LOKESH SHARMA

E-mail: lokesh.sharma.stats@gmail.com Mobile: 8285307947

Address: Vile Parle East, Mumbai

Professional Experience
Reserve Bank of India (RBI), Manager Mumbai, IN Dec 2021 - Present
• Managing Big Data Analytics projects involving extensive use of Data Science, Machine Learning and Generative-AI
• Predicting macroeconomic variables using conventional statistical and Machine Learning models
• Text Mining using Natural Language Processing (NLP)
• Speaker for sessions on Big Data and Machine Learning at Kolkata Zonal Training Center of Reserve Bank of India in Feb 2023
• International Exposure: Nominated for attending a training programme on “Forecasting for Monetary and Financial Stability” organized by the South
East Asian Central Banks (SEACEN) Research and Training Centre in Siem Reap, Cambodia
Technology/Skills used: Regression Analysis, Decision Trees, Random Forests, XGBoost, GBM, SVM, Neural Networks, Large Language Models, Python, R
Studio, Hadoop, Hive

American Express, Assistant Manager (Data Science) Mumbai, IN Sep 2021 – Dec 2021
• Managed Merchant Brand Data Science projects for credit card business
• Worked on offer optimization model using machine learning
Technology/Skills used: Big Data Analysis, GBM, Python, Pyspark etc.

UnitedHealth Group, Data Scientist Noida, IN Apr 2019 – Sep 2021

• Developed a Logistic Regression model and achieved an accuracy of 84% in R studio
• Developed a Customer Segmentation Model using K-prototypes clustering technique with categorical and numeric variables
• Developed a Consumer Journey Map for a campaign to improve customer experience across various customer touch points and identified members’
pain-points throughout that campaign using TPM (Markov Chains)
• Performed a Test – Control study to check the effectiveness of a marketing campaign
• Optimized the codes involved in model building process to crunch the time of data pre-processing by 50%
• Leadership: Joined as a member of a new onshore engagement in Apr 2019 and that team has expanded to a great head count now after delivering
multiple successful projects, part of various onshore discussions for enforcement and usefulness of insights drawn from various analytical tasks,
mentored two campus hires making them familiar with the healthcare business and database understanding
Technology/Skills used: R Studio, SQL, Python, Hive, SAS, Machine Learning (Clustering, Regression, Classification etcetera)

EXL Service, Business Analyst Gurugram, IN Jul 2018 – Apr 2019

• Worked in the domain of Credit Risk Model Governance and Validation (BFSI Client, North America Geography)
• Responsible for monthly tracking of ML models (Random Forest, XGBoost etcetera) and quarterly monitoring of conventional logistic and linear
regression models (Scorecard Models)
• Analyzed performance of various credit risk models and strategies by observing various metrics like PSI, R-Squared, MAPE, KS, Gini, Recall, Precision,
Gain and Lift charts, AUC, ROC etcetera
• Performed various analysis like product level PSI analysis, BCA and ECA for unstable models to explain model deterioration reasons
• Part of discussion in various stakeholders’ forums to explain reasons of deterioration of important live models
• Part of discussions with MRM, Credit Risk Bureaus and Model Building Teams for BAU work
• Worked on Retro scoring and Reject Inference
• PD, LGD, EAD, CCAR Model Validation
Technology/Skills used: R Studio, SAS, SQL, Linear Regression, Logistic Regression, Bagging and Boosting, Hypothesis Testing

National Statistics Office, Intern Delhi, IN Mar 2018 – Apr 2018

• Developed a forecasting model to forecast the total number of deaths in Delhi due to various factors in the next 2 years (study performed in the year
2017)
Technology/Skills used: R Studio, Excel, Time Series Forecasting (ARIMA/ARMA), Multiple Linear Regression, EDA

NITI Aayog (Think Tank of India), Intern Delhi, IN May 2017 – Jul 2017
• Prepared a report on Official Statistics of India – Agricultural Statistics and Vital Statistics under the guidance of Head of the Data Analytics Cell, NITI
Aayog (2017)

Education
Ramjas College, University of Delhi Delhi, IN Jul 2016 – May 2018
Master of Science, Statistics: 80.10%
Relevant Coursework: Data Mining (Machine Learning), Generalized Linear Models, Econometrics and Time Series Analysis, Survey Sampling
Technology used: R Studio, C, SPSS, Excel

PGDAV College, University of Delhi Delhi, IN Jul 2013 – May 2016

Bachelor of Science, Statistics: 90.63%
Relevant Coursework: Probability and Statistics, Linear Models, Statistical Inference, Stochastic Processes, Design of Experiments
Technology used: C, SPSS, Excel

Skills
Domain Knowledge: Healthcare and Banking (Specifically, US healthcare system and US credit risk market)
Statistical Skills: Linear Regression, Logistic Regression, Decision Tree, Bagging and Boosting, Exploratory Data Analysis, Dimension reduction techniques – PCA,
Canonical correlations, Factor analysis, Econometrics, Time Series Analysis, Design of Experiments, Sampling Techniques, Hypothesis Testing, Biostatistics,
Bayesian Inference and Markov Chains.
Computational Skills: Conversant with Python, R, SAS, Hive, SQL , Pyspark, SparkR, SPSS, MINITAB, WINQSB, MS-office( Excel and Power Point) and C language
Libraries: Pandas, Numpy, Scipy, Scikit – Learn, Matplotlib, Pulp, ggplot2, dplyr
Currently learning Neural Networks (Deep Learning)

Projects
Use of “Drone technology” to collect agricultural data in India NITI Aayog, IN Feb 2017 – Apr 2017
• Studied the methodology of Indian statistical system to collect agricultural data( multi stage cluster sampling)
• Studied Dr. Rangarajan Commission’s report on statistics, Report of the National Statistical Commission(2001)
• Studied how “drone technology” can help in collecting agricultural data efficiently
Shatter the Silence, Department of Statistics Delhi University Aug 2016 – Nov 2016
Statistical study on Child Sexual Abuse in India, as this is a sensitive topic; no one is willing to fill the corresponding survey. But, fortunately, Warner (The great
Statistician) developed a statistical technique for such situations, known as Warner’s method which takes under consideration the privacy of participants as well.
That technique was used to collect the data and then analyzed the data to showcase insights

Achievements
Bravo award for Innovation (UHG): Appreciation for an innovation research project for improving member experience using ML (Feb’20 & Dec’20)
Bravo award for Relationships (UHG): Appreciation for maintaining outstanding relationships while working in team projects with both onshore and offshore
team (Dec’19)
2nd prize for an outstanding presentation on a dummy analytics project at EXL (Sep’2018)
Volunteered as an Economics guest lecturer in the RPVV School for class 11th and 12th under an Alumni initiative (Dec’17 to Jan’18)
Received an award for securing 2nd position in the B.Sc. (H) Statistics, PGDAV College, Delhi University (2016 Batch)