Sumit Gupta Email & Phone Number

New York, New York, Us

- Exposure at Default (EAD) and Incremental Use (IU) model development for wholesale banking.

New York, New York, Us

- Wholesale Credit Loss Model development for Credit Default Swap (CDS)hedge loans, Collateralized Loan Obligations (CLO) hedges for CCAR/DFAST stress testing.- Credit loss modeling for Held for Sale/Fair Value Options.- Front office Pricing for Capital Markets Origination (CMO) loans within Held for Sale (HFS) portfolio.- Front office pricing for CLO accrual hedge loans.- Processing of macroeconomic scenario(BHC/FRB) and scenario outlook for risk parameters.

New York, New York, Us

Credit Risk Modeling and Stress Testing for Wholesale banking-Quantitative Model developer for Single Name loan hedges, Held for Sale and Fair Value Options for CCAR/DFAST stress testing.- EBA/ICAAP based European Central Bank Stress testing.

Boston, Us

DA 5030: Data Mining and Machine Learning● Conduct lectures and code walks for a batch of 80 graduate students covering various topics for Data Mining and Machine Learning● Held office hours to assist students with course assignments, Practicums and term project.

Bonn, De

● Worked as an Analytics & Innovation Intern in cross-functional teams of US Sales Support, Sales & Pricing of DHL Express to leverage Data Analytics & Machine Learning to solve current business challenges.● Performed Customer Segmentation based on RFM model, Pareto Analysis & K-Means Clustering using Python to find top customers for planned new loyalty program.● Performed Sales Forecasting based on Time Series ARIMA & RNN models for regional Field Sales customers of Area 01(Southern US)● Carried out EDA/Regression analysis/Driver Analytics on sales & revenue data to generate trends and dashboards on various KPIs using SSRS.● Developed Stored Procedures, complex SQL scripts & integrated data to automate the Offer Management Tool so as to extract user changes; scheduled jobs to fetch these extracts daily for the user.● Analyzed 5 years of Shipment data to perform Driver analysis & present hidden trends and patterns to mitigate losses on account of phasing out of Heavy Weight shipments (>300 kg) to Senior Directors and Analysts.● Was the only intern chosen to have undergone a specialized training ("Certified International Specialist" program) at global hub of DHL at Cincinnati (CVG).

Boston, Us

Data Analytics (DA 5020): Collecting, Storing and Retrieving Data in R:● Conduct lectures and code walks for a batch of 80 graduate students covering various topics for Data Analysis and Visualization in R.● Held office hours to assist students with course assignments and term project.

Round Rock, Texas, Us

● Analyzed the inpatient discharge data for Asthma and Chronic Obstructive Pulmonary diseases (COPD) of various hospitals in New York state for a healthcare client.● Using CRISP-DM methodology, developed end to end data model starting from raw data identification, attribute reduction to identifying important attributes that impact the Length of Stay (LoS) of patients.● Gained healthcare domain knowledge and explored various data sets to select the one which has granular patient level data and can be used for detailed problem analysis.● Performed a comparative analysis of various Supervised Machine learning techniques and implemented Multiple Linear Regression (MLS) and Support Vector Regression (SVM) for LoS prediction.● Achieved accuracy of 62% - 73%. Conducted detailed performance testing by validating various model assumption.● Participated in regular meetings, documented status report and visualized R code to be used for horizontal deployment and future business problem solving.● Developed professional presentations to explain the concepts of data mining and machine learning techniques to both technical and non-technical audience.

Cambridge, Ma, Us

Mumbai, Maharashtra, In

Chennai, Tamil Nadu, In

In

Master Of Science (M.S.), Industrial Engineering, Data Science

Bachelor Of Technology (B.Tech), Metallurgy And Material Science

Data Science: Data To Insights, Data Science