Head - Data Analytics @ Orion Systems Integrators, Inc.
Head of Research and Risk Management @ Robust Methods LLC
Risk Manager @ DKR Capital
Master's degree, Transportation Systems Engineering @
University of California, Irvine
Experienced data scientist both as an individual contributor for generating innovative ideas as well as managing a group of data scientists including Ph.Ds both offshore and onsite, about 15 in number. Client is a Big 4 accounting firm seeking to leverage data science and big data techniques to improve audit efficiency and infer risk of misstatement. Comprehensive
Experienced data scientist both as an individual contributor for generating innovative ideas as well as managing a group of data scientists including Ph.Ds both offshore and onsite, about 15 in number. Client is a Big 4 accounting firm seeking to leverage data science and big data techniques to improve audit efficiency and infer risk of misstatement. Comprehensive understanding of all the projects in the data science arena undertaken both by the client as well as Orion. Successfully created seamless teams across onsite and offshore to work together on projects. Directly interface with various business groups of the client to understand and come up with appropriate direction in implementing a data science strategy. Managed creation of resident talent on various aspects of data analytics such as text analytics and time series forecasting tools.
Extensive hands-on experience early in career in building complex optimization models for the freight logistics industry and leveraging economic response behavior models for sales and marketing decisions in the pharmaceutical industry. More recent experience includes designing and implementing firmwide risk management systems for hedge funds that operate a diverse set of trading strategies and trade in a variety of asset types and complicated derivatives. Successfully managed the risk of a quantitatively managed trading strategy on commodity futures as well as guiding new research in implementing new trading strategies.
Personal characteristics include go-getter attitude, excellent team player with the ability to command and lead a team towards the collective goal. Ability to set and manage the goals of the team in an efficient and productive manner. Highly analytical and creative in framing solutions to the problem.
Head - Data Analytics @ * Manage a group of high performing data scientists and data analysts both onsite and offshore, about 15 in number.
* Successfully created seamless teams across onsite and offshore to work on projects together.
* Built a time series forecasting tool entirely in offshore based on different techniques such as exponential, ARIMA and Holt-Winters model with and without seasonality.
* Managed creation of resident talent in text analytics capability both offshore and onsite.
* Innovated a linear programming framework with binary variables for solving the journal entry bifurcation problem in accounting. Model implemented in CPLEX.
* Guided the implementation of a random forests methodology in machine learning for the Accounts Receivables valuation project.
* Developed a network flow model to infer potential cash flows between different accounts over a certain period. Model implemented as a linear program. From June 2013 to Present (2 years 7 months) Cochin Area, IndiaHead of Research and Risk Management @ Provided risk advisory and portfolio research activities for a quantitative model based asset management firm.
- Correlation analysis to choose a subset from a set of markets or asset classes.
- Factor based model to represent equity returns and provide recommendations in trading. From November 2007 to May 2013 (5 years 7 months) Greater New York City AreaRisk Manager @ Supported directly the Chief Risk Officer in all aspects of firm wide risk management, asset allocation and valuation in a $3.7 billion multi-strategy hedge fund.
Primary responsibility for the risk reporting of a mergers and acquisitions and special situations portfolio, a convertible bond portfolio and a high-yield, distressed portfolio including bank debt. Designed an asset allocation model based on Black-Litterman theory for incorporating user specified views into a framework of efficient market hypothesis. From February 2005 to October 2007 (2 years 9 months) Senior Analyst @ Provided recommendations to various pharmaceutical clients on sales force allocation, physician detailing and sample allocation among target physicians. Techniques involved using statistical fitting of economic response behavior models. From November 2003 to January 2005 (1 year 3 months) Risk Strategist @ Involved in all aspects of firm wide risk management in a $2.5 billion multi-strategy hedge fund.
Strategies analyzed include equity – fundamentals and quantitative based, convertible bonds, corporate bonds including distressed debt, credit and interest rate derivatives, options (equity and currency), warrants and volatility derivatives. Built a firm wide risk management system for reporting Value-at-Risk (VaR) and stress test scenario results From March 2002 to October 2003 (1 year 8 months) Research Engineer @ Developed state-of-the-art strategic and real-time optimization models for the transportation logistics industry and aided corporate sponsors from the freight logistics industry in the use of models to improve company performance.
Projects include integrating a real-time decision-making tool with a strategic planning model for scheduling locomotives for two large North American freight railroads and developing a real-time driver assignment model incorporating user feedback for a large truckload operation. From March 1995 to August 1998 (3 years 6 months)
Doctor of Philosophy (Ph.D.), Operations Research and Financial Engineering @ Princeton University From 1998 to 2002 Master's degree, Transportation Systems Engineering @ University of California, Irvine From 1992 to 1994 BS, Engineering @ Indian Institute of Technology, Madras From 1988 to 1992 Arun Marar is skilled in: Financial Risk Management, Business Analytics, Quantitative Analysis, Business Analytics, Quantitative Analytics, Equities, Derivatives, Analytics, Financial Risk Management, Hedge Funds, Valuation, Risk Management, Strategy, Trading, Options, Asset Management, Financial Risk
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