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.
Work area: Data analytics, Statistical/Econometric modeling, Financial Engineering, Time Series, Risk models, Basel-II
Worked with Infosys (February’07-August’08) as Manager, Analytics
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)
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
(Consulting since December’04, Assistant Manager since Dec’05 till April’06)
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)
Quant research, Statistical and econometric analysis/modeling.
Worked on an exchange rate forecasting project for a hedge fund in Europe
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
Leading/managing projects related to statistical and econometric analysis/modeling.
Worked on credit card and reinsurance portfolios
The Economic Times April’01-December’03
• 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
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
Analysed various sectors of the economy with special emphasis on banking and insurance
Delhi School of Economics May’97-October’99
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
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)
Languages known: English, Italian, Hindi, Assamese, Bengali.
Countries visited: US, UK, Italy, Germany, Austria, Switzerland, Spain, and Hong Kong
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
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
ECONOPHYSICS Group, Europe
CINEF (Centre for Interdisciplinary Research on Economics and Financial Engineering)
References available on request
Finding a New Position, Networking
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