
Sukhbir Dhillon, FRM, SCR
Senior Data Analyst

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About me
Founder and President at Culmen Consulting
Education

North Carolina State University
2008 - 2010Masters Financial MathematicsRelevant 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
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Thapar Institute of Engineering & Technology
2002 - 2006BE EngineeringActivities 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 2008Senior 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 2010Provided 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 2010Teaching Assistant
Jan 2009 - May 2010

Tierra Capital
Jun 2009 - Aug 2009Summer 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 2023Responsible 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 2023Sr. Solutions Advisor (Pre-Sales)
Apr 2018 - Mar 2023Sr. Risk Consultant
Sept 2010 - Mar 2018Summer Intern
Jun 2010 - Aug 2010

Culmen Consulting
Apr 2023 - nowFounder and President
Licenses & Certifications
- View certificate

Sustainability and Climate Risk
GARP SCR ProgramNov 2022 - View certificate

Microsoft Certified: Azure Fundamentals
MicrosoftSept 2022 - View certificate
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Certified Financial Risk Manager (FRM)
Global Association of Risk Professionals (GARP)Jul 2012
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