Gaurav Kapoor

Gaurav Kapoor

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Victoria, Australia

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Résumé


Jobs verified_user 0% verified
  • Globe Telecom
    Data Modeler and Consultant public Remote experience
    Globe Telecom
    Dec 2024 - Current (1 year 8 months)
    • Deployed a LightGBM model to identify customer behaviour and classify them as competitor SIM users. This allows the business to target potential at-risk customers. • Collaborated with cross-functional teams, leveraging GitLab workflows and Snowflake pipelines. • Provided data-driven insights that supported product design and engagement strategies. • Key tools: AWS Sagemaker, Snowflake, GitLab
  • Jetstar Airways
    Senior Data Scientist
    Jetstar Airways
    Jun 2023 - Current (3 years 2 months)
    • Migrated fare pricing system for entire Jetstar network from manual to data-driven automation backed by machine learning, leading to a revenue benefit upwards of $25M AUD. • Partnered with revenue managers and analysts to align forecasts with business needs, reducing manual overrides. • Designed and optimized machine learning models for seasonal passenger demand forecasting. • Utilized Microsoft Excel extensively for reporting and sharing insights with stakeholders, enhancing communication and data presentation. • Key tools: Python, AWS Sagemaker, PostgreSQL, GitHub.
  • G
    Quantitative Researcher
    Genesis Energy
    Sep 2018 - Nov 2022 (4 years 3 months)
    • Developed regime-switching model frameworks for electricity price forecasting, used for derivatives pricing in the OTC energy market. • Contributed to market-making strategies and optimized electricity trading models. • Published three peer-reviewed research articles and a Ph.D. thesis on quantitative modelling in energy markets. • Key tools: MATLAB, R, SQL, Bloomberg Terminal
  • Auckland University of Technology
    Teaching Assistant
    Auckland University of Technology
    Feb 2017 - Nov 2022 (5 years 10 months)
    • Independently taught undergraduate courses, including Calculus, Linear Algebra, Probability, Statistics, and Forecasting with R/MATLAB. • Supported student learning and improved comprehension through tailored academic support.
Education verified_user 0% verified
  • Auckland University of Technology
    Ph.D.
    Auckland University of Technology
    Sep 2018 - Nov 2023 (5 years 3 months)
  • M
    Master of Science
    Feb 2017 - Jul 2018 (1 year 6 months)
  • Auckland University of Technology
    Bachelor of Science
    Auckland University of Technology
    Feb 2015 - Nov 2016 (1 year 10 months)
Projects (professional or personal) verified_user 0% verified
  • D
    Dynamic Time Series Visualization
    Feb 2023 - Mar 2023 (2 months)
    • Developed a real-time interactive time series visualization tool. • Implemented JavaScript-based dynamic charting for stochastic process simulations.
  • C
    Company Financial Dashboard
    Jan 2023 - Feb 2023 (2 months)
    • Designed an interactive stock price dashboard with S&P 500 financial data visualization. • Utilized React, Flask, and Yahoo Finance API to fetch and display company financials.
  • R
    Ready Trader Go Competition (Top 8 Finalist)
    Mar 2022 - Apr 2022 (2 months)
    • Designed an algorithmic trading bot, competing in a market-making simulation against 300 teams. • Optimized trade execution speed and pricing strategy, securing a top 8 finalist position.
Publications verified_user 0% verified
  • F
    Forecasting Half-Hourly Electricity Prices using a Mixed-Frequency Structural VAR Framework.
    Jan 2025
  • A
    Analytic Methods for Electricity Price Forecasting: Application to New Zealand Electricity Market.
    Jan 2024
  • E
    Electricity Price Forecasting in New Zealand: A Comparative Analysis of Statistical and Machine Learning Models with Fea
    Jan 2023
  • A
    Analyzing and Forecasting Electricity Price using Regime-Switching Models: The Case of New Zealand Market.
    Jan 2023
  • P
    Pricing Leveraged ETFs Options under Heston Dynamics.
    Jan 2018