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Other links:
Professor of Computer Science,
Director, Safexpress Centre for Data, Learning and Decision Sciences, Ashoka University
Sandeep is a Professor of Computer Science and the founding director of the Safexpress Centre for Data, Learning and Decision Sciences at Ashoka University. Previously, he served as a Senior Professor and Dean at the School of Technology and Computer Science (STCS) at TIFR Mumbai. His research focuses on applied probability, including sequential learning, mathematical finance, Monte Carlo methods, and game-theoretic analysis of queues. More recently, his work includes epidemiological modeling and applying machine learning to monsoon weather modeling in India. He currently serves as the Area Editor for Operations Research in Simulation and has been on the editorial boards of Stochastic Systems, Mathematics of Operations Research, Management Science, and ACM TOMACS.
Sandeep received his B. Tech. in Mechanical Engineering from IIT Delhi (1989) and his M. S. in Statistics and Ph.D. in Operations Research from Stanford University (1993). He then worked for a financial credit insurance company (subsidiary of Dun and Bradstreet) in Baltimore, US (2 years) followed by one year stint in Andersen Consulting in India. From December 1996 to December 2002 he was a faculty in the Operations Research Group in the Department of Mechanical Engineering at IIT Delhi. Thereafter he has been at TIFR. He has held visiting positions at many places including at Columbia University, Stanford University and Indian School of Business. In the year 2008, he was on leave from TIFR and headed the quantitative activity in Bank of America’s Indian operations. He was then also a member of the Bank of America’s executive quantitative council. He is a recipient of IBM faculty partnership award in the year 2001-02 and he co-authored papers that received best paper awards at 4th as well as 6th International ICST Conference on Performance Evaluation Methodologies and Tools (in 2009 and 2012). He spent a sabbatical and was an adjunct at Centre for Advanced Financial Research and Learning (CAFRAL), a research wing of Reserve Bank of India (2015-16). He spent a sabbatical (2022-23) at the Machine Learning and Optimization Group at Google Research in Bangalore. He has consulted with research labs as well as financial firms in India. He has taught financial mathematics to quantitative associates of many leading multinational investment banks based in India.
