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Finarb Analytics Consulting

♦T: +919008741122♦sales@finarbconsulting.com ♦www.finarbconsulting.com

FINANCIAL ANALYST / RISK ANALYST / TRADING ANALYST/DATA SCIENTIST

OBJECTIVE

To excel, innovate and contribute in Data science and modelling, provide deployment of end to end business solutions
with focus on deriving actionable insights from data, to enable our clients to react faster and profitably to ever
increasing growth in Data/information. With a management consulting background, we understand your business
better than a data scientist, hence our deliverables are not in the language of statistics and numbers only but in the
language you speak.

SUMMARY

As a brief introduction to our team, we are a group dedicated analytics professionals. We have a combined experience of 20
years in statistical analysis, modeling, data analytics, reporting, etc. in a wide range of industry verticals.
We have rich background of data ETL, analytics, statistical (Bayesian and non-Bayesian)/mathematical modeling, model
validation and reporting/visualization in domains of marketing analytics, customer analytics, text modelling/natural
language processing, image processing, financial analytics, equity valuation, financial engineering, trading algorithms and
credit risk analytics.
We are proficient in statistical modeling, machine learning, deep learning, AI and datamining. We also have expertise in
programming and scientific computing. We are conversant in coding in C, C++, C#, Java, Scala, SQL, Python, Cuda C etc. as
also in statistical software like SAS, R, SPSS, Matlab, Octave, weka, encog, etc. We also have experience in big data
technologies including Hadoop, Hive, Storm, Spark, MapReduce technique. We have expertise in cloud deployment of
analytics modules in Shiny Apps, Azure, AWS and Watson. We have rich experience in data visualization using d3, tableau,
java scripts as well as static charts using Python or R or C#.
We look forward to work with you!!!

PROFESSIONAL EXPERIENCE

A few of the many projects that we have worked on over the years include

1. Macroeconomic stress testing tool: The tool generates simulations for the economy using a modified version
of the Smets-Wouters model. The simulations of the economy are based on policy changes, shocks and current
state of the economy. These can be chosen by the user. Once done the user can then upload a metric of choice
or choose metric of choice and check how the metric will move in the stressed economy. This is made on R, shiny
and C++
2. Recommender systems for events: this project was deployed using modifications to the actual algorithm in scala
but following the predictionIO framework (V0.12.1) Universal recommender. The final model was interfaced
with a flask API. The database used were Hadoop-Hive DB/MongoDB
3. Recommender System for ecommerce: This project was developed using spark using deep learning techniques
in keras with a Theano background in python with CuDNN enabled.
4. Trading app through metatrader with algorithm on multi-threaded R: R is inherently a single threaded
application. In this application metatrader sends data to Cuda C++ dll which uses graphics card for different
technical indicator (custom) calculation (this scopes for massive parallelization) and then data is sent to R hosted
at different ports of the same system and thus running a multi-threaded version of the R server. This uses open
source project called halibut.
5. Social Media Brand-Influencer Platform: The platform is built as a complete end to end system with a python –
mongo (LEMP stack) with a R shiny front end. The application gets data from social media platforms using API and
scraping and then uses advanced ML/NLP and AI algorithms to select the best influencer match for brands and
products as well as vice versa.
Finarb Analytics Consulting
♦T: +919008741122♦sales@finarbconsulting.com ♦www.finarbconsulting.com

