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

3 yrs 3 mos
Total Experience
1 yr
Average Tenure
--
Current 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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