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