Nikhil Sachdeva Email & Phone Number

Bengaluru, Ka, In

Bengaluru, Karnataka, India

Bengaluru, Karnataka, India

Mumbai, Maharashtra, India

I performed 2020 Annual VaR Based Measure(VBM) Testing to substantiate the ongoing adequacy of performance of VBM Model including statistical testing related to frequency of VaR exceptions, clustering of VaR violations and distribution tests to check conservativeness of VaR. I have worked on VaR reviews including RMBS(Residential Mortgage Backed Securities), CMBS(Commercial mortgage-backed securities), Repo rates, FX Basis. Alongside, I prepared analytical background for automation of Peer Bank comparison of Assets and Liabilities, Interest Income, EAR using OCR functionalities in Python.

Bengaluru, Karnataka, India

Used NLP techniques for identifying SCRA applicability from call transcripts.Implemented ULMFiT (Universal Language Model fine tuning for text classification) for the final classification due to small training data size and its generalizability to other call disclosures.

Pune Area, India

I worked on the problem of finding fillets given the vertices, principal curvatures and the principal curvature directions of a mesh using Clustering techniques, region growing, Moving Least Squares to thin the data and to reduce the effect of noise and fitting the spine and finding the mean radius of the fillet.

Bangalore

I worked on oilfield problems using techniques of data science and applied statistical methods. My objective was to get a 3D model by recognising patterns across the images provided, matching the labels(patterns) and thus get a 3D model so that one can view each component in a 3D viewer.

Master Of Statistics, Statistics, 85.5%

Bachelor Of Mathematics, Mathematics, 91.4%