Arvind V Shrivats

Math - Finance - Stats - Sports

About Me

I'm a Postdoctoral Scholar at Princeton University, in the department of Operations Research & Financial Engineering (ORFE). My work at Princeton is funded by the ARPA-E PERFORM Project. Our goal is to quantify, allocate, and financialize the risks electrical grids face due to uncertain electricity production from renewable sources. As the energy mix shifts more and more towards renewables, this will increase in importance, and necessitates sophisticated risk quantification and management techniques, which I am excited to learn about and implement through this project.

Prior to joining Princeton, I completed my Ph.D. at the University of Toronto, working in the Department of Statistical Sciences, as part of the Mathematical Finance Group. My research used tools from stochastic control and mean field games to study optimal behaviour in emissions markets (such as cap-and-trade or renewable energy certificate markets). My publications can be found on my Google Scholar profile.

My undergraduate education was from the University of Waterloo, where I completed a Bachelor's degree in Mathematics. During that time, I completed internships at various financial institutions, including TD Asset Management, and CI Investments. Between finishing my undergrad and starting my Ph.D., I worked for a year at Canada Pension Plan Investment Board, and during my Ph.D., I completed an internship at CIBC. In these roles, my primary focus has been to use my quantitative background to provide tools, analysis, and insight to assist investment decision makers. The nature of these tools and analyses have varied significantly, but the core process of providing better information and analysis for investment decsion makers has not.

I also write for Pension Plan Puppets, a Toronto Maple Leafs blog affiliated with Vox Media. Here I explore basic statistical topics, comment on roster composition and strategy, and apply my quantitative knowledge to understanding the game. I also host the Back to Excited Hockey Podcast, which covers the Maple Leafs and hockey analytics. It is available on Apple Podcasts, Soundcloud, and Spotify.

When I'm not working, I enjoy playing tennis, golf, and hockey.

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Feel free to contact me if you are interested in collaborative work, arranging a talk, or connecting to discuss the intersection of mathematics, finance and sports.