Chinmay Gherde

Quant @ Statkraft | Commodities

San Francisco, California, United States

About

Experience

  • Quantitative Analyst at Statkraft
    Jun 2023 - Present · 3 yrs 2 mos

  • Quantitative Risk Analyst at Uniper
    Jun 2022 - Aug 2022 · 3 mos

    •Coded a Value-at-Risk calculator engine in Python for all commodities that sped up output by saving time; created web application in Streamlit and hosted it on Azure; enhanced tools for the stress-testing of energy portfolio using python. •Devised end-to-end PowerBI dashboard for power curve validation; implemented ETL processes using Snowflake for real time dashboard updation; coded SQL queries to reduce time taken for data extraction. •Engineered ad-hoc tools for quantitative traders for desk-specific functions; improvised decision-making for desk by as measured by portfolio managers; regulated analytical models for market risk team to calibrate risk limits.

  • Data Scientist at Thermax Limited
    Feb 2021 - Jun 2021 · 5 mos

    • Programmed custom predictive model to improve sales by 15% during covid; identified sales trends using time-series analysis and streamlined supply chain operations to implement model solutions; trained 2 teams to maintain model and incorporate anomaly. • Analysed 50,000+ spare parts of biomass boilers using Tableau dashboard to identify supply chain bottlenecks; reduced inspection costs and time by 12% for the operations department by analysing 1MM+ purchase orders to fortify supplier and vendor network. • Improved predictive power of existing analytical models to forecast defects in purchase orders by at least 35%; devised web application in Streamlit and hosted on Docker to increase efficiency between supply chain and operations departments.

  • Machine Learning Engineer at Applus+ IDIADA
    Nov 2020 - Feb 2021 · 4 mos

    • Constructed a Decision Tree Regressor to forecast internal energy consumption to achieve an RMS error of 3.91 as compared to a baseline Linear Regression model; hyper-tuned the model to minimize RMS to 0.225 and increase the r-squared score to 0.95. • Developed visualization tools to analyse 150+ crash reports to extract key metrics by feature engineering for projected energy absorption during crash events; increased performance of analytics team through data engineering. • Redesigned automation tools to reduce computational costs by a margin of 20% across cross-functioning teams; led a 5-member intern team to successfully develop case study on Tesla crash pattern analysis

  • Joint Secretary at ASME (The American Society of Mechanical Engineers)
    Nov 2019 - Jan 2021 · 1 yr 3 mos

    Led a team of 20+ members to enhance the contribution of engineering students towards Industry 4.0 by partnering with a higher executive from Mercedes Benz. Executed an unprecedented competition which saw participation of 400+ students with their projects in Mechatronics. Jointly increased the annual output hosted, by 20%.