I am a graduate of UCLA Anderson Masters in Financial Engineering Program. I have expertise in Data Analytics, Machine Learning, Risk Modelling and Management. I have 3 years experience in risk management and research using Python, R, Excel/VBA in the domain of Market Risk, Credit Risk, Option ...more

I am a graduate of UCLA Anderson Masters in Financial Engineering Program. I have expertise in Data Analytics, Machine Learning, Risk Modelling and Management. I have 3 years experience in risk management and research using Python, R, Excel/VBA in the domain of Market Risk, Credit Risk, Option Pricing, Supervised/Unsupervised Learning, Time Series Analysis and Neural Networks. I am currently at Credit Suisse. My experience spans areas of trading, research and risk management in the following asset classes - credit, equity, derivatives and rates. Previously I was with J.P. Morgan working as a data scientist in the credit risk domain. I have interned with two renowned asset managers - Zacks Investments and TCW working on machine learning models to predict portfolio returns. I am equipped with strong programming skills in Python, R, SQL and Tableau which form the base of several data intrinsic initiatives today. Programming skills: Python[Pandas, Dask, Numpy, Scipy, Scikit-learn, tensorflow], R [caret, forecast, ggplot], SQL, Tableau. Machine Learning: Regression (Linear, Logistic), Clustering, Classification (SVM, Random Forest, XGBoost), Feature engineering, PCA, Neural Networks, Decision Trees, Gradient boosting Statistics: Hypothesis testing, Time series analysis, A/B testingless