Recognized leader in the areas of finance, quantitative finance, and management science
July 2, 2018
Chanaka Edirisinghe, the Kay and Jackson Tai ’72 Senior Professor in the Lally School of Management at Rensselaer Polytechnic Institute, has been named associate dean for academic affairs for Lally.
The associate dean fulfills a leadership role in the overall management of the school in terms of academic, curricular, and human resource issues. Edirisinghe will oversee curriculum development, program design, and delivery, and will work with the faculty to plan, revise, and implement changes in undergraduate and graduate programs.
“In the four years since Chanaka joined us as the Tai Chair in Quantitative Finance, he has taken on significant administrative and academic responsibilities, most recently as the director of the Center for Financial Studies,” said Thomas Begley, dean of the Lally School. “He has built up the center with sets of talks by finance industry professionals and academic colleagues from other universities. He has continued our work to offer co-curricular activities and competitions to students interested in finance. Most recently, he organized a very successful all-day workshop on artificial intelligence in financial services.”
Edirisinghe, a recognized leader in the areas of finance, quantitative finance, and management science, joined the Rensselaer faculty in August 2014 from the University of Tennessee Knoxville, where he served as professor, Ph.D. director of the management science program, and director of the Financial Engineering Research Laboratory at the College of Business.
His research interests include financial portfolio optimization theory, models, and applications. Specific areas of his investigations include arbitrage-free pricing of options and derivatives, risk management, supply chain contracting and coordination, and fleet routing. His findings have been published in leading operations research and finance journals.
In addition, Edirisinghe is the developer of the financial trading strategy optimizer and simulator software Mi$OFT, and he often collaborates with industry partners on developing and implementing models for financial asset allocation and fundamental strength analysis of public firms for investments.
Edirisinghe is the recipient of several honors, including the Citation of Excellence Award by Emerald Management Reviews in 2009 for writing one of the most prominent 50 articles in the world for management research. He also was recognized as a Distinguished Scholar at the School of Management at the Chinese University of Mining and Technology in Beijing in 2007.
In 2008, Edirisinghe served as a visiting research scholar at the Kansai University Faculty of Informatics in Osaka, Japan; and in 2010 a Visiting Erskine Fellow at the College of Business and Economics at the University of Canterbury in Christchurch, New Zealand. In 2014, he also served as a visiting professor of financial engineering at the Nanyang Business School of Nanyang Technical University in Singapore.
Edirisinghe received his bachelor’s degree in mechanical engineering from the University of Peradeniya in Sri Lanka, a master’s of engineering degree in industrial engineering and management from the Asian Institute of Technology, and a doctoral degree in management science from the University of British Columbia.