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Curriculum Vitae

By Mary Gray,2014-04-14 03:47
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To lead the team of 4 software designers in data mining tasks; High level design and develop the architectures of predictive models for various aspects of

    Curriculum Vitae

     SUMMARY OF EXPERIENCE AND KEY SKILLS

? Presently working as Senior Quantitative Analyst (Team Leader-Dec 2005 to till date) for the Equity

    derivatives/Quantitative research wing in the GBM Research, HSBC Bank, Bangalore, India. Business involves,

    developing mathematically complex financial models (Matlab based Excel, VBA Applications) which are utilized in

    generating the revenue earning trading ideas. High quality expertise in the development of predictive analytics models in

    financial domain, e.g., Long/Short pair trade models, Time-series econometric models, Stock price prediction tools

    (Monte Carlo Simulation Techniques), Options Optimizer, Portfolio Optimization Techniques (Black-Litterman Models),

    Volatility forecasting Techniques, GARCH, EGARCH, TGARCH, Bloomberg, Thompson data streams

    etc.,(www.hsbcnet.com/hsbc/research )

    ? Previous job as Technology Consultant(April 2005 to Dec 2005) in Software development firm, included Working

    out from an idea to concept document, Development of Proof-of-Concepts, High level design of a Product,

    Development of working models or prototypes using Matlab, J2EE,WEKA open source analytical libraries, Leading a

    division of Analytics and Prediction (www.manthansystems.com) with 3 analytics programmers. e.g., Sales forecasting

    Techniques, Correlation, Regression etc., Causality analysis of key performance indicators.

    ? Prior to the above, worked as Technical Architect (Oct 2003 to Dec 2005) in Software product development

    Company and involved in the development of technical architectures for the Predictive analytics models for pharma drug

    discovery applications and led the team of 4 software designers. (www.arisglobal.co.in )

    ? As a University Faculty and Ph.D., Research Scholar (1995-2003), attained mastery in high end data mining for

    more than 6 years. Completed several Government funded research projects, Developed Machine Learning algorithms,

    Artificial Intelligence based Applications for predictive analytics and image Pattern Recognition tasks. Techniques

    implemented include Neural Networks, Genetic Algorithms, Fuzzy Systems, and Hybrid Systems. Architectures of these

    models are developed and implemented in Matlab, C, C++. Process included software analysis, design and coding.

    Exposed to OOA, OOD and familiar with J2EE, Web based Applications, Access, SQL, etc., Published number of

    Research Articles in International refereed journals and conferences (www.kuvempuniversity.org).

    FORMAL EDUCATION ? Ph.D. Degree in Computer Science & Engineering (2003). Thesis titled “Neural Network based techniques for

    Document Image Processing: A New Approach”. Ph.D., Degree awarded by Kuvempu University (Karnataka State

    University), India. The thesis contains numerous Neural Network based and several Hybrid Document Pattern

    Recognition Systems.

    ? M.Tech Degree in Bio-Medical Instrumentation Technology (1995), First Class with Distinction (Second Rank),

    through S.J.College of Engineering, Mysore, University of Mysore, Karnataka, India.

    ? B.E. Degree in Electronics & Communication Engineering (First Class, 1993), from Government B.D.T.College of

    Engineering, Davangere, University of Mysore.

    CAREER PROFILE December 2005- Till date

    Senior Quantitative Analyst (AVP) -Quants/Derivatives, GBM Research, HSBC, Bangalore

    Responsibilities:

    ? Generating revenue earning trading ideas and econometric models for global markets

    ? Identification of Innovative structured products (Options) ideas, Portfolio optimization techniques

    ? Proof of concepts of trading techniques, new innovative products

    ? Development of mathematically complex financial models used in generating trading ideas

    ? Making presentations for the teams in London and Hong Kong in Predictive analytics, Quantitative Techniques via

    Web-Ex or telephonic conferences

    Achievements:

    ? Established new Greece business process of equity research

    ? Started newly Indian quantitative research and publishing business in Indian Markets (Nifty and Sensex)

    ? Built Long/Short pair trade models and started publishing the trade ideas for Indian Markets

