RONNIE SIRCAR is the Eugene Higgins Professor of Operations Research and Financial Engineering (ORFE) at Princeton University, and is affiliated with the Bendheim Center for Finance (BCF), the Program in Applied and Computational Mathematics (PACM), the Andlinger Center for Energy and the Environment (ACEE) and the Princeton Institute for Computational Science and Engineering (PICSciE). He received his Ph.D. in Scientific Computing & Computational Mathematics (SCCM) from Stanford University, and taught for three years at the University of Michigan in the Department of Mathematics. He was a recipient of the E-Council Excellence in Teaching Award for his teaching in 2002, 2005 and 2006, and the Howard B. Wentz Jr. Junior Faculty Award in 2003. His research has been funded by NSF and ARPA-E, as well as industry contracts. His interests center on Financial Mathematics, specifically stochastic volatility models, energy markets and electricity grids, credit risk, asymptotic and computational methods, portfolio optimization and stochastic control problems, and stochastic differential games. He is a co-author of the book ``Multiscale Stochastic Volatility for Equity, Interest-Rate and Credit Derivatives'', published by Cambridge University Press in 2011, and was founding co-editor-in-chief of the SIAM Journal on Financial Mathematics, from 2009-2015. He was Director of Graduate Studies for the Master in Finance program at the Bendheim Center for Finance from 2015-2018. He was Chair of the ORFE department from 2018-24. He was made a Fellow of the Society for Industrial and Applied Mathematics (SIAM) in 2020 for “contributions to financial mathematics and asymptotic methods for stochastic control and differential games.”