I am a Lead Researcher at one of Capital One Data Science Research team. My research focuses on leveraging machine learning techniques to extract signals from data. We work with large tabular datasets to predict risk behavior for financial use-cases. Our use-cases go from feature noise cleaning, feature selection in high dimensional regimes, Embedding and clustering very large datasets, explainability, fairness, and bias methods for both supervised and unsupervised models, and finally supervised learning model development.

I’m also a PhD student at the University of Cape Town 🇿🇦 (https://science.uct.ac.za/department-statistics) under the supervision of Prof. Tim Gebbie where my PhD projects focus on theoretical factor models and correlation matrices, Statistical Analyses of emergence and extreme events in complex systems using unsupervised ML methods (i.e. Dimensionality Reduction, Matrix Decomposition, Data Clustering) with application to synthetic, economic, financial, and industrial data.