Dushyant Sahoo

CEO

San Francisco, California, United States9 yrs 7 mos experience

Most Likely To SwitchHighly Stable

Key Highlights

Expert in machine learning applications in finance.
Ph.D. in Electrical and Systems Engineering.
Proven track record in predictive modeling and analytics.

Stackforce AI infers this person is a Fintech expert specializing in machine learning and predictive analytics.

Contact

sahoodushyant@gmail.com LinkedIn

Skills

Core Skills

Machine LearningFinanceOptimization

Other Skills

C++CUDAData AnalysisData AnalyticsData VisualizationDeep LearningGAMSImage ProcessingLaTeXLindoLinuxMatlabMedical ImagingNeuroimagingPython

About

As a Machine Learning Scientist at JPMorgan Chase, I build and deploy machine learning models that power decision-making at JPM. My current work focuses on developing ML models to predict defaults and generate alpha in the credit bond market (Global Fixed Income) and building AI Agents for financial analytics (Asset and Wealth Management). Previously, I designed probabilistic time series models for short-term mortgage prepayment (SPG), and predictive models for employment outcomes in large-scale skill development programs, along with EPS forecasting models for Indian banks (Global Research). I hold a Ph.D. in Electrical and Systems Engineering from the University of Pennsylvania and a Master of Arts in Statistics from the Wharton School. My research interests span generative AI, probabilistic forecasting, and latent factor models, with prior work introducing adversarial learning in unsupervised settings to enhance latent factor robustness in the human brain. I am passionate about leveraging machine learning and statistics to tackle complex, high-impact problems in finance and beyond.

Experience

Jpmorganchase

2 roles

Vice President, Applied AI ML Lead

Promoted

Jan 2025 – Present · 1 yr 2 mos · Palo Alto, California, United States

1) Developing ML model to predict defaults in credit bond market (Global Fixed Income)
2) Developing ML model to generate alpha in credit bond market (Global Fixed Income)
3) Building AI Agents for financial analytics (Asset and Wealth Management)

Machine LearningFinanceStatistical Data Analysis

ML Scientist

Jun 2022 – Jan 2025 · 2 yrs 7 mos · Palo Alto, California, United States

1) Developed ML algorithm for importance sampling to make derivatives pricing more efficient.
2) Developed Probabilistic Time Series ML model for predicting short term mortgage prepayment (SPG)
3) Developed ML model to predict the dropout rate and sector of employment in the Tata Strive Skill Development Program
4) Developing Probabilistic ML models for EPS forecasting of Indian banks. (Global Research)

Statistical Data AnalysisMachine LearningTime Series AnalysisFinanceOptimization

University of pennsylvania

3 roles

Graduate Teaching Assistant

Sep 2020 – Dec 2020 · 3 mos

TA for the Principles of the Deep Learning course

Graduate Teaching Assistant

Jan 2018 – Apr 2018 · 3 mos

TA for the Machine Learning course

Graduate Research Assistant

Aug 2017 – Apr 2022 · 4 yrs 8 mos

1) Developed a deep linear sparse matrix factorization model to extract hierarchical latent factors in the human brain.
2) Introduced adversarial learning in an unsupervised regime to improve the robustness of the factors.
3) Helped in improving domain generalization of the latent factors.

Carnegie mellon university

Research Assistant

Apr 2017 – Jul 2017 · 3 mos · Pittsburgh, Pennsylvania

Worked on building an automated system for finding all the distinguishable components in a Cryo-electron tomogram.

University of pennsylvania

Research Assistant

Aug 2016 – Feb 2017 · 6 mos · Philadelphia, USA

1) Developed spare low rank multivariate autoregressive model to estimate causal links in the human brain.
2) Implemented the non-convex optimization problem using CUDA and C++ to gain a speedup of 20 times over a standard MATLAB implementation.

Indian institute of technology, delhi

2 roles

Graduate Teaching Assistant

Jan 2016 – Apr 2016 · 3 mos · New Delhi Area, India

TA for the Neuroimaging course

Graduate Teaching Assistant

Aug 2015 – Dec 2015 · 4 mos · New Delhi Area, India

TA for the Compressive Sensing course

Duke university

Summer Research Internship

May 2015 – Jul 2015 · 2 mos · North Carolina , USA

1) Worked on extracting statistically significant features using heterogeneity in tumors from Dynamic Contrast Enhancement-MRI images to classify tumors.
2) Developed a novel statistical model incorporating Gaussian Mixture Models for feature extraction improving efficiency in pre defined models.

Innovation lab tcs

Summer Research Internship

May 2014 – Jul 2014 · 2 mos · Banglore , India

1) The project aimed for real-time assistance to a person in remote area using augmented reality.
2) Improved the communication channel and reduced the errors introduced by the time-varying wireless channel while streaming.
3) Different Error correction schemes were implemented to recover dropped packets during communication, among which LDPC codes along with the interleaving met the Quality of Service requirement for real-time communication.

Hp enterprises

Research Internship

Feb 2014 – Dec 2014 · 10 mos · New Delhi, India

1) Worked on Handwritten Word Recognition based on Hidden Markov Model (HMM).
2) Formulated the Quadratic Discriminant Function (QDF) of a multivariate Gaussian using Eigenvalues and Eigenvectors by substituting few inept lowermost Eigenvalues with an experimentally estimated constant.