Chandan Singh, FRM, SCR

Experience

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  The Smart Cube

  Jun 2015 - Mar 2018

  Senior Domain Analyst

  - Short term and Long term price forecast for commodities which includes forecasts for base metals, precious metals, petrochemicals, energy and agriculture commodities- Understanding the commodity’s value chain and examining trends and cycles in historical data by identifying factors or variables that can be correlated with the commodity price movement- Developing statistical models and confirming the relationships between variables via multiple tests (such as the Newey West and Chow tests)- In-depth quantitative and qualitative analyses by taking into account multiple factors, such as macroeconomic events, technological developments and financial market speculations- Use of statistical techniques such as regression, time series modelling (using ARIMA and ARCH-GARCH models), co-integration process and error correction modelling, and moving average and exponential smoothing modelling—and extrapolation to forecast prices- Ascertaining accuracy, fine-tuning the models and backtesting the models- Sensitivity Analysis and creating forecasting models to predict macroeconomic variables- Using Technical Analysis on price charts to forecast future prices- Experience in on-line research databases like Bloomberg, Thomson One, Capital IQ, Lexis Nexis, ICIS, Polymer Update including public databases- Experience on doing projects on SAS and R Show less

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  Jardine Lloyd Thompson India (JLT India)

  Mar 2018 - May 2019

  Specialist

  Quantitative Research | Investment Strategy Modeling

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  CRISIL Limited

  Jun 2019 - May 2020

  Senior Analyst

  Quantitative Modeling | Structured Finance

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  Citi

  Jun 2020 - Jun 2022

  Officer

  Model Risk Management | Model Validation

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  Deloitte

  Jun 2022 - now

  Senior Consultant

  Model Risk Management | Model Validation