Abhishek Ray

Founder | CEO | Head of Data Science at Finarb

I am a Data Science Professional with rich background of analytics, modeling, model validation and reporting in various domains including but not limited to banking, marketing, trading, supply chain management, advertising, fraud detection, biology and pharma. I am proficient in statistical modelling in Forecasting/Predictive methods, Segmentation Methodologies, Regression Based Models, Artificial Intelligence (Neural Networks, Genetic Algorithm, etc), Optimization Techniques,Text scoring & natural language processing, social media analysis, Image processing etc.. I have extensive experience in various statistical tools like R, SAS, SPSS, Matlab, Minitab, Octave, Stata. I am extremely conversant with algorithms. I am skilled in different programming laguages like C, C++, C#, Java, Python, CudaC as well as functional programming languages like F#. I am experienced in deploying solutions using Big Data technologies like Hadoop, NoSQL, Map reduce framework. I take special interest in parallel programming using GPU for parallel programming purposes using CUDA C. Demonstrated Success record in:  Statistical Arbitrage in Pairs trading strategy using Co Integration, VAR, VARMA, VECM approaches  Disease detection using image processing  Valuation of Structured Products  Sentiment analysis using text scoring (naive Bayes, regressive models, Machine learning and EM algorithms)  Market Efficiency analysis to identify pockets of inefficiency in emerging markets  Developing statistical models for credit risk estimation for wholesale loan portfolios  Developing models for economic capital required under Basel II norms  Develop equity and fixed income valuation models  Pricing models for products/services in Pharmaceutical sector, Energy sector, etc. ......and many others