Arun heads the Bloomberg Quantitative Research Solutions Team in the CTO office. Arun has worked extensively on various topics in quantitative finance including Derivatives & Exotics Valuation, factor investing, portfolio optimization and time-series analysis. More recently, he has enjoyed working at the intersection of quantitative finance and Generative AI/Machine Learning for more complex datasets in finance such as ESG, News/Social feeds, Supply Chain, Retail transactions and Geolocational data to study their potential impact on financial markets. Arun has also been exploring use of ML methods in traditional asset pricing space, e.g., Fast derivatives pricing, prediction of fair value for illiquid instruments, Now-casting & smart consensus for Economic indicators & high-dimensional Data Imputation.

Prior to joining Bloomberg, he earned his Ph.D. from Cornell University in the areas of computer science and applied mathematics and a B. Tech in Computer Science from IIT Delhi, India. Arun is also an editorial board member of The Journal of Financial Data Science.