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Data Scientist Resume

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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


  • 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


Data Scientist



  • 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)


TEMPPrincipal Model Developer


  • 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)


Senior Business Analyst


  • 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)


Senior Quantitative Analyst


  • 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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