About Us
With over 25 years at the intersection of finance, technology, and data science, Anirban brings a rare combination of quantitative rigor and entrepreneurial vision to every engagement.
His journey spans from building SABR volatility models for exotic derivatives at Aegon to architecting real-time portfolio analytics at Charles Schwab; from co-founding a healthcare AI startup to developing factor-based investment strategies that outperform traditional benchmarks.
Anirban founded InnovationStrat Consulting to democratize the sophisticated analytical frameworks typically reserved for institutional investors and Fortune 500 companies, making them accessible to individuals and growing businesses navigating complex financial and healthcare decisions.
Career Journey
Notable Projects
LSTM-GARCH Volatility Models
Developed hybrid machine learning volatility models combining LSTM neural networks with GARCH for predicting portfolio concentration risk at Charles Schwab.
SABR Options Pricing Library
Extended SABR stochastic volatility model for equity options with vanna-volga stress testing. Coded in C++ with Nelder-Mead parameter estimation.
Macroeconomic Dashboard
Built comprehensive market analytics platform integrating FRED, Quandl, and Polygon APIs for yield curve analysis, volatility skew, and cross-asset monitoring.
CDO Portfolio Optimization
Priced and managed $60MM synthetic CDO portfolio using S&P methodology, realizing $1.2MM profit through strategic rating agency negotiations at Aegon.
Equity Risk & Alpha Models
Led development of short and long horizon factor models for domestic and international equities, serving millions of retail investors at Charles Schwab.
PatientMD Healthcare Platform
Architected AI and blockchain-driven healthcare platform with telemedicine, PHR/EHR integration, revenue cycle management, and healthcare token economy.
This principle guides our approach: we build practical, useful models that help you make better decisions - not perfect predictions, but actionable insights.
What Sets Us Apart
Quantitative Rigor
25+ years building models at institutional scale—from SABR volatility pricing to factor-based portfolio optimization.
Entrepreneurial Perspective
Founded and built a healthcare AI startup. We understand the founder journey from first check to scale.
Integrated Approach
Finance, tax, healthcare, and technology expertise under one roof—no siloed advice or coordination gaps.