I am an Analytics Professional with rich background of analytics, modeling, model validation and reporting in domains of financial analytics, equity valuation, financial engineering, trading algorithms and credit risk analytics. I am proficient in statistical modeling in Forecasting/Predictive Analytics, Segmentation Methodologies, Regression Based Models, Hypothesis Testing, Factor Analysis/PCA, Conjoint Analysis, Scorecard Modeling, Artificial Intelligence (Neural Networks, Genetic Algorithm, etc), Optimization Techniques, Co Integration, VAR, VECM, text scoring, image processing, real time video analysis, etc. I also have a rich experience of building user friendly reports to give better visibility of business and aid Strategy & Planning. I have extensive experience in various statistical tools like R, SAS, SPSS, Matlab, Minitab, Octave, Stat. I am extremely conversant with algorithms. I am skilled in different programming laguages like C, C++, C#, Java, Python, CudaC as well as functional programming languages like F#. I am experience in Big Data analytics like Hadoop using NoSQL, Mapreduce framework, Hive and Pig scripts. I have experience in developing models using Excel VBA. I am currently pursuing CFA (Level II candidate) and FRM (Level 1 Candidate).
Demonstrated Success record in:
Statistical Arbitrage in Pairs trading strategy using Co Integration, VAR, VARMA, VECM approaches
Valuation of Structured Products
Sentiment analysis using text scoring (naive Bayes, regressive models, Machine learning and EM algorithms)
Market Efficiency analysis to identify pockets of inefficiency in emerging markets
Developing statistical models for credit risk estimation for wholesale loan portfolios
Developing models for economic capital required under Basel II norms
Develop equity and fixed income valuation models
Pricing models for products/services in Pharmaceutical sector, Energy sector, etc.
......and many others