Dr. Arun Sen is a Director in the Economics practice. He works with clients in matters related to securities litigation, as well as on advisory cases involving technical financial problems. His expertise centers on quantitative methods in finance, including derivative pricing and statistical methods. Dr. Sen has experience in leading teams in the analysis and modeling of complex financial issues on topics including mutual fund market timing, the valuation of executive stock options, the failure risk of hedge funds, and the valuation of structured products. He has also developed novel approaches for the analysis of securities class actions. The clients Dr. Sen has assisted include hedge funds, investment banks, and the SEC. Dr. Sen has made presentations in front of the board of directors of a major electronics company, as well as various other forums, and provided advice to the US Treasury Department on issues relating to the TARP bailout.
Dr. Sen has submitted written affidavits to state court, and helped co-author numerous expert reports. His research has been published in peer-reviewed journals such as Computational Optimization and Applications, and Optimization Methods and Software; his work has also appeared in law reviews and trade publications.
Prior to joining AFE Consulting, Dr. Sen was a member of NERA Economic Consulting’s Securities and Finance Practice. He received his doctorate in operations research and financial engineering from Princeton University, and obtained his bachelor’s degree in mathematics with high honors from Harvard University.