Madhu Nayakkankuppam
Adjunct Faculty
Quantitative Methods and Financial Risk Management
mvn@iisc.ac.in
Research Interest
Quantitative risk management, model risk governance, derivatives pricing and analytics across equity, FX, credit, and commodity asset classes, financial engineering, nonsmooth analysis, and convex optimization. Applied work spans market risk, operational risk modeling, and enterprise-scale model risk management at global financial institutions. Earlier academic research focused on semidefinite programming, conditioning of large-scale optimization problems, and wavelet theory.
Education
PhD & MS in Computer Science
Courant Institute of Mathematical Sciences, New York University
MS in Electrical Engineering
Indian Institute of Science, Bengaluru
BE (Hons) in Electrical & Electronics Engineering
BITS Pilani
Publications
Awards
- CAREER Award, US National Science Foundation — sole nationwide award in Computational Mathematics
- Pacific Institute for the Mathematical Sciences Fellowship — one of ten awards worldwide
- Wallace Givens Fellowship, Argonne National Laboratory
Fellowships
- Pacific Institute for the Mathematical Sciences (PIMS) Fellow
- Wallace Givens Fellow, Argonne National Laboratory
