Working as a Data Scientist in Financial Services and Risk Management Team. Involved in developing and validating Credit Risk, Market Risk and PPNR models as well as building tools to improve efficiency and automation of the manual processes.Have extensive experience in Python, SQL and SAS.

Was working here as a Risk Analyst for Pre-Provision Net Revenue (PPNR) modelling, which is a part of the Comprehensive Capital Analysis and Review (CCAR) cycle.Building Time Series, Regression, Error Correction Models and other Statistically Robust models to predict the firm's balances for next nine quarters.Developing automation strategies and providing data driven informative insights for the business from time to time.

Came up with a Mathematical formulation of mutual information between two emission spectra and an approximate algorithm to compute it which is fast yet close enough to the actual values.