Vishal Gupta - Work Experience
Analytics Operations Engineering, Inc., Boston, MA. Summer 2011.
Tailored various statistical, machine learning algorithms and optimization
algorithms to solve real-world problems
for large, corporate clients.
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
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++.