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Arjun Mahalingam

Arjun Mahalingam

Research Assistant, Centre for Risk Studies

BE (Delhi University), MSc (TU Delft), MSc (LSE)

Professional experience

Arjun Mahalingam is a Data Researcher at the School's Centre for Risk Studies, where he works on an ambitious project, Project Pandora, that aims to model all-ills under a unified framework. He is currently developing Sovereign Default threat scenarios (trillion dollar loss events) and use cases to model large shocks that propagate to the financial networks to enable his team to analyse its implications for hedging through dynamic rebalancing in various investment portfolios. He would also jointly develop a shadow banking system module to integrate with the larger global banking networks model to investigate the financial catastrophe impacts on the interconnected systems. In addition he proactively provides ad-hoc empirical research assistance on analysing contingent-convertible (cocos) bonds data to support a professor at MIT Economics with his ongoing research. He previously worked for two years for the School's Energy Policy Research Group (EPRG), wherein he analysed energy subsidy and carbon price scenarios, and provided high-impact policy and business recommendations that were aimed at facilitating cost-effective renewable energy investments.

Previous appointments

Arjun is a mechanical engineer by undergraduate education and has two postgraduate degrees. He has a MSc in Sustainable Energy Technology from TU Delft, specialising in modelling of complex adaptive systems, and also a MSc in Finance and Economics from the London School of Economics (LSE), specialising in monetary economics. At the LSE, his research focus was developing an econometric framework for haircuts allocation for collateralised liquidity provision by the European Central Bank (ECB), and at TU Delft he independently developed a decision support tool using agent-based modelling (ABM) to study the economic impacts of various demand response pricing policies in the Netherlands. He was a pro bono volunteer with Elsevier where he worked remotely as a research ambassador with the Journal of Monetary Economics (JME) for a year. Additionally, he has held visiting research positions at the National University of Singapore (NUS) and Massachusetts Institute of Technology (MIT). 

Research interests

Arjun is very keen on exploring effective ways to integrate his economics education, modelling expertise and research experience to broaden the frontiers of understanding systemic risk and contagion in banking and financial networks using machine learning in big data. His research interests are in systemic risk and liquidity management, financial crises, stress testing in financial networks and monetary policy. In line with his aspirations to become a life-long learner, he currently takes a math course online in Real Analysis, Convexity and Optimization for credit from Harvard University, in addition to other course offerings in macro-econometric forecasting (IMF) and economic network theory (Stanford University) in order to further expand his competencies in preparation for his PhD research in the future.

Selected publications

Mahalingam, A. and Reiner, D.M. (2016) "Energy subsidies at times of economic crisis: a comparative study and scenario analysis of Italy and Spain." Energy Policy Research Group Working Papers, No.EPRG1603; Cambridge Working Papers in Economics, No.1608. Cambridge: University of Cambridge.

Du, P., Zheng, L.-Q., Xie, B.-C. and Mahalingam, A. (2014) "Barriers to the adoption of energy-saving technologies in the building sector: a survey study of Jing-jin-tang, China." Energy Policy, 75: 206-216 (DOI: 10.1016/j.enpol.2014.09.025)

Mahalingam, A., Reiner, D. and Newbery, D. (2014) "The cost effectiveness of renewable energy support schemes in the European Union." IAEE Energy Forum, 3rd Quarter: 21-22

Mahalingam, A., Reiner, D. and Newbery, D. (2014) "The cost effectiveness of renewable energy support schemes in the European Union." In: Proceedings of the Annual International Association for Energy Economics (IAEE) Conference, 15-18 June 2014, New York, NY, USA.

Mahalingam, A., Reiner, D., Newbery, D., Pollitt, M.G., Ritz, R. and Chyong, C.K. (2014) EPRG policy brief: a note to the new commission on the way forward to 2030. Cambridge: University of Cambridge.

Koliou, E., Mahalingam, A. and Hakvoort, R.A. (2013) "Assessment of residential demand side response: implementation of price-based mechanisms in the Dutch day-ahead market." In: Proceedings of the European IAEE Conference (13th), 18-21 August 2013, Düsseldorf, Germany.

Contact details

Arjun Mahalingam
Centre for Risk Studies
Cambridge Judge Business School
University of Cambridge
Trumpington Street
Cambridge CB2 1AG

Tel: +44 (0)1223 760494

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