User:Ranjit

Ranjit Kumar
Employer:	Morgan Stanley, Goregaon East, Mumbai 400063. Date of Birth: 21 Feb 1980 Mother: Smt. Nirmala Devi Father: Shree Ashwini Kumar Singh Siblings: Mrs. Manisha Singh, Mr. Ashok Kumar Singh and Mr. Ajit Kumar Singh Spouse: Mrs. Anshu Singh Kids: Aarav Singh and Advik Singh
Nationality:	Indian
	email

Ranjit Kumar

I am working as a model developer in Morgan Stanley in market risk team. My role is to develop the VaR model for corporate credit risk. Before that I had worked as a quantitative researcher in Deutsche Bank in IMM team. My role was to validate the CCR models in internal model management team. I have also worked with JP Morgan & Chase in Equity Reserch Team as. Prior to that, I was an Assistant Professor of Physics in Dyal Singh College, University of Delhi. I have taught several Physics courses at the Dyal Singh College, for the seven and half years. I was also a research scholar at the Department of Physics and Astrophysics, University of Delhi. I did my schooling from my native place Sitamarhi, in Bihar.

Experience

1. Director, Model Development Team, Morgan Stanley, Goregaon East, Mumbai 400063, [Feb 2023 - Present]
2. Assistant Vice President, IMM Team, Deutsche Bank, Goregaon East, Mumbai 400063, [Mar 2020 - Jan 2023]
3. Associate, Equity Research Team, JP Morgan & Chase, Kolivery Village, MMRDA Area, Kalina, Bandra East, Mumbai, Maharashtra 400098, [Dec 2018 - Mar 2020]
4. Senior Quantitative Analyst, Derivative Pricing Team, CRISIL India Ltd (S&P Company), 1187/17, Ghole Rd, Near ICICI Bank, Shivajinagar, Pune, Maharashtra 411005, [Aug 2017 - Dec 2018]
5. Assistant Professor in Physics, Undergraduate College, Dyal Singh College, University of Delhi [Feb 2010 - Aug 2017]

Education

Ranjit received his Bachelor and Master of Science degrees in Physics Hons from the University of Delhi [1]. He holds an Ph. D. from the University of Delhi [2] under the direction of Prof. Awadhesh Prasad [3]. His dissertation focused on the mathematics of non-linear diffusion reaction equation.

Teaching

1. Special Theory of Relativity
2. Quantum Mechanics
3. Thermal Physics
4. Statistical Mechanics
5. Classical Electrodynamics
6. Classical Mechanics
7. Atomic & Nuclear Physics
8. Complex Variable and Calculus of Complex Functions
9. Linear Algebra
10. Fourier Series & Fourier Transform
11. Vector & Tensor Calculus
12. Numerical Analysis & C++
13. Monte Carlo Methods
14. Optimization Techniques File:OptimizationNotes v2.pdf
15. Quantitative Finance

Favorite Books - Technical

1. Feynman Lectures on Physics Vol 1-3
2. Landau and Lifshitz - Vol [2, 5, 6]
3. Mathematical Methods for Physicists - Arfken & Weber
4. Stochastic Calculus for Finance II Continuous Time Models - Steven E. Shreve

Favorite Books - Non-Technical

1. Zero To One - Peter Thiel.
2. Antifragile: Things That Gain From Disorder - Nassim Nicholas Taleb.
3. Skin in the Game: Hidden Asymmetries in Daily Life - Nassim Nicholas Taleb.
4. Perilous Interventions: The Security Council and the Politics of Chaos - Hardeep Singh Puri.
5. Lives of the Stoics - Ryan Holiday and Stephen Hanselman.
6. Thinking, Fast and Slow - Daniel Kahneman.
7. The Ocean of Churn - Sanjeev Sanyal.

Contributions

1. Memory Effect in Diffusion-Reaction Equation
2. Memory Effect in Chemotaxis
3. Exact Solutions of Nonlinear Diffusion Reaction Equation

Research Interests

1. Non Linear Science
2. General Theory of Relativity
3. Quantitative Finance
4. Study of Random Events

Publications

Research Publications

International Journals

1. On the exact solutions of nonlinear diffusion-reaction equations with quadratic and cubic nonlinearities, R. S. Kaushal, Ranjit Kumar and Awadhesh Prasad, Springer, Pramana - Journal of Physics, Vol. 67, 249 (2006) __ Citatation [9].
2. Soliton-like solutions of certain types of nonlinear diffusion–reaction equations with variable coefficient, Ranjit Kumar, R. S. Kaushal and Awadhesh Prasad, Physics Letters A, Vol. 372, 1862 (2008) __ Citatation [13].
3. Some new solitary and travelling wave solutions of certain nonlinear diffusion–reaction equations using auxiliary equation method, Ranjit Kumar, R. S. Kaushal and Awadhesh Prasad, Physics Letters A, Vol. 372, 3395 (2008) __ Citatation [20].
4. Exact solutions of variable coefficient nonlinear diffusion–reaction equations with a nonlinear convective term, Ajay Mishra and Ranjit Kumar, Physics Letters A, Vol. 374, 2921 (2010) __ Citatation [20].
5. Solitary wave solutions of selective nonlinear diffusion-reaction equations using homogeneous balance method, Ranjit Kumar, R. S. Kaushal and Awadhesh Prasad, Springer, Pramana - Journal of Physics, Vol. 75, 607 (2010) __ Citatation [10].
6. Memory effects in Fisher equation with nonlinear convection term, Ajay Mishra and Ranjit Kumar, Physics Letters A, Vol. 376, 1833 (2012) __ Citatation [7].
7. Exact solutions of some coupled nonlinear diffusion-reaction equations using auxiliary equation method, Ranjit Kumar, Springer, Pramana - Journal of Physics, Vol. 79, 393 (2012) __ Citatation [1]
8. A Study of Non-Canonical Lagrangian, Ranjit Kumar, et al., Natural Science, Vol 8, 211-215 (2016).

National Journals

1. Bayesian Estimation of GARCH Coefficients of INR/USD Exchange Rate, Varun Malik, Ranjit Kumar and Abid Hussain Rather, ELK Asia Pacific Journal of Finance and Risk Management, Vol 7, Issue 1, 79-118 (2016).

Unpublished Papers

1. A Study of Non-Canonical Lagrangian With φ6 Potential, Submitted for publication (2022). File:NCL Extension.pdf
2. A Gentle Introduction to Quanto, Submitted for publication (2022). File:Quanto New.pdf
3. Convexity Adjustment -- Effect of Stochastic Rate on Forward of Driftless Asset, Submitted for publication (2022). File:FwdFutConvexity Brief New.pdf

Total Citations - [80]

h-Index - [6]

Personal Links

Educational

1. INSPIRE
2. Web Physics
3. MITOPENCOURSEWARE
4. Free Book Centre
5. Booksdirectory

Personal Pages

Go to my Personal Page

LinkedIn Link click here

Ranjit as a Ph.D Student