G.S Rohan Rao is currently pursuing a PhD in Finance at Georgia Institute of Technology (Georgia Tech). His current research work is in the electricity markets jointly with a Professor from the School of Industrial and Systems Engineering at Georgia Tech. He also has a Masters in Quantitative and Computational Finance from Georgia Tech and a BTech degree in Engineering Physics from Indian Institute of Technology, Bombay (IIT-Bombay) - one of the premier institutes for technology in India. He also has 2 years of work experience in the financial industry working with Bank of America in their Quantitative Finance group dealing with global structured products.
He has extensive experience with modelers and solvers like Matlab, R and GAMs and programming languages like C and Java. Some of his current interests include investing and trading in volatility and implementation of numerical methods in pricing derivatives.