Chayan Mehrotra
@chayanmehrotra
Senior Consultant at Deloitte USI
Gurgaon, Haryana
Chayan Mehrotra is a Data Science professional with 6 years of overall experience, including 4+ years in Data Science and Analytics. He has extensive experience working on client engagements for major US Banks, focusing on risk modeling and predictive analytics. His technical expertise includes supervised and unsupervised machine learning algorithms, hyperparameter tuning, and developing solutions using Python libraries like Scikit-Learn, Pandas, and NumPy. He is skilled in areas such as Counter Party Credit Risk, Hypothesis Testing, and deploying models using Streamlit.
Experience
Senior Consultant (Data Science)
Deloitte USI
Worked on Logistic Regression Model to predict potential default customers for a loan application. Experience in Model Risk Management Documentation according to SR 11-7 Guidelines. Retail Analytics projects for a French Retailer to migrate Private Label Cards to Co-Branded Credit Card. Created and Deployed an Auto-ML product on Streamlit to detect the classifiers based on Algorithm Selection. Interpreted ridge regression model & LASSO solver via gradient descent to select the regularization parameters. Independently revalidated Counter Party Credit Risk Statistical Model using Hypothesis Testing Proof-of-Concept. Strong understanding of Statistics(Hypothesis Testing (ANOVA, T-Test, Z-Test, Levenes Test, Box-Cox,Shapiro). Montecarlo Simulation to generate random 1000 paths for backtesting. Achieved a Slack Coefficient of 1.0 along with Radial Basis Function using GridSearch CV Algorithm. Trained 3 team members on basic SQL ,pandas and POC ML Algorithms. Worked on Ensemble Techniques such as Random Forest Classifier, XG Boost along with Optimization Algorithms.
Analyst
NSE Indices, Mumbai
Developed a VBA code to calculate price of a T-Bill.
Operations Sr. Analyst
IHS Markit
Worked on Data Analysis using SQL and Tableau to extract key business insights. Used SciPy for hypothesis testing to test claims. Developed Yield curve simulator in Python using pandas to generate scenarios for upwards and downward movement of Interest Rates. Worked on a live project for predicting bond returns using SVM Regressions.
Business Analyst
Evalueserve
Worked on Support Vector Machines algorithm to build a challenger model to compare Logistic Regression. Campaign Analytics project for a Bank (Model Development and Validation) [Marketing Campaign for Annuity Project]. Predicted increase in additional revenue by targeting only 40% of the customers through LOGISTIC REGRESSION MODEL. Developed a Python Class to calculate Market Risk parameter (Value-at-Risk, using various Significance Levels). Worked on Random Forest Classifier to predict the customer subscription rate for a Term Deposit Product. Developed SQL query to extract insights from index prices for various asset classes. Delivered visualizations in Python using Seaborn, Matplotlib libraries.
Education
Scaler Neovarsity in collaboration with Woolf University
Masters in Data Science with Specialization in AI/ML
MPTSME, Narsee Monjee Institute of Management Studies
Dual Degree MBA ( Technology Management Finance ) B.Tech (Electronics and Telecommunication)
Extracted and presented key business insights to the management for various Asset Classes. Developed a Valuation model for pricing of plain vanilla bonds in Python. Used Clustering to identify potential Fund Categories.