Harrianto Sunaryan
I am a first-year Statistics PhD student at the University of Warwick, working under the supervision of Dr Miryana Grigorova. I am broadly interested in practical applications of Backward Stochastic Differential Equations (BSDEs) in mathematical finance and decision-making under risk and uncertainty. Currently, I am studying numerical methods to approximate the solution of BSDEs, with a particular focus on generalising these methods to a non-Markovian case.
Education
PhD in Statistics, University of Warwick, Oct 2025 - Present
MSc in Computational Mathematical Finance, University of Edinburgh, Sep 2021 - Nov 2022
BSc in Mathematics, Bandung Institute of Technology, Aug 2016 - Jul 2020
Industrial Experience
Senior Financial Risk Consultant, Ernst & Young, Indonesia, Mar 2023 - July 2025
Data Science Consultant, Ganesha Tujuh Sembilan, Indonesia, Jul 2020 - Jun 2021
Contact
Email: harrianto.sunaryan@warwick.ac.uk