    ? Worked on idea of Options optimizer, from scratch to the deployment of model and thus initiated options daily diary

    research product format presenting the attractive options daily

    ? Successfully implemented Options Portfolio Optimizers- inclusive Black-Litterman portfolio optimization technique

    (Matlab, VB Macros, & Excel)

    ? Successfully implemented Monte-Carlo simulation based (Matlab Programming) Short term stock price forecasting

    using time-series techniques, used neural network based forecasting techniques

    ? Implemented volatility forecasting techniques, GARCH, EGARCH,TGARCH in Matlab environment

    April 2005 to December 2005

    Technology Consultant - Predictive Analytics, Manthan Systems, Bangalore

Responsibilities:

    ? To work as Advisor for Directors of different products and CEO on Predictive Analytics

    ? Designing the Analytics Modules of products under development

    ? Leading the Team of 3 software developers to implement the Analytics Modules in C++, J2EE.

    ? Providing all necessary help in assembling data mining modules into the products

Achievements

    ? Shown the importance of Predictive Analytics and started the dedicated wing

    ? Developed various Consumer Analytic Modules in Retail space (e.g, RFM)

    ? Designed and implemented Correlation Module in the Enterprise Performance Management Product (EPM Product:

    Astra),

    ? Successfully designed and implemented Causality Analytics Module (Regression based) for Key Performance

    Indicators

    ? Implemented Neural Network based Sales Forecasting Modules

October 2004 to April 2005

    Technical Architect, SysArris Software Ltd., (ArisGlobal India Ltd.,), Bangalore

     Responsibilities:

    ? To lead the team of 4 software designers in data mining tasks

    ? High level design and develop the architectures of predictive models for various aspects of ADMET a drug

    discovery pharma virtual screening product

    ? To make the presentations of innovative product ideas, concepts and architectures to the on-shore sales people and

    consultants

    ? To direct the team of 5 bio-informatics consultants in the development of products

Achievements:

    ? Designed and produced the working model for the Similarity Search Software Product which searches similarities in

    the large database of characteristics of chemical compounds. Deployed Statistical k means clustering algorithms and

    Khonen Neural Network based self organizing maps

    ? Successfully implemented the Backpropogation Neural Network based Toxicity prediction model for input drug

    molecules

    ? Produced the working model for the prediction of drug-likeliness of the input chemical molecular characteristics

    ? Application of Machine learning algorithms in Matlab environment, next directing the coding team to code in C++.

     st Jan 2003 Jan-1999 to 31

    Ph.D., Research Scholar, Software Research Projects ( & as Senior Lecturer in Kuvempu University)

    Research Project Title : “ Neural Network based Techniques for Document Image Processing : A New Approach

     During the four years period following innovative systems are designed, built, tested and published in various National,

    International and Refereed journals. Along with Research Supervisor, Dr. N. V. Subba Reddy, Prof & Chairman,

    Department of Computer Science & Engineering, MIT, Manipal, Karnataka

     English and Kannada bilingual OCR System: The aim was to develop the working model of English and Kannada

    bilingual Optical character Recognition system. The idea is conceptualized and implemented in Matlab environment

    with relevant toolboxes, like statistics, neural networks, image processing. The work is the part of the published

    research thesis.

     Kannada language character Recognition: The most challenging and complex task of recognition of Kannada

    characters is achieved with template matching techniques (statistical similarities matching). The work was first of its

    kind and had major research impact

     Multi-script, multi-lingual document processing model: The work presents the series of techniques to process the

    multi-script, multi-lingual documents which are typical to Indian Society. The work involved the implementation of

    statistical and various neural network recognition models.

     Hybrid Models for Script Identification Systems: The models intended to identify the script based on extracted

    features from multi-script documents. The work included the implementation neural network based pattern

    recognition techniques and genetic algorithm engines. The work made significant impact on the pattern recognition

    field.

     Individual word script identification System: The work involved the identification of script/language of an

    individual word in the scanned document. The system had different modules including pre-processor, feature

    extractor.

     Document image script identification system: The major work involved is neural network based script recognition

    technique of document images based on the extracted features.

     Hybrid feature extraction system: The technique is extraction of features from the document image. These features

    are used to represent the documents to Neural Network Recognizers.

