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Diganta Saikia
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  • Bangalore, Karnataka
  • India
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DIGANTA SAIKIA


An analytics professional (certified in SAS programming), a fellow in financial engineering from the University of Genoa in Italy and a Delhi School of Economics post graduate in Economics with specialization in econometrics and international finance, having diverse experience in data analytics/statistical and econometric modeling for the last several years.


Address:

510/1, Arekere Main Road
Bannerghatta Road
Bangalore-76
Contact no: +91 9886957795
Email: [email protected]


Work area: Data analytics, Statistical/Econometric modeling, Financial Engineering, Time Series, Risk models, Basel-II

Work experience

Worked with Infosys (February’07-August’08) as Manager, Analytics
(Knowledge Services)

Location: Bangalore
Onsite assignments: US, London

Recently came back from Canary Wharf, London after an onsite deputation for a leading energy firm in its market risk desk.

I used to manage the analytics practice, specifically in the quantitative finance/financial engineering area. My responsibilities range from mentoring the team, assist in capability building through training, sharing knowledge in financial research, writing thought papers, and handling clients globally.

Was involved in recruiting resources from top-tier institutes like IITs, ISI and IIMs.

As a leader of the analytics team, I used to be involved extensively in thought papers, and client interactions

Lately, I was involved in a data automation project through SAS for generating a monthly home loan risk report along with quality control checks for one of the top five US banks : onsite, US

I was leading a project for optimizing the collection strategy through an attrition model for a leading energy player in the US: SAS environment

I was involved in formulating a thought paper for developing a churn model for a leading telecom company in the world

I was leading another project for a B2B office equipment major in the US for checking attrition. We helped in checking attrition through a churn model

Was responsible for mentoring the team members


IIM, Bangalore (May’06 till Jan’07)

Freelance Consultant

Consulted on various projects related to financial econometrics. Worked on modeling volatility for various stock market indices like S&P 500, MSCI-Euro using time series models, VECM etc


HSBC
(Consulting since December’04, Assistant Manager since Dec’05 till April’06)
Location: Bangalore

Worked on projects involving statistical and econometric analysis/modeling for strategy, profiled the real estate customers in North America for checking attrition, loan forecasting model, tracked customer behavior for targeting the right customers for direct mail campaigns


Amba Research September’05-December’05 (one project)

Location: Bangalore

Freelance consulting

Quant research, Statistical and econometric analysis/modeling.
Worked on an exchange rate forecasting project for a hedge fund in Europe
(Matlab environment)



University of Genoa, Italy December’04-May’05

Fellowship, Quantitative Methods in Financial Engineering

VaR, EVT, Electricity spot pricing (Matlab environment), risk measures/models using techniques like EVT (Extreme Value Theory), and Bootstrap (application: setting up an exchange for electricity trading), market volatility, extensive use of time series models (ARCH/GARCH family), rare event/catastrophe modeling




Planman Analytics February’04-September’04

Location: Delhi
Freelance Consulting

Leading/managing projects related to statistical and econometric analysis/modeling.
Worked on credit card and reinsurance portfolios



The Economic Times April’01-December’03

Location: Delhi
Feature Writer

• Analysed various sectors of the economy like banking and insurance, personal finance, stock market trends, mutual funds, consumer finance and business intelligence

• Wrote extensively on the personal finance sector covering credit, debit and co-branded cards, personal loans, real estate loans etc

• Wrote special reports on the challenges before the PSU banks in the country, sustainability of the stock market rally, recovery syndrome of the Indian economy, growth of the non-life insurance sector in the country


Wahindia, a Spectranet concern November’00-March’01
Location: Delhi
Senior researcher


Economic research, business analysis
The firm collapsed during the dotcom crash phase. Reason for my subsequent movement to The Economic Times


Business Standard November’99-October’00
Location: Delhi
Sub editor

Analysed various sectors of the economy with special emphasis on banking and insurance



Delhi School of Economics May’97-October’99
Researcher

Various research projects involving statistical and econometric analysis

Software: SAS, MATLAB, C, MS Office, EVIM (for EVT)

Statistical/Econometric techniques: descriptive statistics, OLS, Logistic Regression, Factor Analysis/Principal component analysis, Time Series (ARCH/GARCH family), Cointegration, Kalman Filter, VAR



Educational qualifications

Post Masters Fellowship, Quantitative Methods in Financial Engineering, University of Genoa, Italy (2004-’05)

Work area: electricity spot market, electricity derivatives, market volatility forecasting, market VaR

Masters (Economics), Delhi School of Economics (1997)
Specialisation: Econometrics, International Finance

Graduation, Delhi University (1993)

Specialisation: Economics


Languages known: English, Italian, Hindi, Assamese, Bengali.


Countries visited: US, UK, Italy, Germany, Austria, Switzerland, Spain, and Hong Kong


Personal

Hobbies include badminton, reading and table tennis. Stood among top five in the all-India general knowledge test conducted by The United Schools Organisation, a wing of the United Nations


Research papers:

Quantitative Methods in Financial Engineering: A Look at Electricity Pricing and Risk Measurement: University Thesis in post masters


Fatal flaw in free market system: lag residual examination: International Conference on Operations Research in Economic and Industrial Applications, 2004, Calcutta


Membership:

ECONOPHYSICS Group, Europe
CINEF (Centre for Interdisciplinary Research on Economics and Financial Engineering)


References available on request
Field of Expertise:
Finance, SAS, Other
Years of Experience in Analytical Role:
5 years
Professional Status:
Manager
Interests:
Finding a New Position, Networking
What Other Analytical Website do you Recommend?
http://www.analyticbridge.com
Your Company:
consulting
Industry:
Analytics/finance
How did you find out about AnalyticBridge?
web

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