Results-driven Data Scientist with 3+ years of experience in developing analytical solutions, statistical models, and risk quantification frameworks within banking and financial services. Expert in leveraging Python, SQL, and advanced statistical methods to derive actionable insights from complex financial datasets, specializing in predictive modeling, financial risk analysis, and data-driven decision-making. Eager to contribute to analytics-led initiatives in Data Scientist or Quantitative Analyst roles within fintech and risk management.
Pune, Maharashtra, India
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Summary
Currently supporting portfolio risk analytics and regulatory reporting for Deutsche Bank/DWS, leveraging Python and statistical models to quantify market risk and inform strategic decisions.
Highlights
Supported portfolio risk analytics framework using Python (Pandas, NumPy) to quantify market risk exposures across 500+ securities, contributing to daily VaR reports for senior management and regulatory reporting.
Utilized statistical models to assess portfolio concentration risk, correlation matrices, and stress-test scenarios, identifying anomalies to inform portfolio rebalancing decisions.
Conducted variance analysis on historical portfolio performance vs. predicted models, validating model accuracy and informing strategy adjustments.
Worked with risk and compliance teams using statistical methods to quantify operational risks and support control enhancements.
Pune, Maharashtra, India
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Summary
Conducted quantitative feasibility and impact analysis for process automation initiatives at Citi Bank, leveraging predictive modeling and statistical methods to optimize ROI and project accuracy.
Highlights
Supported quantitative feasibility analysis on 80-100 data points per automation process, applying statistical scoring models to assess automation ROI and implementation priority.
Developed predictive models to estimate effort, cost, and timeline for automation solutions, improving project estimation accuracy by 25%.
Assisted in process mining and statistical analysis of operational workflows, quantifying efficiency gains (time savings, error reduction, cost impact) from Xceptor automation implementations.
Collaborated on Analytical Requirements Documentation (ARD), translating business metrics and statistical findings into technical specifications and securing stakeholder approval within 2 weeks.
Executed testing of automation solutions using statistical sampling and validation protocols, achieving 99% accuracy and confidence levels before production deployment.
Developed analytical dashboards to track automation KPIs (processing time, accuracy rates, cost savings), supporting ongoing performance measurement.
Data Analyst – Financial Data Analytics & Client Profitability Modeling
Pune, Maharashtra, India
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Summary
Analyzed client profitability data and financial transactions for Truist Bank, developing statistical models and data validation pipelines to drive data-driven business decisions.
Highlights
Developed statistical models to analyze client profitability across 15+ Corporate & Investment Banking (CIB) clients, decomposing revenue drivers and cost attribution via regression analysis.
Performed exploratory data analysis (EDA) on 100K+ records from Microsoft Exchange and financial transaction datasets, identifying patterns in client behavior and revenue concentration risks.
Assisted in designing and implementing data validation pipelines using SQL and Python, reducing manual errors.
Conducted hypothesis testing on monthly profitability variations to distinguish statistically significant trends, assisting in data-driven business decisions.
Supported customer segmentation using clustering techniques to identify high-value vs. high-risk client profiles, informing pricing and service strategies.
Assisted in database statistical validation during corporate product restatements and Mergers of Equal events, supporting data integrity through chi-square tests and distribution analysis.
Chennai, Tamil Nadu, India
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Summary
Supported data modeling and validation for economic forecasting at L&T Infotech, ensuring statistical accuracy and robustness of econometric formulas for 12+ major industries.
Highlights
Supported the data modeling team in validating complex econometric formulas across 12+ major industries, ensuring statistical accuracy and model robustness for economic forecasting.
Performed data quality audits using SQL and statistical tests to identify missing values, outliers, and data inconsistencies in large economic datasets.
Structured data pipelines using Python (Pandas) and SQL to extract, transform, and validate economic data for the Ministry of Statistics & Programme Implementation (MoSPI).
Supported analytical documentation, explaining data lineage, transformation logic, and statistical assumptions for downstream analytical teams.
Collaborated with quantitative economists to optimize data structures for econometric analysis and time series modeling.
Python (Pandas, NumPy, Scikit-learn, Matplotlib, Seaborn, Plotly), SQL.
Regression, Classification, Clustering, Decision Trees, Random Forests, PCA, Neural Networks, Predictive Modeling, Time Series Analysis.
Econometrics, Hypothesis Testing, A/B Testing, Probability Distributions, Correlation Analysis, ANOVA, Linear/Logistic Regression, Statistical Modeling, Exploratory Data Analysis (EDA), Monte Carlo Simulation.
VaR Calculation (Parametric, Historical, Monte Carlo), Derivatives Pricing, Options Valuation, Cross-Hedge Strategy, Portfolio Analytics, Risk Quantification, Market Risk Analysis, Credit Risk Assessment, Operational Risk, Value-at-Risk (VaR), Volatility Modeling.
Power BI, Matplotlib, Seaborn, Plotly, MS Excel (Advanced).
SQL (Joins, Aggregations).
Git/GitHub, Jupyter Notebook, LaTeX, Confluence, ServiceNow, JIRA, MS Office Suite.
Badminton.
Hackathon Participant.
Social Science Exhibition Contributor.
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Summary
Developed and validated a comprehensive Value-at-Risk (VaR) model to quantify market risk across equity portfolios, demonstrating applied statistical risk quantification relevant to portfolio management and regulatory compliance (Basel III).
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Summary
Designed and backtested a cross-hedge strategy using correlation analysis and beta calculations to mitigate price risk in commodity futures contracts, demonstrating application of financial risk management and quantitative analysis to real-world derivatives and hedging scenarios.
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Summary
Developed a multi-dimensional financial inclusion index for India using econometric modeling and statistical aggregation techniques, translating statistical findings into actionable policy insights for central banking and financial development initiatives.