Arafatur Rahman
Model Risk Auditor @ Citibank
- Role
- AVP, Senior Auditor - Model Risk Management at Citi
- Location
- New York, NY, US
- LinkedIn followers
- 500 followers
About Arafatur Rahman
I completed my Ph.D. in Applied and Computational Mathematics at Florida State University, with research centered on developing Deep Learning algorithms to solve stochastic optimal control problems, particularly in Quantitative Finance. I am passionate about utilizing Machine Learning models to tackle quantitative challenges in both finance and healthcare.In addition to my research, I have over seven years of experience teaching and mentoring undergraduate students in various mathematics courses, and my work has been recognized with multiple awards and honors.I also completed two internships at the Mayo Clinic, where I collaborated on projects that applied AI models for human organ transplants and fungal disease detection. I employed models such as UNet, DenseNet, and ResNet to classify and segment biomedical images. My research has resulted in several peer-reviewed journal publications and conference presentations.
Experience
AVP, Senior Auditor - Model Risk Management
Apr 2025 — Present · Manhattan, NY, US
Education
Florida State University
Doctor of Philosophy - PhD, Applied and Computational Mathematics
2020 — 2024
Florida State University
Master of Science - MS, Financial Mathematics
2018 — 2020
Erdos Institute
Data Science Bootcamp , Machine Learning and Data Science
University of Dhaka
Master of Science - MS, Applied Mathematics
2013 — 2015
University of Dhaka
Bachelor of Science - BS (Hon's), Mathematics
2009 — 2013
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