Saran Sunny Ahuja

Saran Ahuja (goes by "Sunny") is a mathematician and data-science executive. He is Chief Data Scientist at ABACUS digital, the SCB-backed Thai digital-lending fintech, where he builds credit-scoring and fraud models. He holds a PhD in Mathematics from Stanford (advisor George C. Papanicolaou, dissertation "Mean field games with common noise") and an MS in Financial Mathematics from Stanford, and a BS from Brown University. He was a quantitative researcher at Two Sigma in New York (Dec 2015 to Jan 2017) and held quantitative summer roles at Morgan Stanley (Hong Kong) and JPMorgan Chase (New York). He is a three-time IMO contestant for Thailand (2003, 2004, 2005) and has published in mean-field-game and market-microstructure mathematics.

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• Quant employment verification: CONFIRMED. Actual quantitative-finance roles are documented: Quantitative Researcher at Two Sigma (New York, Dec 2015 - Jan 2017), Summer Associate in Quantitative Strategist at Morgan Stanley (Hong Kong, summer 2013, per index, incl. backtesting statistical-arbitrage strategies on Asian corporate bonds), and Summer Associate in Quantitative Research at JPMorgan Chase (New York, summer 2011, per index, CDS pricing tool). Identity is supported: the ABACUS digital official bio independently states he "worked as a quantitative researcher at Two Sigma Investment, a leading quantitative hedge-fund in New York", and the Stanford PhD alumni page lists the same name with dissertation "Mean field games with common noise" (advisor George Papanicolaou). Employer classification: Two Sigma and Morgan Stanley and JPMorgan Chase are genuine quantitative-finance/hedge-fund and investment-bank employers (Two Sigma is a systematic hedge fund; Morgan Stanley and JPMorgan run quantitative research/strategist desks). The Two Sigma role is confirmed by a primary company/employer bio (abacusdigital.com and the Bangkok Digital Finance Conference speaker bio); the Morgan Stanley and JPMorgan summer roles rest on the LinkedIn-derived index only and are labeled index-only, not independently primary-confirmed.Oct 9, 2024
• Quant employment verification: CONFIRMED. Actual quantitative-finance roles are documented: Quantitative Researcher at Two Sigma (New York, Dec 2015 - Jan 2017), Summer Associate in Quantitative Strategist at Morgan Stanley (Hong Kong, summer 2013, per index, incl. backtesting statistical-arbitrage strategies on Asian corporate bonds), and Summer Associate in Quantitative Research at JPMorgan Chase (New York, summer 2011, per index, CDS pricing tool). Identity is supported: the ABACUS digital official bio independently states he "worked as a quantitative researcher at Two Sigma Investment, a leading quantitative hedge-fund in New York", and the Stanford PhD alumni page lists the same name with dissertation "Mean field games with common noise" (advisor George Papanicolaou). Employer classification: Two Sigma and Morgan Stanley and JPMorgan Chase are genuine quantitative-finance/hedge-fund and investment-bank employers (Two Sigma is a systematic hedge fund; Morgan Stanley and JPMorgan run quantitative research/strategist desks). The Two Sigma role is confirmed by a primary company/employer bio (abacusdigital.com and the Bangkok Digital Finance Conference speaker bio); the Morgan Stanley and JPMorgan summer roles rest on the LinkedIn-derived index only and are labeled index-only, not independently primary-confirmed.
• Chief Data Scientist at ABACUS digital (SCB Abacus, the SCB-backed Thai digital lending fintech) since 2024, responsible for credit scoring, fraud models and AI applications; previously Head of Analytics and Modeling (2022-2024) and Senior Data Scientist / Lead Modeler (2017-2022) at the same firm.Oct 9, 2024
• PhD in Mathematics at Stanford (2009-2015), dissertation "Mean field games with common noise", advisor George C. Papanicolaou; listed on the Stanford Mathematics PhD alumni page.2015
• Three-time IMO contestant representing Thailand: 2003 (rank 231, 11 pts, Honourable Mention), 2004 (rank 200, 18 pts, Bronze), 2005 (rank 191, 16 pts, Bronze); contestant id 7607 on the official IMO site.2005
• Speaker at the Bangkok Digital Finance Conference (Dr. Saran Ahuja, Chief Data Scientist, ABACUS digital) on the panel "Turning Digital Footprint into Financial Opportunity" (Summit Stage, Tue 16 Sep), on alternative-data credit access.2025
• Was a Visiting Scholar at Harvard University in 2017 (research interest: global games, game theory), between the Two Sigma role and the ABACUS role, per LinkedIn index.2017
• Co-authored "Limit order trading with a mean reverting reference price" (arXiv 1607.00454, q-fin Trading and Market Microstructure) with G. Papanicolaou, W. Ren and T.-W. Yang, linking his academic work directly to market-microstructure/limit-order modelling.Jul 2, 2016
• Also holds an MS in Financial Mathematics from Stanford (2009-2011) and a BS from Brown University (2004-2009, Junior Phi Beta Kappa / Omega Delta Epsilon), per LinkedIn index.2011
• Co-authored "Forward-backward stochastic differential equations with monotone functionals and mean field games with common noise" (arXiv 1611.04680) and "Asymptotic Analysis of Mean Field Games with Small Common Noise" (arXiv 1707.09090) with W. Ren and T.-W. Yang.Nov 15, 2016
• Graduate Student Researcher at Stanford (2009-2015) working on mean field games, stochastic control, stochastic analysis and financial mathematics.2015
• His single-author paper "Wellposedness of Mean Field Games with Common Noise Under a Weak Monotonicity Condition" (arXiv 1406.7028) was published in SIAM Journal on Control and Optimization.Jun 26, 2014