Shikhar Agarwal — Associate Consultant
Dedicated professional with a background in the field of analytics, model validation, and commodity market forecasting. I have completed my Master's degree in Economics and am currently working as a Model Validation analyst. My profile involves validating models using Classification techniques like K-Nearest Neighbors, LightGBM, Random Forest, Logistic regression, and time series techniques like Prophet, Holts-Winter, SARIMAX, and ARIMA. I have developed and rolled out standards and policies for effective model governance within the organization. I also know IFRS 9 (PD, EAD, LGD, and ECL modeling). My earlier profile involved formulating robust econometric models using R programming to forecast monthly commodity prices and provide market intelligence on macroeconomic, demand-supply, and geopolitical price drivers. I demonstrated high levels of ownership, responsibility, and team engagement to deliver high-quality output to several clients across various sectors – FMCG, Resins, Retail, Energy & Chemicals, Metals, and Financial Services.
Stackforce AI infers this person is a skilled professional in analytics and model validation within the financial services sector.
Location: Gurugram, Haryana, India
Experience: 5 yrs
Skills
- Model Validation
- Time Series Analysis
- Econometric Modeling
- Forecasting
Career Highlights
- Expert in model validation and forecasting techniques.
- Strong background in econometric modeling and market analysis.
- Proven track record in delivering high-quality outputs across sectors.
Work Experience
KPMG India
Consultant (1 yr 2 mos)
Thomson Reuters
Model Validation Analyst (3 yrs 8 mos)
The Smart Cube
Forecasting Analyst (1 yr 4 mos)
Education
MA - Master of Arts at Gokhale Institute of Politics and Economics