About

Chayan Mehrotra is an experienced Data Scientist with a strong background in Model Risk. Currently working as a Lead Solution Advisor at Deloitte USI, he has been instrumental in developing Counterparty Credit Risk Backtesting Methodology and Risk Capital Allocation Model. With a relevant experience of 4.35 years, Chayan has worked with some of the top companies in the financial services industry. Prior to joining Deloitte, Chayan worked as a Senior Research Associate at Evalueserve and as a Fixed Income Analyst at IHS Markit. At IHS Markit, he was responsible for pricing fixed income securities, analyzing historical prices through SQL Database server, and formulating queries to pull out bond reference data. He also automated processes using VBA and applied SQL to build queries to reduce turnaround time. Chayan holds an Integrated 5Y Dual Degree Btech+MBATech in Finance from NMIMS University and is currently pursuing a Master of Science in Computer Science with a specialization in AI/ML from Scaler Academy, expected to complete in December 2023. He also holds a bachelor's degree from St. Joseph's College, Allahabad. Chayan's tech stack includes Data Science, Research Science, and SQL. He is a highly skilled professional with a passion for exploring new technologies and finding innovative solutions to complex problems. With his extensive experience and expertise, Chayan is a valuable asset to any organization looking to leverage data-driven insights to drive business growth.