Diptarka Saha
Senior Risk Consultant @ EY
About
Demonstrated skills in Statistical Learning, Predictive Modeling, and Machine Learning using R, Python. Notable works include scalable and theoretically robust Statistical models, published and deployed for use to enhance aspects of optimal assortment in Walmart. Currently, pursuing a Ph.D. in Statistics with a background in Statistics, Mathematics, and programming from Indian Statistical Institue.
United States
New York
Financial Services
Bayesian inference, Deep Learning, Risk Consulting, Risk Management, Business Risk, Artificial Intelligence (AI), Hadoop, Data Science, Predictive Modeling, Forecasting, Statistical Modeling, SQL, Microsoft Excel, Statistical Data Analysis, Data Modeling, Statistics, Multivariate Statistics, Machine Learning, R, C++
Experience

Graduate Teaching Assistant
Urbana-Champaign, Illinois Area
** Was responsible for conducting discussion sessions, grading, and managing logistics for several in-person and online graduate-level courses with 300+ students. ** Instructed an undergraduate-level course with 50+ students. ** Ranked Excellent by their Students

Summer Intern
Morristown, New Jersey, United States
** Subgroup Identification for Heterogenous Treatment Effect of Malaria Drug ** We devised a Meta-Learning based approach to quantify and infer subgroup effects on treatment. We identified interesting subgroups which respond heterogeneously to treatment. Methods/Skills used: Meta Learning, Xgboost, Neural Network, Rshiny, LASSO

Summer Intern
Champaign, Illinois, United States
** Forecasting Harvest Readiness using High-Resolution Satellite Data ** We used satellite Images & ML to develop an automated algorithm to forecast harvest readiness by capturing the naturally occurring temporal curves at a sub-field level ML Methods used: Xgboost, Generalised Additive Mixed Modeling

Statistical Analyst
Bengaluru Area, India
******** Work Experience ******** 1. Developed, published, and patented a novel clustering and anomaly detection algorithm – REDCLAN: RElative Density-based CLustering and ANomaly Detection. 2. Developed, published, scaled, patented, and helped in productionizing novel algorithms for determining Promotion Adjusted Loyalty of products from the customer point of sale data. 3. Developed, published, and patented automated stepwise approach to estimate optimal parameters in SARIMA models. 4. Developed a novel statistically efficient technique to estimate lost sales from observed sales and inventory data. 5. Developed an automated forecast engine that provides true demand for the user-defined price, promotion, and other input variables in the domain of apparel. ***** Awards and Recognition ******* • Was awarded Best Paper at National Conference on Machine Learning and Artificial Intelligence (NCMLAI), 2018 • Was awarded Associate of the Month (July 2018) among 2000+ associates of WalmartLabs (International)

Placement Coordinator
Kolkata Area, India
Was part of the team that organized the placement process overseeing full-time and internship placements for several M.Stat, MSQE, and M.Tech candidates of ISI, Kolkata through the years 2016 and 2017
Education

Statistics
Thesis : 'DEEP MODELS, LIGHTER FOOTPRINT COMPRESSING, EXPLAINING, AND TRANSFERRING BAYESIAN NEURAL NETWORKS' Passed Courses: - Advanced Regression Analysis: Grade A+ - Probability and Measure: Grade A - Mathematical Statistics: Grade A - Mathematical Statistics II: Grade A+ - Probability and Measure II: Grade A - Mathematical Statistics: Grade A - Analysis of Variance: Grade A+ - Categorical Data Analysis: Grade A+ Recognitions: - Qualifying Exam Award - Elected : Member of Teaching Assistant Welfare Committee

Mathematics and Statistics
- Passed the prestigious M.Stat course with first-class, with specialization in quantitative finance. - Final Thesis: Developing benchmarks and indicators for the creation of disaster risk (DRisI) index for districts of states and union territories of India
Diptarka Saha's Contact Information
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