Saurabh Budholiya

AI Researcher

Ann Arbor, Michigan, United States3 yrs 3 mos experience

Key Highlights

  • Master's student in Data Science from University of Michigan.
  • Built a time series forecasting pipeline for a major FMCG company.
  • Applied machine learning techniques at Goldman Sachs.
Stackforce AI infers this person is a Data Scientist with expertise in Machine Learning and Financial Analytics.

Contact

Skills

Core Skills

Machine LearningData ScienceStatistical ModelingFinance

Other Skills

PythonPySparkMarket AnalysisCluster AnalysisMatlabPyTorchStatisticsJupyterData MiningAzure Databricks

About

I am a master's student in Data Science at University of Michigan working on problems at the intersection of computer science, machine learning, and statistics. Prior to this, I did my undergraduate in Electrical Engineering from IIT Kanpur and worked in Goldman Sachs for 2 years as an Associate on applying machine learning and statistical modeling techniques to financial markets to estimate probability of default of a loan. Subsequently, I worked in Fractal Analytics, as a Data Scientist building time series forecasting pipeline from scratch in to forecast key financial metrics. I am actively looking for internship opportunities for summer 2022 in the machine learning or quantitative research domain, please get in touch if you have any leads!

Experience

Twitter

Machine Learning Engineer

Jun 2022Aug 2022 · 2 mos · San Francisco Bay Area

University of michigan

2 roles

Graduate Student Instructor

Jan 2022Jun 2022 · 5 mos · Ann Arbor, Michigan, United States

  • MATH 628 - Machine Learning for Finance - I (Winter'22 Semester)
  • Recipient of 100% Tuition Scholarship awarded by Department of Mathematics

Graduate Student Instructor

Aug 2021Dec 2021 · 4 mos · Ann Arbor, Michigan, United States

  • MATH 700 - Machine Learning For Finance - II (Fall'21 Semester)
  • Recipient of 100% Tuition Scholarship awarded by Department of Mathematics

Fractal

Data Scientist

Nov 2020Aug 2021 · 9 mos · Bengaluru, Karnataka, India

  • Worked on building an end‐to‐end, fault‐tolerant time series forecasting pipeline for one of the largest FMCG companies in the world
  • Executed feature selection techniques such as Mutual Information regression and Ridge regularization for implemented in multivariate models.
  • Implemented a framework using Kalman filters for missing value imputation and a Hill‐Climbing Bayesian network for enhancing univariate time series forecasts. Designed a bias correction logic and used Twitter’s Anomaly Detection algorithm for outlier treatment in time series forecasting
  • Forecasted key financial metrics for multiple business units using Python and PySpark replacing a manual 20 day procedure
PythonPySparkMachine LearningData Science

Goldman sachs

2 roles

Associate

Promoted

Jan 2020May 2020 · 4 mos

  • Applied statistical modeling techniques to price mortgage collateral in excess of $500 million notional across various jurisdictions (EMEA and APAC) for multiple portfolio types by cross collaborating with peers and trading desks scattered across New York, London and Hong Kong.
  • Developed robust and scalable systems which can handle inevitable market movements and stream algorithmic prices to electronic trading platforms as well as automatically quote a subset of the incoming trade inquiries using live market data, product attributes, and manual trader inputs.
  • Received an Accelerated Promotion to Associate in 1.5 years based on outstanding performance
Statistical ModelingMarket AnalysisFinance

Analyst

Jul 2018Dec 2019 · 1 yr 5 mos

Exl

Data Scientist Intern

May 2016Jul 2016 · 2 mos · Gurgaon, Haryana, India

  • Designed and implemented a strategy to increase customer spending per month in a leading e-commerce giant of UK by applying machine learning techniques on client’s customer base to identify discount responsive customers.
  • Applied cluster analysis and K-means clustering algorithm to segment customers to offer more personalized targeting. Received Job Offer based on outstanding performance

Tinyowl

Data Analyst Intern

May 2015Jul 2015 · 2 mos · Mumbai Area, India

  • Performed Company Profiling to understand advantages of partnering with other companies based on parameters such as average ticket size, size of customer base, sales per day etc.
  • Conceptualized cross promotional activities allying with companies across different industries, reaping maximum benefit
  • Associated with Clients such as Naaptol, Starbazaar, Zopnow, Go4fresh,in & What The Fun which enriched potential TinyOwl user experience
  • Executed promotional campaigns in corporate offices such as Oracle, Nielson, Red FM
  • Analyzed Consumer Behaviour based on customer’s food ordering habits and offer preferences

Education

University of Michigan

Master's degree — Data Science

Aug 2021Apr 2023

Indian Institute of Technology, Kanpur

B.Tech-M.Tech Dual Degree — Electrical Engineering

Jan 2013Jan 2018

Shiv Jyoti Convent School, Kota

Class XI and XII

Jan 2011Jan 2013

DAV Public School, Bilaspur

Class I-X

Jan 2000Jan 2011

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