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 Some posts might be outdated.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.
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.
I’m interested in econometrics, machine learning and how they apply to problems within economics and finance. I am not very smart, but still like learning — this translates to taking my own sweet time on planet Earth to learn things. I think I also might be a closeted student of computer science.
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 latest analytics platform (Beon). My working hours are now dedicated to a bank, where I’m using math, stats and econometrics in performing model validation for portfolio credit models.
City I call home:
I live in Mumbai! Delhi was once home.
Discovering Python and R by Anirudh Jayaraman is licensed under a Creative Commons Attribution-NonCommercial 4.0 International License.