March 1997 to December 1998 ( Senior Lecturer in Kuvempu University, Karnataka)

    Chief Co-ordinator: Complete responsibility from proposal for funding to implementation Project Title: Central Government Agency(AICTE) Sponsored Project titled Development of PC-based Process Control Laboratory (Management Expertise) at Univ. B.D.T.College of Engineering, Kuvempu University

     Role Description: Management of Funds, Almost all the activities starting from planning (using PERT/CPM Tools) the

    project for two years and executing it. Calling for Quotations, Negotiations with vendors, testing and certifying the

    equipments, etc.,

Project Description: The project involved learning about the PC-Process Control equipments and techniques, like Pressure

    Control, Flow control, Level and Temperature Control. In this Project study of the sensors for different parameters like

pressure, flow, level and temperature has been carried out. The various techniques, like Proportional Control, Proportional

    Integral, Proportional Derivative and Proportional, Integral, Derivative (PID) Control are implemented.

     IMPORTANT RESEARCH PUBLICATIONS

? “Neural Network based Image Segmentation System”, National Conference Proceedings on “Control Communications and Information Systems”, Goa,, Vol.2, pp.131-134 January 23-24, 2004 . th? "Neural network based script identification systems for Indian documents", under Young Scientists Award Program, at 60 Indian Science Congress held on Jan 3-7, 2003, at Bangalore, India. ? "Neural Network based system for script Identification in Indian Documents ", Special Issue on Indian Language document Analysis and Understanding of 'SADHANA' International journal, Indian Academy of Sciences, India, Vo.27, Part-1,February 2002, pp.no.83 to 97. Reprint is available at Sadhana site http://www.ias.ac.in/sadhana; http://www.iisc.ernet.in/~academy/sadhana ? "Automatic script identification system for Indian documents", National Conference on Advanced Computing NCAC-2002, Coimbatore, February 1-2, 2002, India. ? " Character script class Identification system using Probabilistic neural network for multi-script, multi-lingual document processing", National Conference on Document Analysis and Recognition, July 13-14, 2001 Mandya, India. ? "Fuzzy based multi-script, multi-lingual document processing model", in the Joint 9th IFSA World Congress and 20th NAFIPS International Fuzziness and Soft Computing in the New Millennium Conference, July 25-28, 2001, Vancouver, Canada. (Accepted) ? "Neural Network based multi-script, multi-lingual, document processing: An experiment with Indian documents", in the International Joint Conference on Neural Networks ,IJCNN, July 10-20, 2001, Washington D.C, U.S.A. ? "Automatic Script Identification System using Neural Networks: A new Approach" in the New Millennium Conference on Pattern Recognition, Image Processing and Robot Vision(PRIPROV) 14-15, May 2000 at ATATI, Malaysia, Page no.7 to 12. ? "Improved Segmentation Techniques for Neural Network based Feature Extraction and Recognition", at National Conference on Fuzzy logic and Neural Networks" in Electrical Engineering, September 24-25, 1999, REC, Warangal, A.P. ? "Computer based system for the improved method for the distortion analysis of Concentric Needle Electrode", National Conference on " Impact of electronics on Automation: The Indian Scenario", University of Roorkee, Roorkee, during jan.20-21, 1997. MAJOR WORKSHOPS / TRAINING ATTENDED ? Attended the 5-day Residential training on “Foundation of Management skills” at Hyderabad, HSBC in 2008 November ? Attended several workshops on Bloomberg, Thompsons, Datastreams ? Attended the short term course on "Software Engineering and E-Commerce", Organized by Infosys during 27-29th December, 2000 at Indian Institute of Science, Bangalore. ? Attended the two weeks short term training program on "Neural Networks applied to Pattern Recognition" from 29

    thth May 2000 to 10 June at I.R.T.T. Institution at ERODE, Tamilnadu, India. ? Attended the two weeks short term course on "Object oriented and Visual Programming-C++, Java, Visual Basic, visual C++" during thth17 -29 January 2000 at NMAM Institute of Technology, NITTE, Karnataka, India. ? Attended the two weeks course on "Advanced Neural ththComputing" during 29 July to 7 August 1999 at S. J. College of Engineering, Mysore, Karnataka, India. ? Attended the one week program on "Application of MATLAB for Engineering Education" during 15-19 February,1999, at Indian Institute of Science, Bangalore, India.

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