Jun 2023 – May 2024 · 11 mos · Mumbai, Maharashtra, India · Hybrid

Aug 2020 – Jun 2023 · 2 yrs 10 mos · Pune, Maharashtra, India

• FRTB-SA Analyst on Risk India Services to streamline capital charge (CC) calculations from Quarter-wise to daily level
• Working on Hypothetical Portfolio Exercise (HPE) to calculate market risk matrix for submission to ISDA and GARP using pivots in python
• Developed Python based solutions to find missing and incorrect data translation from desk to bucket level, enabling data quality improvement
• Developed methodologies to find out key risk factors for non-securitized credit portfolios enabling accurate CC calculation using Standard Approach
• Incorporated Monte-Carlo simulations to calculate Default Risk Charge (DRC) for credit risk on top of Capital Charge using python-QA libraries

May 2019 – Jul 2019 · 2 mos · Mumbai Area, India

• Investigated reasons for higher SKU stock out cases, worked on reducing it by improving sales prediction & optimizing transport routes
• Constructed a time-series model for weekly sales prediction of 2500 SKU-sites combination for Mumbai region FMCG stores
• Used an ensemble of ANN, LSTM, Prophet model with holidays adjustment and hierarchical time series models based on ARIMA
• Reduced Mean Absolute Percentage Error (MAPE) from 43.33% to 6.29% across all the time series for next two week's prediction
• Optimized transportation route from Mother Distribution Center to Retail Stores using google maps API to save 14,000 km of daily travel

Sep 2018 – Oct 2018 · 1 mo · Patel Hall, IIT Kharagpur

• Won Silver medal after 5 years among 15 teams while governing a team of 25 students in Inter Hall Ad design Competition 2018-19
• Presented a marketing campaign inclusive of VIdeo AD, Radio AD, Posters and innovative pre &post app launch idea to the client

May 2018 – Jul 2018 · 2 mos · Bengaluru Area, India

• 1. IoT simulation using AWS cloud.
• 2. Live sign language recognition from personal webcam using Open CV.
• 3. Automation of data conversion from json to xls format.

May 2017 – Jan 2019 · 1 yr 8 mos · NewTown, Kolkata

• Chat-bot creation using Intent-Entity classification:-
• Classified intent using Navies Bayes classifier
• Sub-classified the data Entity data (268 classes) using TF-IDF and Co-sine Similarity
• Spell check using customized dictionary with over 2000 words.
• Query expansion support using Word2Vec.
• Self improving model with intial accuracy of 77%.
• Financial time series prediction using ARIMA modelling:-
• Tested if data is stationary using augmented Dickey–Fuller test (ADF) and converted non-stationary data to stationary by optimizing the derivative (d) value.
• Optimised ARIMA model parameters (p &q) by observing Akaike Information Criteria (AIC) values
• Online reputation management for Exide Industries Ltd:-
• Presented ways improve online reputation by Social media management
• Provided an structure of Social media management team and devised social media policy and guidelines

Jul 2016 – Dec 2017 · 1 yr 5 mos · IIT Kharagpur

• Worked on Engine Tuning, Designing of intake and exhaust by RAM Theory, Developing e-NTU based mathematical model to calculate thermodynamics efficiency of it, Optimisation and designing of fuel tank.

May 2016 – Nov 2017 · 1 yr 6 mos · IIT Kharagpur

• Making of Teaser for K-3 launch, Handling of Team Photoshoot

Aug 2015 – Jul 2016 · 11 mos · IIT Kharagpur