Chetan works across industries to implement strategic, yet pragmatic analytics to reduce risks and capture value for clients.
Background
Chetan is passionate about applying analytics to solve clients’ complex business problems efficiently. Since joining McKinsey seven years ago, he has worked on developing and applying statistical and machine learning models to address strategy and risk issues at oil and gas companies, financial institutions, regulatory organizations, pharmaceutical companies, and basic materials producers.
Recently, Chetan’s work has focused on strategic financial risks, including commodity price exposure management over the short-to medium-term, and longer-term portfolio risk management. He has worked extensively on conduct risk at financial institutions. This is a complex area, covering a variety of improper employee behaviors identified using natural language processing and machine learning methods. Chetan has also supported banks in addressing corporate credit risk models.
Alongside his client work, Chetan leads learning programs for Risk Dynamics colleagues. He has crafted analytics-focused programs to ensure they have cutting edge skills.
Prior to joining McKinsey, Chetan was an assistant vice president at JP Morgan Chase, focusing on retail banking and wealth management analytics. He has a master’s degree in statistics from Columbia University.
