saurav gupta
data scientist
About
I am an IIT Delhi Post-grad with Integrated M.Tech in Mathematics & Computing. I have passed both Parts of FRM and Level 2 of CFA in 2015. I have worked with Barclays as risk analyst for 1.5 years in several areas including model monitoring, impairment and credit risk data management. I am currently looking for a challenging and growth oriented opportunity. You can reach me at sauraviitd09@gmail.com or contact at 9873477675.
india
gurgaon
financial services
sas, vba, credit risk, microsoft excel, equity valuation, algorithms, risk management, hypothesis testing, financial analysis, r, matlab, risk analysis, data mining, statistics, basel iii, data analysis, research, c, c++, python, ifrs, regression analysis, analysis, microsoft office, financial modeling, analytics, business strategy, sql, business analysis, financial risk, portfolio management
Experience
data scientist
payu
senior analyst, africa model monitoring
barclays
* Performed quarterly monitoring of application scorecard model and PD model in SAS * Evaluated key statistics such as PSI, CSI, GINI, accuracy, characteristic bad rate * Assigned RAG status to model * Conducted sub-population analysis for application scorecard model and outcome period analysis for PD model * Rectified errors in the existing process * Automated sub processes & presented reports to the Model Risk Committee
senior analyst, uk mortgage mi
barclays
senior analyst, africa impairments
barclays
* Evaluated monthly impairment charge, stock and other key metrics for 12 countries * Compared with intra-monthly forecasts and annual budget * Used MA & lagged construct approach to minimize the impact of operational issues * Designed impairment bridges based on risk factors * Compared actual impairment charge to Revised Annual Forecast (RAF) and Short Term Planning (STP) per risk factor * Automated sub-processes in VBA * Increased checks for existing and new products added for impairment calculation
senior analyst, uk credit risk data managament
barclays
* Dependency mapping of data with critical impairment report metrics such as PD, balances and recovery * Simplified impact analysis of the production data on the impairment reports sent to the posting team * Identified redundant schedules in SAS and highlighted inaccuracies in the existing process used for preparing Basel reports; Resulted in removal of obsolete files being prepared on monthly basis
web development intern
pratham software (psi)
I was part of the developement team of the "Employee Intranet Portal Management System". My role was to conceptualize and develope modules for the intranet portal in PyroCMS that is built on PHP based framework, CodeIgniter.
summer intern, global internship in engineering design and innovation
foundation for innovation and technology transfer
* Video Compression * Implemented Block-Matching algorithm to segment moving foreground by recursive tracing of motion vectors. Also, analyzed and implemented the evaluation metric (Mean squared error) for noise estimation in Matlab and incorporated frame skip approach for speed enhancement. * Successfully achieved video compression by 80 percent.
volunteer
pravah
* Designed layout and managed content for Community Radio(CR) magazine, prepared flash card story. * Conducted survey in nearby colleges, created awareness and encouraged youth to anchor for CR.
senior manager, analytics
india infoline ltd
Education
s m arya public school
indian institute of technology, delhi (iitd)
indian institute of technology delhi
cfa institute
indian institute of technology
mahavira senior model school
cfa institute, usa
mahavir senior model school
s.m.arya public school
mathematics
indian institute of technology, delhi
mathematics
Activities and Societies: Indoor Sports Club, Photography and Hobbies Society, National Service Scheme
saurav gupta's Contact Information
Phone
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