Portfolio  ·  Seattle, WA

Deep
Borkar

VP, Credit Model Development Quantitative Analyst

I build credit models that sit at the boundary between rigorous quantitative finance and applied machine learning. With a foundation in computer engineering, an MFE, and experience at Goldman Sachs, I've spent my career translating complex risk problems into production systems. Currently focused on ML-driven credit model development and publishing research on applied ML in finance.

Quantitative Finance
AI
ML Models
Credit Risk
CFA L1
Goldman Sachs Alumni
Financial Engineering