Faculty Directory A to Z

• 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

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.

• Market Microstructure

• 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.