Bio

Sanjiv Das is the William and Janice Terry Professor of Finance and Data Science at Santa Clara University’s Leavey School of Business and an Amazon Scholar at AWS. His research applies AI and machine learning to finance, alongside work on fintech, portfolio theory and wealth management, financial networks, derivatives pricing, default and systemic risk, and venture capital. He has published more than 130 articles in academic journals and has won numerous awards for research and teaching, including the Harry Markowitz Best Paper Award and best paper awards from the Western Finance Association. Das joined Santa Clara in 2000. He founded and co-directed the M.S. in Business Analytics program, chaired the Department of Finance from 2007 to 2011, and has chaired the University Rank and Tenure Committee. He is co-author of the textbook "Derivatives: Principles and Practice" and has written web books on data science, deep learning, and natural language processing. Beyond campus, Das works as a research scientist with the Jupyter open-source team at AWS and contributes actively to open-source software. He is a senior founding editor of The Journal of Investment Management, serves on the Advisory Board of the Journal of Financial Data Science, and holds editorial positions at other journals. Before joining Santa Clara, he held faculty appointments at Harvard Business School and UC Berkeley. Prior to his academic career, he worked in the financial derivatives business in the Asia-Pacific region as a Vice-President at Citibank. He holds a Ph.D. and M.Phil. in Finance from New York University, an M.S. in Computer Science from UC Berkeley, and an MBA from the Indian Institute of Management Ahmedabad. (CV: https://srdas.github.io/srdvita.pdf. Sanjiv's scholarship may be accessed at https://srdas.github.io/research.htm.)

Sanjiv Das: A Short Academic Life History

After loafing and working in many parts of Asia, but never really growing up, Sanjiv moved to New York to change the world, hopefully through research. He graduated in 1994 with a Ph.D. from NYU, and since then spent five years in Boston, and now lives in San Jose, California. Sanjiv loves animals, places in the world where the mountains meet the sea, riding sport motorbikes, reading, gadgets, science fiction movies, and writing cool software code. When there is time available from the excitement of daily life, Sanjiv writes academic papers, which helps him relax. Always the contrarian, Sanjiv thinks that New York City is the most calming place in the world, after California of course.

Sanjiv is now a Professor of Finance at Santa Clara University. He came to SCU from Harvard Business School and spent a year at UC Berkeley. In his past life in the unreal world, Sanjiv worked at Citibank, N.A. in the Asia-Pacific region. He takes great pleasure in merging his many previous lives into his current existence, which is incredibly confused and diverse.

Sanjiv's research style is instilled with a distinct "New York state of mind" - it is chaotic, diverse, with minimal method to the madness. He has published articles on derivatives, term-structure models, mutual funds, the internet, portfolio choice, banking models, credit risk, and has unpublished articles in many other areas. Some years ago, he took time off to get another degree in computer science at Berkeley, confirming that an unchecked hobby can quickly become an obsession. There he learnt about the fascinating field of Randomized Algorithms, skills he now applies earnestly to his editorial work, and other pursuits, many of which stem from being in the epicenter of Silicon Valley.

Coastal living did a lot to mold Sanjiv, who needs to live near the ocean. The many walks in Greenwich village convinced him that there is no such thing as a representative investor, yet added many unique features to his personal utility function. He learnt that it is important to open the academic door to the ivory tower and let the world in. Academia is a real challenge, given that he has to reconcile many more opinions than ideas. He has been known to have turned down many offers from Mad magazine to publish his academic work. As he often explains, you never really finish your education - "you can check out any time you like, but you can never leave." Which is why he is doomed to a lifetime in Hotel California. And he believes that, if this is as bad as it gets, life is really pretty good.