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Faculty Directory A to Z

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Faculty

Samarpan  Nawn
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Samarpan Nawn
sub-icn

Finance and Accounting

deg-icn

  • FPM, 2018 - IIM Calcutta
  • CFA (Chartered Financial Analyst), 2014 - CFA Institute
  • M.Stat (Master of Statistics), 2006 - ISI, Calcutta
  • B.Sc, 2004 - Presidency College, Calcutta

Awards
  • Best Paper Award – ICFMCF 2017 IIT Kharagpur
  • Gold medal from Presidency College in 2004 for securing highest marks in B.Sc (Hons.) examination of University of Calcutta
  • Silver medal from Presidency College in 2003 for securing highest marks in B.Sc (Hons.) Part 1 examination of University of Calcutta
Experience

Nomura

Associate-Mumbai(2007 – 2012)

  • Worked for the Derivatives Strategy team for HK and Tokyo.
  • Structuring derivatives products based on research reports, volatility screens etc. for clients to trade with Nomura

CitiBank

Assistant Manager-Mumbai/Gurgaon(2006-2007)

  • Scorecard development for credit card business of Asia & Americas.
Research interest
  • Market Microstructure
Publication
  • Nawn, S., & Banerjee, A. (2019). Do proprietary algorithmic traders withdraw liquidity during market stress? Financial Management, 48(2), 641-676.
  • Nawn, S., & Banerjee, A. (2019). Do the limit orders of proprietary and agency algorithmic traders discover or obscure security prices? Journal of Empirical Finance, 53, 109-125.