Sukhbir Dhillon, FRM, SCR

Sukhbir Dhillon, FRM, SCR

Senior Data Analyst

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location of Sukhbir Dhillon, FRM, SCRApex, North Carolina, United States

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  • Timeline

  • About me

    Founder and President at Culmen Consulting

  • Education

    • North Carolina State University

      2008 - 2010
      Masters Financial Mathematics

      Relevant courses - Asset Pricing, Fixed Income Securities, Computational Methods in Finance,Time Series Analysis, Statistics and financial risk, Statistical Inference, Stochastic calculusProjects in MATLAB:• Modeling and pricing of weather derivatives and their implementation as a risk hedging technique• VaR analysis of a portfolio of correlated stocks and their derivatives using Monte- Carlo simulation• Pricing a European put option based on a stock following Heston’s… Show more Relevant courses - Asset Pricing, Fixed Income Securities, Computational Methods in Finance,Time Series Analysis, Statistics and financial risk, Statistical Inference, Stochastic calculusProjects in MATLAB:• Modeling and pricing of weather derivatives and their implementation as a risk hedging technique• VaR analysis of a portfolio of correlated stocks and their derivatives using Monte- Carlo simulation• Pricing a European put option based on a stock following Heston’s stochastic volatility model• Calculation of implied volatility by Black-Scholes formula using Newton’s method• Pricing an American option paying out dividend and locating the optimal exercise boundary• Structuring and pricing of mortgage backed securities in MATLABProject in Crystal ball:• Modeling of a retirement plan with the comparison analysis of sensitivity of retirement assets to age, salary growth and other underlying factors using Crystal ball Show less

    • Kendriya Vidyalaya

      -
    • Thapar Institute of Engineering & Technology

      2002 - 2006
      BE Engineering

      Activities and Societies: • Ranked among top 1% in All India Engineering Entrance Exam of about 200,000 appearing candidates • Captain of Inter-University hockey team in the year 2004-05 • Secretary of folk dance committee for the inter-college festival Relevant courses - Numerical methods in C/C++, Partial differential equations, Optimization techniques

  • Experience

    • AbsolutData Research & Analytics

      Aug 2006 - Jul 2008
      Senior Data Analyst

      • Converted raw market data for a product into Information Sets, performed statistical analysis on the converted data using statistical tools such as SQL, SAS, SPSS and Excel VBA.• Analysis of collected data to provide reports & results in client desired format.• Worked on the Data Models, Design Simulators and final Output Report generation.• Reviewing the objectives of the research and impact of study on the developments, competitor activity and parent performance of the client.• Specialization in preparing Conjoint Design and Analyzing the Conjoint Data using SAS Macros. Show less

    • North Carolina State University

      Jan 2009 - May 2010

      Provided MATLAB assistance to all NC state students including PhDs and Financial Math students. Provided teaching assistance, holding elluminate (online classroom) sessions for helping students with their doubts for graduate level Calculus course

      • Matlab Consultant

        Aug 2009 - May 2010
      • Teaching Assistant

        Jan 2009 - May 2010
    • Tierra Capital

      Jun 2009 - Aug 2009
      Summer Analyst - FX Trading

      • Understanding technical analysis and developing trading strategies involving numerous technical indicators for automated FX trading system • Conceptualized, designed and developed two technical indicators based on standard deviation and ATR in meta-editor (C++)• Developed a back-testing program in MATLAB to test the model with historical EUR-USD data• In depth statistical analysis of past EUR-USD data to come up with profitable entries and exits• Understanding the concept of risk management as applied to FX trading Show less

    • SAS

      Jun 2010 - Apr 2023

      Responsible for providing pre-sales and post-sales solutions advisory to implementation team and partners.Lead product demos and implementations with focus on banking regulations including CECL/IFRS9, as well as insurance regulations including IFRS17/LDTI.Working with business account manager on sales activities ensuring the highest levels of customer satisfaction.Responsible for managing multiple end-to-end implementations related to CECL guidelines. Provided consulting services, including configuration, implementation, and project closeout at customer sites. Show less Conceptualized and co-developed the first Model Risk Management Solution for a major credit card bank in US which turned out to be the leading MRM solution in the market.Did pre-sales demonstrations and estimations to clinch critical deals for MRM. Advised multiple teams across USA on projects implementing various SAS Risk solutions.Conceptualized and developed a SAS Solution to manage qualitative stress testing process for a leading bank.Responsible for implementing GRC solutions at large financial institutions and regulatory authorities in USA and Europe with stringent deadlines.Lead the first internal GRC program at SAS working with SAS Compliance and Audit.Implemented Continuous Monitoring and Due Diligence Solutions for Banks and non-profit organizations.Implemented KYC using SAS Financial Crime Suite to onboard retail and commercial customers for banks. Show less

      • Principal Solutions Advisor (Pre-Sales)

        Mar 2023 - Apr 2023
      • Sr. Solutions Advisor (Pre-Sales)

        Apr 2018 - Mar 2023
      • Sr. Risk Consultant

        Sept 2010 - Mar 2018
      • Summer Intern

        Jun 2010 - Aug 2010
    • Culmen Consulting

      Apr 2023 - now
      Founder and President
  • Licenses & Certifications

    • Sustainability and Climate Risk

      GARP SCR Program
      Nov 2022
      View certificate certificate
    • Microsoft Certified: Azure Fundamentals

      Microsoft
      Sept 2022
      View certificate certificate
    • Certified Financial Risk Manager (FRM)

      Global Association of Risk Professionals (GARP)
      Jul 2012
      View certificate certificate