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NIKHIL SACHDEVA

@nikhilsachdeva

Senior Statistician at nference

Bengaluru, India

nferenceIndian Statistical Institute

Nikhil Sachdeva is a skilled statistician and data scientist with experience in quantitative analysis and machine learning. He has held roles including Senior Statistician at nference and Quantitative Analyst at JP Morgan Chase & Co. His expertise covers advanced ML techniques (e.g., XGBoost, CNNs) and statistical modeling, supported by proficiency in Python, R, and SQL.

Experience

Senior Statistician

nference

•May 2022 - Present•Bengaluru

Quantitative Analyst

JP Morgan Chase & Co

•Jul 2020 - Apr 2022•Mumbai

Replicated statistical analysis for LVEF FDA Submission including model subgroup analysis and sample size for clinical validation; identified critical gaps and facilitated ownership of further FDA approval studies. Conducted experiments establishing link between ECG model predictions for multiple cardiovascular diseases and long-Covid, laying foundation for predictability of long-Covid in patients. Worked on the ASCVD disease diagnosis model including creation of stenosis, ischemia and Akinesis cohorts, model training and performance analysis for FDA submission and utility analysis for Novartis, dealing with the challenges of combining multiple disease models under a single umbrella. Provided statistical expertise to various teams for their projects, including ECG Clustering Analysis, Lead Reversal Experiments and Inferential Statistics Classes. Received Bravo Award twice for exceptional performance. Performed 2020 VBM Testing to substantiate the performance of VBM Model including statistical testing related to frequency of VaR exceptions and distribution tests to check conservativeness of VaR. Worked on VaR reviews including RMBS(Residential Mortgage Backed Securities), Repo rates and FX Basis. Prepared analytical background for automation of Peer Bank comparison of Assets and Liabilities using OCR functionalities. Implemented ULMFiT (Universal Language Model fine tuning) to identify SCRA applicability from call transcripts due to small training data size and its generalizability to other disclosures.

Data Science Intern

Capital One

•May 2019 - Jul 2019•Bengaluru

Education

Indian Statistical Institute

Master of Statistics

Statistics

Jan 2020

Courses: Measure Theory, Statistical Inference, Time Series Analysis

Indian Statistical Institute

Bachelor of Mathematics (Hons)

Mathematics

Jan 2018

Courses: Regression Techniques, Probability Theory, Optimization

Licenses & Certifications

Qualified Financial Risk Management Level-I (FRM-L1)

• No expiration

Skills

Regression
Decision Tree based methods
Bagging
Random Forest
Gradient Boosting
XGBoost
Neural Networks
Multilayer Perceptron
RNNs
CNNs
Python
R
SQL
Statistical Analysis
Time Series Analysis
Inferential Statistics
OCR
ULMFiT