Vivek Sahoo

28 Mar, 2020

Introduction

Current Masters in Business Analytics student, former Goldman Sachs Business Analyst and forever Marvel Comics lover, I am a self proclaimed Data Ninja and a Stand Up Comedian. Clearly the later wasn’t paying bills so I try to compensate with the former.

With great power comes great responsibility (forgive the cliché :P), so I use mine to solve problems of the society. And these efforts have helped my team of Avengers bag Alteryx Analytics Excellence Awards twice.

Education

Professional background

During my final semester of engineering, I got an opportunity to intern in the Regulatory Analytics team at Goldman Sachs, where my tryst with analytics began. My passion only grew over time, leading to a full time role and subsequent promotion to Senior Business Analyst, to me giving up all growth prospects to dive deeper into the field of business analytics.

Below is a glimpse of my three and a half years at the firm:

Enterprise Business Transformation

  • Led a team of 3 Business Analysts for the implementation of control framework for MiFID II trade reporting – from analysing complex business requirements to creating technical control requirements, user stories and testing
  • Negotiated upstream control builds with senior cross-divisional stakeholders by forecasting data quality breaks based on simulated controls back tested on 2 years’ worth of historical transactions (ARIMA in R)
  • Ideated and designed dashboards to track KPIs & KRIs related to ~600k trades reported daily (SQL, Tableau)
  • Created process workflows for internal break resolution as a part of strategic migration (Signavio)

Data Analytics and Insights

  • Piloted use of supervised machine learning to determine reportability of transactions in data quality break queue – built a logistic regression model using R to create probability-based bins used for issue prioritisation of 20 million cash equity transaction quality breaks (R, SQL)
  • Designed an outlier detection algorithm to flag transactions as a result of fat finger errors, with an accuracy of ~95 percent, for all notionals > $1 billion (R, SQL)
  • Identified and remediated reporting gaps of ~$3 billion worth of bonds by researching the data lineage and metadata to track the trade flow as a part of data sourcing logic refinement project (SQL)
  • Automated manual preparation of reports – reports corresponding to 4 regulatory obligations across 19 different markets thus reducing the filing time by ~70% (Alteryx, VBA)
  • Performed root-cause analysis of internal control breaks and recommended necessary system modifications to decrease the break volumes by 80% (Excel, SQL)

Firm Activities

  • Trained >300 employees across 6 divisions on the SQL module of Data Analytics focused training program

Experience with analytics softwares

I love to tinker with analytics enablers including but not limited to:

  1. R
  2. Python
  3. Tableau
  4. Excel
  5. SQL
  6. Alteryx