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Anand M.

Event Organizer


Plano, TX

Member since:

October 30, 2011

What is your interest with R?

I build, validate and implement Value at Risk models using R and Matlab. I am interested in creating graphic interface with R in order to generate an automated model performance monitoring and back testing VaR model for equities and securities


I am senior quantitative risk specialist responsible for building and validating Value at Risk model for DTTC

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