I have a strong quantitative background and five years of experience of working as an Analyst and a software developer. In my current role I apply statistical and data mining techniques to make investment decisions. I have extensive knowledge of building predictive models employing Regression,Classification and Regression Trees(CART), Generalized Additive Model(GAM), Neural Networks Model(NNet), Support Vector Machine(SVM).
Financial Risk Management is my area of interest. I am well versed with various VaR models and RAROC measures.
Technical Skills --
Statistical Packages: SAS, R
Database: Oracle, MySql
Data Visualization: Tableau,Google graphs, Excel
Simulation: Arena, @Risk
Optimiza...
I have a strong quantitative background and five years of experience of working as an Analyst and a software developer. In my current role I apply statistical and data mining techniques to make investment decisions. I have extensive knowledge of building predictive models employing Regression,Classification and Regression Trees(CART), Generalized Additive Model(GAM), Neural Networks Model(NNet), Support Vector Machine(SVM).
Financial Risk Management is my area of interest. I am well versed with various VaR models and RAROC measures.
Technical Skills --
Statistical Packages: SAS, R
Database: Oracle, MySql
Data Visualization: Tableau,Google graphs, Excel
Simulation: Arena, @Risk
Optimiza...
