Rahul Chakraborty
Vice President - Citi || Ex - J.P. Morgan Chase || Ex - BlackRock
- Role
- Vice President at Citi
- Location
- Mumbai, MH, IN
- LinkedIn followers
- 500 followers
About Rahul Chakraborty
Analytical and process-oriented data scientist with 8+ yrs of experience - exposure to both model development and model validation. Experience in working with models across multiple domains - Commercial Banking, Investment Banking, Financial Services, e-commerce and manufacturing.Currently working as a data scientist with the CCAR - PPNR model development team at Citi with primary focus on the Financing & Securitization business. Previously worked with the Model Review and Governance (MRGR) team in India for risk management of data science models in Wholesale Payments and Securitized Products business under the Corporate Investment banking (CIB) division of JPMC.Key Skills:• Programming Skills: Python, R, R-Shiny, C++,Unix, SQL, VBA, Scala* Algorithm Stack:[Supervised Learning]: GLM, GAM, ARIMA/SARIMAX/GARCH (Time Series Modelling), ML Algorithm - SVM, Random Forest, GBM/xGBoost, Naive Bayes, KNN DL Algorithms: ANN/RNN/LSTM/CNN [Unsupervised Learning]: K-Means/Hierarchical Clustering/DBSCAN, PCA, LDA, GAN, Autoencoders• Python Libraries: Statsmodels, XGboost, NLTK, Tensorflow, Keras, Theano, sklearn, matplotlib, seaborn, pandas, numpy, plotly, Prophet, Genism etc.• Financial Products: Experience in working with different securitized products like Agency/Non-Agency RMBS, Non-Agency CMBS etc.
Experience
Vice President
Dec 2024 — Present · Mumbai, IN
Education
University of Calcutta
Bachelor of Science (B.Sc.), Statistics
2010 — 2013
Presidency University
Master of Science (M.Sc.), Statistics
2013 — 2015
Indian Statistical Institute, Kolkata
Master of Technology , Quality, Reliability & Operations Research (QROR)
2015 — 2017
Skills
- Regression Analysis
- Business Analytics
- Quality Control & Quality Management
- Data Analytics
- Predictive Modeling
- Time Series Modelling
- R, Ms Excel, Ms Office, Sql, Python, Tableau,Matlab
- Project Management
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