A bit about who I am and why I blog:
I find blogging a simple way to structure my learning and notes online. This site therefore primarily documents my learning. Some posts might be outdated. I couldn’t care less. To be honest, I could puke all over code I wrote 5 years ago.

My education:
I have an M.Sc degree in Economics from Indira Gandhi Institute of Development Research, a research institute funded by India’s central bank, the RBI. I also have a background in electrical engineering and got my B.Tech from NIT Warangal.

Interests:
I’m interested in econometrics,  statistics and machine learning and how they apply to problems within finance. I am not very smart, but think that if I keep at it on the learning path I will survive — this translates to taking my own sweet time on planet Earth to learn things.

Professional history:
In the past I have worked for a quant team of CRISIL carrying out model validation according to the Federal Reserve’s SR 11-7 letter (appropriateness and quality of inputs, soundness of methodology, correctness of implementation with respect to model specification, and adherence to model governance) for regulatory submissions by CRISIL’s banking clients. Got a good taste of the software development life cycle and agile during a brief stint at MSCI, in an agile software development team, carrying out regression and implementation tests for MSCI’s then upcoming analytics platform (Beon), which sadly didn’t make it. My working hours are now dedicated to a bank, where I’m validating securities backed lending models for the bank’s Pillar I regulatory submissions as well as stress testing.

City I call home:
I live in Mumbai but Delhi and Faridabad will always be remembered as the part of my life that contributed to the feeling called home.

Discovering Python and R by Anirudh Jayaraman is licensed under a Creative Commons Attribution-NonCommercial 4.0 International License.