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Summary

  • Director in UBS
  • MBA (Finance) & MSc (Machine Learning & Artificial Intelligence) from Liverpool John Moores University (UK)
  • Post-Graduate Diploma in Machine Learning & Artificial Intelligence from IIIT-Bangalore

Sanjay Bhatia

15 year BFSI Risk Management & Model Implementation Work Ex. Across Corporate, Institutional & Investments Banking

Director in UBS - Risk Modelling & Analytics, Model Risk Management & Control, Chief Risk Office (CRO) Function

MBA-Finance & MSc in Machine Learning & Artificial Intelligence from Liverpool John Moores University (LJMU)

Post-Graduate Diploma in Machine Learning & Artificial Intelligence from IIIT-Bangalore

Domain SME on Credit Risk , Derivatives Counterparty Credit Risk, Derivative Pricing, Stochastic Modelling, Stress Testing

ML Expertise (Teaching ML for Quantitative Finance & Risk Management)

Financial Prediction (Regression & Classification ) - Lasso/Ridge Regression, CART Decision Trees, Ensemble Learning (Bagging & Boosting) & Support Vector Machines (SVM)

Financial Time Series Forecasting - (Recurrent) Neural Networks, RNN-LSTM, RNN-GRU, Hybrid-RNN-LSTM-GRU

Financial Instrument Pricing - Non-Linear & High Dimensional Derivative Pricing using Neural Networks

ML Model Optimization – Hyperparameters Tuning K-Fold Cross-Validation, Stochastic Gradient Descent, Convergence etc.

Regulatory & Industry ML Adoption, Challenges & Use Cases – Model Explainibility, Performance Evaluation & Testing

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