
What uncertainty in VaR does to a tail risk monitor
Avaneendra Trivedi
Read essay, What uncertainty in VaR does to a tail risk monitorEvery number here traces back to its source.
Avaneendra Trivedi
Quantitative Research · Market Microstructure · Systematic Investing
11 working papers · 5,100+ downloads · Top 0.8% of 2,804,897 SSRN authors
Author rank 24,748 of 2,804,897 · open to quant research & IB roles

My work spans market microstructure, asset pricing, regulatory event studies, stochastic methods and quantitative systems in finance. I have 11 working papers on SSRN with more than 5,100 downloads. All 11 are currently under consideration at peer-reviewed journals across quantitative finance, applied mathematics, economics and financial regulation.
I built this research program independently and handle every stage myself, from the first question through the final revision. I have organised my life around solving difficult problems in markets and finance. The papers and software are the result of sustained work undertaken without a formal research role or guaranteed outcome. I would bring technical depth and the judgment to isolate the assumption driving a result, then test whether it withstands contact with the market.
Open to quantitative research, systematic trading and quantitative investment roles globally.

Avaneendra Trivedi
Read essay, What uncertainty in VaR does to a tail risk monitorSlide 1 of 4
Leadership at scale, before the research: I mobilized thousands of volunteers, led programs across seven countries, and delivered measurable results on every one.
School / Community
International Programs
Community Awareness
Field Evaluation
Built around the overlap of investment-banking rigor and quantitative research: valuation, deal judgment, statistical modeling, and systems whose every number can be traced and checked.
Everything in one place: my papers, code, resumes, and profiles. Every link goes straight to the source, so you can check the work yourself.