Vishal Gupta - Work Experience

  • Analytics Operations Engineering, Inc., Boston, MA. Summer 2011.
    Summer Intern
    Tailored various statistical, machine learning algorithms and optimization algorithms to solve real-world problems for large, corporate clients. Projects included:

    • Comparative study of classification methods (logistic regression, k-means clustering, svm) for modeling customer attrition for a financial services provider

    • Developed custom recursive partitioning algorithm for customer segmentation for an insurance provider.

    • Leveraged on-site visits and client interviews to author a multi-echelon, multi-item inventory optimization model to streamline the suppy-chain network of a large chemicals distribution company

  • Barclays Capital, New York, NY. Mar. 2007 – Jun. 2009.
    New York Head of Commodities Tactical Modeling
    Manager, Quantitative Analytics Commodities Modeling Group
    Partnered with trading desk to model and risk manage options portfolio. Managed 3 direct reports developing exotic options pricing software. Designed and implemented stochastic dynamic programming algorithm for US Power Tolling deals in VBA and C++.

  • Barclays Capital, New York, NY. Sep. 2005 - Mar. 2007.
    Quantitative Analyst, Quantitative Analytics Commodities Modeling Group
    Primary liaison for US power, Natural Gas and Oil Desks. Led global team of 5 people to create US power options pricing and forecasting software. Developed model for forecasting and managing market-incomplete Load Following deals in C++.