Experienced financial modelling and data professional with experience in both implementing financial models for valuation and implementing statistical machine learning knowledge in solving data driven problems.
Financial Modelling Experience
- valuation of derivative securities using financial engineering techniques such as options pricing method, monte carlo simulation, Black-Scholes model, BDT model, Hull white, DCF.
-valuation of structured products such as callable bond, convertible bond, american options, private company stock valuation using option pricing model.
-Enterprise valuation, business forecasting and DCF analysis.
Data Science experience
- Building a data based sales companion for a client business problem.
- Build predictive model using machine learning algorithms to predict and narrow the target customers list and build data-backed sales campaigns in R.
- Mined and analyzed data applying statistical methods (maxima analysis), elasticity concepts and visualization (scatter plots) techniques in R and Excel to analyze buying behavior and spot underlying trends.
- Data mining using the data in data warehouse in MS SQL.
computational knowledge:Advance Excel, VBA, R and MS SQL.