Senior Data Scientist (AVP)
Macquarie Global
Total years of experience :14 years, 1 Months
EDT Stock Price Prediction For Traders :
- Led a team in developing LSTM-based models for predicting stock prices, achieving 64% accuracy across markets.
- Spearheaded research initiatives to explore alternative features and improve prediction accuracy.
- Implemented advanced data preprocessing techniques and feature selection methods.
- Collaborated with trading desks to integrate predictive models into algorithmic trading strategies.
- Presented findings and insights to senior management and investment committees.
BFS Credit Risk and Fraud Detection for Loans :
- Analyzed large-scale loan application data to identify key patterns and trends.
- Developed predictive models using machine learning algorithms like logistic regression, random forest, and gradient boosting to assess applicants' creditworthiness.
- Designed anomaly detection models to identify potential fraud in loan applications.
- Optimized model performance and accuracy through data preprocessing and feature engineering.
- Collaborated with data engineers to integrate data pipelines for real-time ingestion and processing.
Wellington Investment View Portfolio Reconciliation :
- Ensured portfolio accuracy by reconciling data discrepancies between internal and external sources, maintaining alignment in positions and valuations.
- Developed automated ETL scripts using Python and SQL, streamlining data
extraction, transformation, and loading processes.
- Identified and resolved data discrepancies in trade records, pricing, and cash flows through detailed portfolio analysis.
- Collaborated with portfolio managers and traders to verify transaction data and promptly address discrepancies with external counterparties.
- Created insightful reports and dashboards using Power BI to track reconciliation metrics and pinpoint exceptions.
- Conducted regular audits of portfolio data, documenting reconciliation processes and findings for continuous improvement.
- Recommended process improvements to enhance data integrity and boost operational efficiency.
- Trained junior team members on reconciliation processes and tools, fostering team expertise and productivity.
Market Axess electronic trading gateway:
- Analyzed business requirements and designed and developed a Test Automation Framework
for Market-Axess FI Trading Gateway, utilizing FIX Protocol & PyTest.
Algo Trading Tools Functional/Automation Validation:
- Automated FI Algo Trading tools such as Auto-Hedger, Trade Flow Prematch, and VMO Aggregator. Implemented Test Automation for Algo-Trading application and Dealer Gateways following BDD/ATDD Methodologies.
- Conducted usability, functional, retesting & regression testing for various D2D (Dealer to Dealer) Markets e.g. Brokertec, eSpeed, ISWAP, GETCO, EURONEXT markets, and tradition exchange.
Key Achievements:
- Increased Automation Test Coverage upto 95% and reduced regression time from week to 8 hours.
Functional/Automation Test Engineer:
- Functional testing and test automation using QTP for FI Trade Team at Deutsche Asset & Wealth Management.