bˈædʒædʒ wʌz ɐn ɐlˈʌmnəs ʌv hˈɑːɹvɚd bˈɪznəs skˈuːl ɪnðə jˌuːˈɛs, sənt. stˈiːvənz kˈɑːlɪdʒ, dˈɛli, ɡˈʌvɚnmənt lˈɔː kˈɑːlɪdʒ, mʊmbˈaɪ ænd kɐθˈiːdɹəl ænd dʒˈɑːn kənˈɑːn skˈuːl.
Bajaj was an alumnus of Harvard Business School in the US, St. Stephen's College, Delhi, Government Law College, Mumbai and Cathedral and John Connon School.