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Work Experience
Model Risk Analyst
American Express• August 2020 - August 2022
My work deals with validating and challenging machine learning models used for marketing. It also contains research work on various aspects of AI/ML that help improve the modeling practices within the firm. Some of the highlights of my work are: 1. Reviewed and validated 40+ marketing models across various markets such as the USA, UK, Japan, Mexico, and Australia. 2. Developed a BERT-based transaction classification model catering to robust Bank based underwriting strategies. 3. Performed extensive research on model interpretability using techniques such as Accumulated Local Effects, Partial dependence plots, SHAP values, ICE plots, etc, and built model behavior interpretability evaluation metrics. 4. Interpretability and Fairness: Extensively researched upon various model interpretability using techniques such as Accumulated Local Effects, Partial dependence plots, etc and built model behavior interpretability evaluation metrics
Education
Texas A&M University
Computer Science, MS• August 2022 - Present
IIT, Madras (Indian Institute of Technology)