VP, QA Financial Modelling
Barclays
Akhil has over ten years of experience in the financial industry working in Quantitative Finance. He is currently working at Barclays. Akhil develops statistical models to forecast balance sheets, revenue and probability of default. He has experience with time series modeling, statistical modeling, machine learning and building implementation frameworks using Python and other programming languages. Akhil has worked in CCAR and Bank of England stress testing and know the Basel III/IV framework, SR 11/7, SR 15-18, and SR 15-19. He also has experience managing junior model developers.
Akhil has a master’s in Financial Engineering from UC Berkeley and another in Financial Mathematics from the London School of Economics. He has experience judging industry awards such Stevie awards, Globee awards, Quantpedia awards etc. He is a a British Computing Society (BCS) Fellow and also an IEEE senior member.