Empirical Research Fellow
Kellogg School of Management (Northwestern University)
I am Pankhuri Saxena. I am currently working as an Empirical Research Fellow at Kellogg School of Management in Quantitative Marketing. Before starting this position, I graduated from London School of Economics with MSc Econometrics and Mathematical Economics (2022-23) and BSc (Hons) + MSc Economics from Indian Institute of Technology Kharagpur. At IIT Kharagpur, I was awarded Dr Jnan Chandra Ghosh Memorial Gold Medal for best institute all-rounder, one of the highest student awards at the institute. I will be starting my PhD in Quantitative Marketing at University of Chicago Booth School of Business in Fall 2025. I have no affliation to University of Alaska (unlike what the photo may imply) although I did walk a mile in cold to take that photo next to the thermometer.
Coursework: Advanced Microeconomics, Advanced Macroeconomics, Econometric Analysis, and Quantitative Economics
Coursework includes Artificial Intelligence, Machine Learning, Operation Research, Public Finance and Policy, Financial Management, Financial Institutions and Markets, Financial and Legal Aspects of Business, Market Microstructure, Econometric Analysis, Design and Analysis of Algorithms, Optimization Methods in Finance, and Stochastic Processes in Finance.
Work: Predoctoral research assistant in Quantitative Marketing
Work: Part-time instructor for courses in R and Python
Work: Analyzed the difference between demand and supply of the content consumed by the clients
Work: Analyzed the pattern of usage by customers of the different features of BeatO App; Analyzed the impact of the in-app rewards in increasing the frequency of usage; Analyzed the impact of the app in lowering the average blood sugar readings of the users
Work: Worked on implementing the following trading strategies in the Indian equities market: G-Score, Fama French Size and Pair Trading, by reading research papers and working with financial statements using Excel and Python; Applied Machine Learning to model monetary policy shocks and modeled the monetary policy shocks in India using data from Reserve Bank of India (RBI), Survey of Professional Forecasters and Centre for Monitoring Indian Economy (CMIE)
Work: Worked at the Data Analysis and Management vertical of NITI Aayog, think tank of Government of India, on the project "Bharat Bhasha: Natural Language Processing" which aimed to address the need for increased the access to digital services, as identified under the National Strategy on Artificial Intelligence, by providing repositories related to Natural Language tools for Indian languages. The project involved identification of the current data sources and tools, designing a workflow for the annotation of the datasets and proposing a institutional structure for the long run sustainability of the stack.