Saurabh Kumar, Cfa
About Saurabh Kumar, Cfa
Saurabh Kumar, CFA, is a Modeling Engineering Manager at Two Sigma, with a strong background in quantitative analytics and machine learning. He previously held positions at Microsoft, Amazon, and AIG, and has advanced degrees in Finance, Marketing, and Computer Science.
Work at Two Sigma
Saurabh Kumar currently serves as a Modeling Engineering Manager at Two Sigma, a position he has held since 2022. His role involves overseeing modeling processes and engineering practices within the organization. Located in the New York City Metropolitan Area, he contributes to the firm's data-driven strategies and solutions.
Previous Experience at Microsoft Cloud & AI
Prior to his current role, Saurabh Kumar worked at Microsoft Cloud & AI as a Lead Scientist from 2019 to 2022. During his three years in the Greater Seattle Area, he focused on leveraging advanced analytics and modeling techniques to enhance cloud services and AI capabilities.
Experience at Amazon
Saurabh Kumar held the position of Research Scientist / Manager at Amazon from 2016 to 2019. In this role, he contributed to research initiatives and managed projects that utilized data analytics and machine learning to improve operational efficiencies and customer experiences.
Background in Quantitative Analytics at AIG
From 2012 to 2016, Saurabh Kumar worked at AIG as the Director of Quantitative Analytics. His responsibilities included leading analytics teams and developing quantitative models to inform risk assessment and financial decision-making processes.
Education and Expertise
Saurabh Kumar holds an MBA in Finance and Marketing from Babson F.W. Olin Graduate School of Business. He also earned a B.Tech in Computer Science and Engineering from the Indian Institute of Technology, Kanpur. His expertise includes distributed GPU computation, Spark, predictive analytics, and natural language processing, utilizing tools such as AWS Sagemaker and Azure AML.