, an investment management and technology company. He is a CS graduate from IIT Kanpur and has been in the industry for 10+ years. He was previously head of intraday equities and ETFs at Worldquant and then a portfolio manager at Tower Research Capital.

Amit Upadhyay

Amit Upadhyay is a senior hedge fund manager and quantitative investment strategist with over 18 years of experience across global financial markets. He has held senior leadership and director-level roles across regulated institutions in the Middle East, Europe, Africa, India, and the United States. Most recently, he served as SEO, Executive Director, License Director, and Co-Founder of a DFSA-regulated hedge fund based in the Dubai International Financial Centre (DIFC), where he was responsible for investment strategy leadership, regulatory compliance, governance, and institutional risk management.

He has also held senior portfolio management and director roles at Fidelis Macro Global Fund (Mauritius), FC DMCC (Dubai), and Tower Trading Group (UK/UAE). Earlier in his career, he worked in senior management roles at CFS Pvt. Ltd (India) and TransMarket Group Research LLC (USA/India), where he contributed to establishing proprietary trading desks and developing systematic trading frameworks across global markets.

His professional expertise spans multiple asset classes including commodities, energy, metals, fixed income, foreign exchange, equity indices, derivatives, ETFs, and digital assets, with extensive experience across major global exchanges and institutional trading platforms. Alongside his industry experience, he has also contributed to academia as a Visiting Professor of Data Science at NMIMS-MPSTME (2022–2024) and regularly serves as a guest lecturer at IITs and MBA programs, focusing on financial markets and algorithmic trading.

He has completed formal academic training in Business Analytics at the Indian Institute of Management (IIM) Calcutta and holds an academic background in agriculture.