Sneh

About Sneh

As a Senior AI/ML Engineer, I build next-generation intelligent systems that blend…

Experience

1. Senior Ai Ml Engineer

   Goldman Sachs

   Jan 2024 — Present

   Designed and developed an AI-powered Fixed Income Analytics platform for institutional trading desks and portfolio managers, enabling real-time bond valuation, FX exposure tracking, and automated liquidity optimization for multi-currency portfolios across USD, EUR, INR, and other markets. Delivered end-to-end AI and data solutions encompassing pricing models, interest rate forecasting engines, and comprehensive risk factor sensitivity analytics including DV01, duration, and convexity. Built advanced predictive models for yield curve forecasting, credit spread analysis, and cashflow projections using techniques such as LSTM, Prophet, and anomaly detection frameworks to identify early warning signals and guide proactive strategy adjustments. Integrated natural language query modules to allow analysts to pose contextual portfolio questions and receive actionable insights directly within the platform, enhancing decision-making speed and accuracy. Engineered robust ETL and ML workflows to aggregate and process large-scale market, trade, and reference datasets from diverse internal and external sources, while integrating with execution and market data APIs to ensure timely and accurate portfolio analytics. Implemented advanced Monte Carlo and scenario-based simulations to model interest rate shocks, credit spread movements, and liquidity stress, feeding real-time P&L, VaR, and rebalancing recommendations into interactive dashboards. Applied rigorous model explainability frameworks to meet regulatory and audit requirements, ensuring transparency and trust in all analytical outputs.