SME and India functional lead of the Model Production Platform & Testing Stream for an in-house analytics and orchestration engine.Model code rewriting, onboarding models on API based orchestration platform

Model Orchestration on in-house platform using advanced analytics and programmingModel Engineering and automated validation controls of Enterprise Finance Models

Global Risk Analytics (GRA) - Traded Risk AnalyticsHKMA SDST 2023 Stress Test Model DevelopmentImplementation of Long term and Short Term HKMA Climate Stress Test

Model Developer and SME of CCR-IMM models Model Calibration( Auto Regressive OU processes, GBM, Hull White model etc.)Asset Correlated Monte Carlo Simulation using PCA, Pricing- MTM calculations, Backtesting, Risk Exposure Calculation in Collateralised and Non-Collateralised trades

Model Developer of CCR- IMM models ( FX, IR, Inflation etc.)Developed NSS(Nelson Siegel Svensson) Filter to smoothen the bootstrapped Zero rates to avoid spurious calibration results, to ensure mean reversion & stationarity of the IR curves.

Risk model developer in Risk Quants team of NatWest Markets ( Investment Bank of NatWest Group )Designed and implemented new methodology for the choice of simulation boundaries of Inflation Index Model

Customer Engagement Analysis, Customer Journey Analysis, Driver analysis of Net Promoter Score using Random Forest and Bootstrapping

Customer Analytics, Customer Intervention, Insights and Performance Measurement

Bancassurance Analytics, Employee Engagement Analysis, Call Centre Analytics

Summer intern-Analyzed the schedules for Socio Economic Survey, Annual Survey of Industries, Consumer Price Index Survey-Familiarized with the official statistical system of India, with specific reference to data collection, processing and analysis

-Classification of spare part inventory with optimal control approach-Forecasting demand with uncertainties in lead time-Optimal procurement policy based on demand levels