Siddharth Kaushal

WORK HISTORY

EDUCATION

SKILLS

ABOUT SIDDHARTH KAUSHAL

I have 16 years of experience in applying Data Science to Banking across banks based in Europe, North America and Asia. I\'m currently working at NatWest Group as a Senior Data Scientist responsible for developing data science/statistical models to enhance scenario modelling for regulatory scenarios (eg, ICAAP, Stress Tests) and internal bank scenarios. I have also worked on modelling Behavioural Life for Deposits and Loans for the Treasury department. Before my current role, I used to work as a data scientist for Citigroup developing mathematical models for stress testing in the US (CCAR). I have also worked at ICICI Bank (one of India\'s largest private sector banks) on multiple projects across domains including Treasury & Risk, Liabilities, Private Banking, Credit & Debit Cards.I completed my Masters in Quantitative Economics from Indian Statistical Institute (ISI), New Delhi. ISI was founded by P.C. Mahalanobis who is famous for introducing the concept of Mahalanobis Distance. ISI has also been ranked as best in economic research in India as per a study released by Stanford University. I am passionate about learning and have cleared all 3 levels of the CFA exam and the 1st part of the FRM certification.I also have excellent programming skills in SAS, SQL and Python.