Project: BTI (Bank Transactions Insights)

Responsibilities:

• Developed location based search algorithm for merchants in consumer bank data
• Developed spent categorisation features for detecting the patterns in customer spending behaviour
• Implemented a new search-alogorithm in elasticsearch
• Optimised the production code to process huge dataset
• Undertook development of production code from third-party vendor to in-house development
• Conducted KT sessions to develop in-house capabilities of the team to contribute in development code

Achievements:

• Accuracy and coverage of merchant identification improved marginally
• Hyper-personalised customer marketing can be done by detecting customer personas
• Code development and deployment time reduced significantly
• Code runtime and memory footprint reduced.

Project: Strategies based on SSD

Responsibilities:

• Identifying requirements of Indian, US and UK stakeholders to build investment & trading solutions
• Co-ordinating with internal team across the globe for smooth running of strategies and development of internal systems
• Designed stop-loss for risk management of portfolios
• Developed strategies for NIFTY 50 & SP500
• Deployment and maintenance of live strategies on cloud and developed systems for PnL reports for stakeholders
• Server and database maintenence for live trading on NIFTY, HANGSENG and SP500 across 3 timezones
• Developed and deployed backend systems for data scrapping, market alerts and market data & sentiment data
• Conducted seminars and talks to explain strategies and how & why they work
• Conducted knowledge transfer session for new recruits for quick and smooth orientation

Achievements:

• New strategy went live for NIFTY Futures trading which generated 34% profit in 8 months
• Completed 2 years of trading on HANGSENG which generated 40% profit
• Completed 2 years of trading on HANGSENG which generated 40% profit
• Implemented stop-loss which improved returns of strategy from 14% to 70%
• Conducted seminar on TradeTron which improved strategy subscription from 12 to 100+
• Implmented new automated strategies on TradeTron, Exante and Interactive Brokers

Project: TVS Credit - Risk Control (4 months)

Responsibilities:

• Developed model using behavioural analysis to identify delinquent customers
• Designed comprehensive data model for project development
• Performed data validation on client data to rectify gaps in staging and core data
• Selected and created variables using weight of evidence and information value
• Identified target customers with high probability of NPA and delinquency

Achievements:

• Increased efficiency of existing model by 50% for prediction of delinquent customers
• Reduced the cost of customer follow ups of risk control unit

Project: MyBox - Identity Information on Blockchain (6 months)

Responsibilities:

• Worked on monetising and secure sharing of personal identification information
• Performed feasibility analysis of backend and Ethereum blockchain development
• Implemented ERC20 tokens for development of crypto-currency
• Encryption and safekeeping of KYC data using state of art RSA encryption algorithms

Achievements:

• Process of sharing information became more transparent and hassle-free

Project: Snapmint( Smart lending platform)

Responsibilities:

• Developed generalised linear model in H20 to detect the key factors in bounces.
• Performed rejection analysis to increase loan disbursement to false negative customers
• Automated the customer verification (KYC) using algorithms like soundex, jaro-winkler
• Collaborated with cross functional teams for smooth business functioning
• Designed dashboard and MIS reports for reporting of business performance

Achievements:

• Designed and developed policy for credit appraisal of customers
• Turn around time in verification and under-writing process was reduced significantly