6. Plant Disease Detection: Analysis was done using opencv and matlab in a deep learning framework to identify
diseased plants and send notification to concerned personnel to take action to prevent wide.
7. Dermatological Disease Detection App: Analysis was done in a Keras/Theano backend and the predictive app
was made using R-Shiny where user can upload image of detected area, and get a differential diagnosis.
8. Pricing comparison application: sources data on footwear (Amazon products only) and generates a
comparison of prices across different ecommerce sites. Model was made using R and Python
9. Sentiment based Trading Analysis: The algorithm takes in feed from different social and news sites like twitter,
Facebook, google, Reuters, msn, yahoo, etc. and analyst reports, formats them and scores them to take up
positions or margin calls on the stocks in the Nasdaq market. This was made using R, Python and matlab. Later
the algorithm was transferred to a AWS EMR module in spark (pyspark).
10. Retention model for Insurance policies: This model was made for an auto major to predict the retention
probability of customers using application and monitoring level data. The model was made using MSSQL server
and R and deployed on shiny.
11. Pricing Model: Deployed a python based application, this code analyses the traffic and the user web behavior
to come up with pricing recommendation in real time on a ecommerce web application.
12. Credit Risk Model: based on Basel 3 guidelines, a credit risk model application was made for the client using R
and shiny hosted on aws to predict spot and long run PD, LGD and EAD and finally come up with capital
calculations.
13. Credit Risk Models for Wholesale and retail portfolios: Developed PD, LGD, EAD models and capital
estimation modules completely in SAS and MS Office for large MNC banks like HSBC and ANZ. This included
validation models as well. The projects included complete work from data sourcing from different databases,
ETL, modelling validation and developing a connected visual app in the front end.
14. Segmentation/Targeting and Product Preference: Segment customers based on web analytics data and
demographic information and set up a real-time product offering, customized ads and offers so as to maximize
revenue potential.

FOOTPRINTS

1. www.finarbconsulting.com
2. https://www.linkedin.com/in/abhiray
3. https://github.com/finarb
Finarb Analytics Consulting
♦T: +919008741122♦sales@finarbconsulting.com ♦www.finarbconsulting.com

AREAS OF TECHNICAL STRENGTH

•Bayesian and non Bayesian models •Matlab • C/C++/C#


•Machine Learning Models •R
•Neural Networks • F#/Haskell
•SAS
•AI and deep Learning Models
•SPSS
• SparkR/pySpark/Scala
•Predictive Models • VB#/VB/VBA
•Octave
•Stochastic Models
•Simulation based models •Knime • Python
•Text Models •Rapidminer • CUDA C
•Image Processing Models •Stats • PHP
•MS Office

Statistical Development
Modelling Tools
Modelling Tools

• Map Reduce Algorithms in • R Shiny Server • Tableau


HadoopR/SAS/Python./Matl • Python Django • Power BI
ab • Amazon AWS • D3 and other js libraries for
• Spark using Python, R and • Azure interactive charting
Scala • Static/interactive plots using
• IBM Watson
• DBs like neo4j/ R and python libs like
• Matlab Production Server
cassandra/mongodb ggplot, matplotlib, seaborn,
• Winforms/WPF
• Hive-HiveQL-Pig etc
• Excel
Big Data Deployment Visualisations
Finarb Analytics Consulting
♦T: +919008741122♦sales@finarbconsulting.com ♦www.finarbconsulting.com

AREAS OF DOMAIN EXPERTISE

• Statistical Arbitrage Models • Basel Compliant models


• UHFT, HFT trading
•Economic Capital Models •Valuation of securities
• Metatrader, NinjaTrader, OpenQuant, • PD-LGD-EAD models •Risk Factopr Models •Hedging Models
Quantopian stategies • Capital and decision models •Macro Economic Models •M&A models
• Trading algos in Forex, equities and
• CCAR or stress testing models
commodities •Hedging Models •LBO Models
• Sentiment Based Trading Models from • Collection Modelling
Twitter, FB, Linkedin, news, analyst •Volatility models •Company Valuation models
Reports, etc.
• Backtesting models

Trading Market Risk Financial


Risk Solutions
Solutions Solutions Solutions

•Market Basket Analysis •Job Scheduling Models •Job Attrition Models •Google Analytics Set up
•Segmentation and targeting •Business Process •Automated resume •Competitor Models
•Capmpaign analytics Reengineering Selection Models •Conversion Rate Models
•Churn models •Process Improvement •SEO
•Pricing Models Models
•Product/offer
recommendation Models

Marketing Operations Web Analytics


HR Models
Solutions Solutions Models