Data Scientist Resume

EXECUTIVE SUMMARY

Post PhD (in Physics) over 9 years of professional experience in teh field of Quantitative ModellingAnalytics and Data Science. Deep domain expertise in Investment Banking, Oil and Gas and Utility

TECHNICAL SKILLS

R and Python (2+years), C++ (OOPs, STL) and SQL (2+ years), VBA/ Excel (4+ years), Power BI (1+ years),Tableau
Regression (Regularization, Logistic Regression, LMM), Clustering, Ensemble (Decision Tree, Random Forest, Boosting), Neural Network (Detailed Mathematics and Implementation)
Time Series Modelling (ARIMA, Stochastic, Fourier)
Association rule mining, Natural Language Processing (Hands on Python NLP kits, RE,), LDA, WordtoVec
Interest rate Stochastic Modelling (Gaussian One Factor) and Yield Curve Prediction
Predictive Modelling for Rates, Credit derivatives, Econometrics

PROFESSIONAL EXPERIENCE

Data Scientist

Confidential

Responsibilities:

Data Science Workbench: Developing analytics solutions for Asset Health Monitoring(AHM) and Optimization (Regression, Clustering, Decision Tree, Random Forest, Time Series, Non - Parametric methods)
Predictive modeling for Gearbox, Pinion and Motor Mill failure using Historian and SAP maintenance data
A Neural Network/Logistic Regression based self-learning solution to simultaneously optimize teh furnace Efficiency, Stack Temperature and Excess O2 of oil refinery furnace operation
Linear Mixed Model for Fouling Rate Prediction and Conditional Monitoring
Decision trees based algorithm to predict Reservoir quality using Petro-Physics logs
RF and Time forecast algorithm for Leakage Detection
Extract patterns, associations and causal factors from HSE incidents by mining ECS data including descriptive text integrated wif other systems (NLP: Connective Method, LDA)

Tools Used: (R, Python, SQL, HIVE & SQOOP)

Confidential

TEMPPrincipal Model Developer

Responsibilities:

Interest Rate Model Calibration: Calibrating teh Stochastic Gaussian One Factor Model using Caps and Interest Rates Vol. Used teh model to simulate Forward Rates and FX forward
Fixed Income Portfolio Risk Management: Using teh hedging instruments (IRS, CCS, FX forwards) analyzed teh optimal capital structure and corresponding VaR for portfolios such as Debt Currency Mix (Debt issued in various currencies), Debt-Revenue Mix (Mix currency combination of both Debt and Revenue)

Tools Used: (R, VBA/Excel, Bloomberg)

Confidential

Senior Business Analyst

Responsibilities:

Model Development Rates (14 EM countries, daily published in Bloomberg):
Central bank market implied policy rate forecast, Swap carry-roll monitor, LatAm local market yield forecast and return analysis, PCA based curve slope analysis, Cross Currency Swap valuation and analysis (Chile and Mexico)
Model Development Bonds: LatAm external debt return forecast, External debt valuation considering teh default probability (CEEMEA and LatAm) (Daily published in Bloomberg), Carry roll calculation
Economics Model: Regression/Time Series(ARIMA) based models to predict Inflation, Country Vulnerability, Country Rating Index

Tools Used: (VBA/Excel, Access, Bloomberg, Datastream)

Confidential

Senior Quantitative Analyst

Responsibilities:

Index replication using futures
Bespoke equity and bond index development and analysis
Developing portfolios based on Climate Change Index, Global Mining Index, Confidential small cap index)
Regular maintenance and rebalancing of bond indices (Asian Local Bond Index, Asian dollar bond index)
Forecasting teh FTSE index rebalancing
Gathered business requirements, managed teh software development process
Implemented data interfaces for internal and external data providers

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