Leading Data-Science for Copilot, Next Generation AI to Product

Worked on several projects individually and with my team to validate-maintain existing quantitative models and developed fresh models involving extensive research for new requirementsStatistical/Econometric Modelling - Regression (Linear, Logistic, Kernel methods), Smoothing techniques - Time Series (ARCH, GARCH and its variant, ARMA, ARIMA) - Co-Integration, Error Correction Model, State-Space ModellingQuantitative Risk Models - Extensive Analysis of High Frequency Trading (HFT) portfolio - Value-at-Risk, Stress testing, Book and Portfolio-wise risk analysis - Calculation Incremental Risk Charge (IRC) as Copula Model - Calculation of Marginal Risk for Individual Issuer - Extensive Regression and Time series analysis

Statistical Learning - High dimensional data analysis in text mining. Responsible for building data model from sctrach. Extensively worked on open ML problems in domain of text Classification and Feature extraction.Used LSI, Random Forest, SVM and regularization techniques