Great Lakes welcomes three new faculty members to its family
Dr. Vidya Mahambare
Dr. Vidya Mahambare has joined Great Lakes as associate Professor in Economics. Prior to joining Great Lakes, she was the Director and Principal Economist at CRISIL, a global analytical company providing ratings, research and policy advisory. Earlier, Vidya was with Cardiff Business School, UK, from 2001 to 2005 where she had moved after completing her doctorate from Lancaster Management School, UK. At Cardiff, she taught courses related to international economics, microeconomics, modern business enterprise, and econometrics. During the same period, she was a research associate at Liverpool Research Group in Macroeconomics, UK.
Dr. Vidya has, to her credit, a string of domestic and international academic research publications, in addition to a regular stream of articles released in media. Her research articles have been published in journals such as Oxford Economic Papers, Transnational Corporations, Journal of Quantitative Economics, Indian Economic Review and Economic Intelligence. In 2005 she published her co-authored book ‘Should Britain leave the EU? – An economic analysis of troubled relationship’.
Dr. R. L. Shankar
Dr. R.L. Shankar has joined Great Lakes as Professor in Finance. With a B.Tech (IIT Madras) and M.S. Computational Finance (Carnegie Mellon University), PhD (EdHEC), Dr. R.L. Shankar was heading the Centre for Advanced Financial Studies at IFMR prior to joining Great Lakes. He was also the Program Director for the niche two-year Financial Engineering program offered by IFMR. He is also a visiting faculty at other leading Business Schools such as IIMs, NISM (SEBI’s initiative) etc.
Dr. Shankar has rich experience in offering customized programs for working executives. He has designed and delivered programs for Bank of America, Standard Chartered Scope International (India and China), World Bank, ICICI Bank (Treasury), Reserve Bank of India, Cholamandalam Investment and Finance Company Limited, Sundaram Fasteners etc. Hiss research focuses on algoritmic trading, market microstructure, imperfections in derivatives markets and non-parametric risk measurement techniques.