Machine Learning Engineer - III
Jan 2023 - Present
- Cannot disclose the details about the project due to Non-Disclosure Agreements
Machine Learning Intern
May 2022 - Aug 2022
- Cannot disclose the details about the project due to Non-Disclosure Agreements
Technologies used:
Credit Suisse AG
Machine Learning Engineer / Software Developer
Exempt Non Officer - III (Software Developer)
2020 - Present
- Redesigned and implemented a multithreaded Credit Risk Calculation Engine providing Credit Risk Assessment of Wrong Way Risk Trades
- Developed API server and a responsive and secured UI to monitor and control the end-to-end data flow, rebooting of computing clusters of Kafka and Hazelcast and fault detection mechanism in the calculation engine
- Developed Issuer Linking methodology to produce recommendation for missing data and thereby improving the data quality
Achievements:
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Technologies used:
Exempt Non Officer - II (ML Engineer)
2016 - 2020
- Designed a quantitative model to benchmark the risk associated with loans against the bonds with statistically matching profiles and generated the risk profile replacing the current methodology of the flat curve across the months
- Implemented the Wrong Way Risk Calculation Framework for FINMA and PRA
- Developed Risk Weighted Asset Service to assess the risk associated with trades in stressed scenarios.
Achievements
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Technologies used:
Analyst - II (ML Engineer)
2012 - 2016
- Designed and implemented firm's internal chatbot framework SMEBot using NLP and deep learning techniques
- Implemented the Intent classifications and callbacks with ensemble of Word2Vec, GloVe, ElMo, ULMFit and BERT for dense representation of words and context capturing.
- Used Deep Learning based model QANet to produce the concise answer to the user queries.
Technologies used:
Analyst - I (Software Developer)
2011 - 2012
- Worked in International Wealth Management (IWM) department to design and implement the product solutions for EMEA markets.
- Created PoCs to automate the process of manual testing and SQL query generation.
- Worked with consortium of European banks to create a solution to Digital Regulatory Reporting (DRR) which was accepted Financial Control Authority (FCA), UK