Dr. Drona Kandhai

Dr. Drona Kandhai received his MSC degree with cum Laude in 1995 and has now also completed his PHD in Computational Physics since 2000. Dr. Kandhai has currently been appointed professor by special appointment of Applied Informatics, with a specific focus on Computational Finance,
at the University of Amsterdam’s (UvA) Faculty of Science. As an an expert in risk analysis of

financial markets using advanced numerical and computational methods, Kandhai combines
his professorship with his position as head of the Amsterdam branch of the Quantitative Analytics team in ING’s Financial Markets division. His focus at the bank is on mathematical modelling and numerical approximations for derivatives pricing and risk measurement. Kandhai has published extensively in various scientific journals, including the Journal of Computational Finance,
the Journal of Quantitative Finance and Scientific Reports.

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