Shikhar Agarwal

Associate Consultant

Gurugram, Haryana, India5 yrs experience
Highly StableAI Enabled

Key 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.
Stackforce AI infers this person is a skilled professional in analytics and model validation within the financial services sector.

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Skills

Core Skills

Model ValidationTime Series AnalysisEconometric ModelingForecasting

Other Skills

Amazon Web Services (AWS)Analytical SkillsAnalyticsBusiness AnalysisClassification TechniquesCloud ComputingCloud SecurityCloud-Native ArchitectureCredit risk modelingData AnalysisData AnalyticsData CleaningData ScienceDatabase DevelopmentEconometric Models

About

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.

Experience

Kpmg india

Consultant

Jan 2025Present · 1 yr 2 mos · Gurugram, Haryana, India · On-site

Thomson reuters

Model Validation Analyst

Jul 2022Present · 3 yrs 8 mos · Bengaluru, Karnataka, India

Model ValidationClassification TechniquesTime Series TechniquesIFRS 9Time Series Analysis

The smart cube

Forecasting Analyst

Mar 2021Jul 2022 · 1 yr 4 mos · Noida

Econometric ModelsR ProgrammingMarket IntelligenceEconometric ModelingForecasting

Education

Gokhale Institute of Politics and Economics

MA - Master of Arts — Economics

Jan 2018Jan 2020

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