Rohan Kannan
I'm a Data Science & Math double major at Purdue, and I build risk models. This summer at Cisco I upgraded the treasury team's Value-at-Risk model with Monte Carlo simulation and implied volatility, and shipped the analytics around it — counterparty bank evaluation, transaction categorization, an AI workflow for broker analysis. I also row for Purdue.
What I'm working toward
- A Summer 2027 internship in risk modeling — market risk, counterparty risk, or model validation.
- Building out the theory under the models — statistical theory, numerical methods, and advanced linear algebra this year.
- Doing research worth publishing, and writing more here on this site.