Consultant — EY India
- Built time-series anomaly-detection workflows using GANs, Orion, Pandas and Matplotlib.
- Developed a multivariate regime-switching model with PCA, K-Means clustering, Kalman and HP filters, and Silhouette analysis.
- Worked on the FRTB Standardised Approach for market risk and built Python VaR/CVaR calculators using historical simulation.
- Created an NLP Transformers model to study news sentiment against stock-price movements.