Fahed Shaikh Email & Phone Number

Bengaluru, Ka, In

Bengaluru, Karnataka, India

Bengaluru, Karnataka, India

Part of a team working on optimizing counterparty credit risk assessment using the CORB3 application. Responsibilities included evaluating counterparties' creditworthiness by analyzing financial statements, credit ratings, and other pertinent data. Utilized advanced risk metrics such as Risk Weighted Assets (RWA) Exposure at Default (EAD), Probability of Default (PD), and Loss Given Default (LGD) to quantify risk exposure accordingly.Compared User Acceptance Testing (UAT) data with baseline and production data within the system, extracting insights using SQL queries and Excel analysis to identify and resolve discrepancies. Learnt about regulatory compliance, ensuring adherence to Basel III requirements for CCR management. Refined risk calculation algorithms and data validation processes, providing insights to optimize the CORB3 application. This work contributed to enhancing HSBC's overall risk-adjusted returns through effective risk mitigation strategies, such as collateralization, netting agreements, and credit derivatives.

Bangalore Urban, Karnataka, India

Designed a project to predict the MnC visits to the govt. hospitals in each district/taluka of Karnataka. The project was on time series forecasting. Each model was deeply studied and analyzed.Dealt with a data having huge components of trend, seasonality, errors and potential outliers. Performed transformations, differencing. Calculated MAPE values achieved through 12 different models for our predictions on each district. Simple Exponential Smoothing, Error Trend Seasonal, Holt's Linear Trend method, Holt Winters' Seasonal Trend Additive and Multiplicative, Auto Regression, Moving Average along with ARMA, ARIMA and SARIMA were a few of the models deployed.An MAPE score of as low as 22% was achieved on the test Forecasting.

Bangalore Urban, Karnataka, India

The project analyzes different forecasting models on stock price datasets of Microsoft Corporation (MSFT), Tesla Inc. (TSLA) and Netflix Inc (NFLX) Closing Stock Datasets. The Data Cleansing was minimal as we gathered our resources from from Yahoo Finance for the time period of 2011 to 2021. But, as the Stock Price Datasets are highly nonlinear and non-stationary, we used 11 different models- five traditional univariate forecasting models namely, SES, ETS, ARIMA, Theta Method, TBATS and one global forecasting model- Pooled Regression for multicollinearity. Along with a few pre-trained Deep Learning Models, Like WaveNetsEstimator, NBeatsEstimator, DeepAR Estimator etc.We have also ensembled some models by taking simple averages. This helps to check whether the ensembled model performed better than individuals for these stock price datasets or not.

Integrated Master Of Technology - Imtech, Computer Science

Activities and Societies: Lead: Chhayachitra- The photography club, Esports SPOC and Event manager for multiple cultural events.

Jee Coaching, Mpc, Jee Mains Jan 2019: 99.77 Percentile, Air 2778

Scored a total of 116/120 in Mathematics of JEE MAINS 2019, January Session. Alongside a GPA of 10/10 in Boards.