“Skilled in developing machine learning models and gaining actionable insights from data through statistical analysis in order to make sound business decisions”
Goldman Sachs, Bengaluru
Associate
Jan 2021 - Present
- Used settlement data to predict the probability of failure of any trade
- Built model using CatBoost and inspected SHAP values to generate commentary on top reasons for trade failure; created a Plotly dashboard for backtesting
- Used SMOTE to handle imbalanced classes along with K-fold target encoding of high-cardinality categorical variables to achieve an 0.78 AUC, 60% precision, and 58% recall
- Semi-automated the matching process of inbound payments
- Developed a multi-class random forest model to improve the matching process of inbound payments, saving $50M per year
- Used TFIDF method to extract features from raw text data to achieve an accuracy of 80%
Goldman Sachs, Bengaluru
Analyst
June 2018 - Dec 2020
- Systematically captured and explained drivers of Unencumbered Securities worth $15B
- Created attributes for clustering like stickiness, persistence among other behavioral features
- Explored K-means, DBSCAN and hierarchical clustering; used silhouette score and CH-index to optimize the number of clusters
- Built a tool to automate the Exploratory Data Analysis (EDA) process
- Key features include descriptive statistics, variable associations, target variable characteristics, basic data quality checks, and missing value analysis
Datametica Solutions Private Limited, Pune
Data Scientist
May 2017 - July 2017
- Developed a framework for Optical Character Recognition (OCR) of a newspaper
- Created a digitization workflow that segments the entire newspaper image at the article level and extracts the text from each segment.
- Offline Signature Verification using Deep Convolutional Neural Network (CNN)
- Built a model on top of the VGG16 architecture and trained it with transfer learning on the ICDAR SigComp dataset to achieve a 70% accuracy and a 14% false acceptance rate
Indian Institute of Technology, Roorkee
Bachelor of Technology | GPA: 7.7
May, 2018
