Samrat Roy is a faculty member at IIM Ahmedabad in the Operations and Decision Sciences Area. Prior to this position, Samrat worked as a postdoctoral researcher at the Wharton School (Department of Statistics and Data Science) in the University of Pennsylvania. He completed his M.STAT. from Indian Statistical Institute and received his Ph.D. in Statistics from the University of Florida (UF). Before starting his journey as a doctoral student at the UF, Samrat also worked at Ernst & Young and Credit Suisse as a credit risk model developer.
Throughout his academic and professional career, Samrat has traversed different paradigms of Statistics and Data Sciences including High-dimensional Statistics, Tensor Models, Causal Inference, Observational Studies, Time Series Models, and so on, with 10+ years of experience and training in cutting-edge technicalities.
Primary Area : Operations and Decision Sciences
Email : samratr@iima.ac.in
Phone : +91-79-7152 4930
Secretary : Pritesh Parmar
Phone : +91-79-7152 7973
Postdoctoral Researcher, Wharton School, University of Pennsylvania (Aug 2021 to Dec 2023). Primary advisors: Prof. Dylan Small and Prof. Sean Hennessy. Primary research area: Causal Inference and Observational Studies.
PhD in Statistics, University of Florida (Aug 2016 to Aug 2021). Thesis advisor: Prof. George Michailidis. Thesis topic: High Dimensional Tensor Models. Other research areas: Causal Inference, High Dimensional Time Series models.
M.STAT, Indian Statistical Institute (June 2012 to June 2014).
B.Sc. in Statistics, St. Xavier’s College Kolkata (June 2009 to June 2012).
Causal Inference and Observational Studies.
High Dimensional Statistics – Tensor models.
Advanced Time Series Models.
Statistical Machine Learning – Advanced penalized estimation framework.
Risk Model Developer, Credit Suisse Business Analytics, Mumbai (Apr 2015 to June 2016).
Credit Risk Consultant, Ernst Young LLP, Bangalore (June 2014 to Apr 2015).
