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Faculty Directory A to Z
Faculty
Samarpan Nawn
Finance and Accounting
- FPM, 2018 - IIM Calcutta, India
- CFA (Chartered Financial Analyst), 2014 - CFA Institute
- M.Stat (Master of Statistics), 2006 - ISI, Calcutta, India
- B.Sc, 2004 - Presidency College, Calcutta, India
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.
