SkooliMarch 2021 - present
Delivered 80+ teaching sessions via the Canada based education services company.
CheggOctober 2019 - January 2021
• Delivered 250+ teaching sessions via the California based education services company.
• Obtained 98% positive ratings.
Ernst & Young LLPSeptember 2017 - August 2022
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.
• 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.
• 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.