Teacher for fun, Engineer, Consultant

Delivered 80+ teaching sessions via the Canada based education services company.

• Delivered 250+ teaching sessions via the California based education services company. • Obtained 98% positive ratings.

I worked as a Senior Consultant for Ernst & Young's Financial Services Risk Management (FSRM) team. FSRM provides advisory support to banks and financial institutions, in the domain of Risk Management. My job as a consultant at EY is to use client data to analyze patterns, develop robust mathematical models and validate their performance for effective risk assessment and risk management. Key Activities • Built predictive models in Excel/R/Python using data and modelling principles to estimate credit risk. • Performed post-model analysis and model testing on the credit risk models (Regression assumptions tests, discriminatory power, accuracy tests, goodness of fit tests etc.). • Performed model stress testing (risk parameter and macro-economic stress testing) and measured the subsequent impact on the final model output. • Prepared summary reports of results and major findings. • Provided recommendations and advisory support to clients for effective risk management. Key Skills • Data Analytics, Predictive Modelling, Time Series methods, Regression and Classification, Econometrics. • Statistical Inference, Simulations, Stochastic Processes, Bayesian Statistics, • Knowledge of Credit Risk assessment and its components. • Knowledge of Market Risk assessment using Value at Risk (VaR) models. • Data skills: Data Analysis, Data Wrangling, Data Cleansing, Data Manipulation.