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Dr. Narend Subramanian

Dr. Narend Subramanian

Dr. Narend Subramanian

Professor

Ph.D.,
narend@tsm.ac.in

Biography

Dr. Narend Subramanian is a vastly experienced finance industry practitioner with more than two decades of experience in some of the world’s leading financial institutions and consultancies. He was Vice President at Barclays heading the Rates Linear team predominantly focusing on interest rate derivatives.  Prior to that as an Associate Director at CRISIL (an S&P Global Co.,) he led several quants teams and has worked with several leading Financial Institutions that include The World Bank, Morgan Stanley and Mizuho Corporation.  He has also worked on pricing and risk management platforms, namely, Murex and Numerix. He has had several interactions with Head of Quants, front office traders, etc.  on model development, model validation and model documentation. He holds a Ph.D. from IIT Madras and before that has been extensively associated with stock market as a consultant. He has been a guest faculty at IIT Jodhpur, SME handling High Frequency Finance and News Analytics course.  He has also handled sessions on Computational Finance, Financial Management, etc. at IIT Madras. He holds a Bachelor’s degree in Engineering and an MBA.

His research interests include Exchange Traded Funds (ETFs), financial markets, interest rate derivatives, FX, mutual funds, etc. He has also published his works in ABDC ranked journals and has also written articles on budget in leading financial newspapers

Publications

  • Narend, S., & Thenmozhi, M. (2019). Do country ETFs influence foreign stock market index? Evidence from India ETFs. Journal of Emerging Market Finance18(1_suppl), S59-S86.
  • Narend, S., & Thenmozhi, M. (2016). What drives fund flows to index ETFs and mutual funds? A panel analysis of funds in India. Decision43(1), 17-30
  • Narend. S. (2014). “Performance of ETFs and Index Funds: A comparative analysis”. Project report under National Stock Exchange of India Limited.

Courses

Computational Finance

Financial Institutions and Markets

Security Analysis and Portfolio Management

Others

Professional Associations

Member, American Marketing Association

Academic Contributions
• Reviewer for Journal of Business Research. The Journal of Business Research is a highly
respected journal and it is ranked category “A” as per ABDC journal rankings

• Conducted and presented Brown Bag seminars in Faculty Forum at Great Lakes Institute of
Management
• Member, IRB (Institutional Review Board) at Great Lakes Institute of Management.