Vathy Kamulete
Director, ML Model Risk - Enterprise Model Risk Management at RBC Capital Markets
Old Toronto, Ontario, Canada
Summary
👤
Senior🎓
Top SchoolVathy Kamulete is a Director of ML Model Risk with 11 years' experience applying full-stack data science and rigorous validation to financial models at RBC Capital Markets. She specializes in tree-based ensembles, Bayesian and resampling methods, and builds/validates models from gradient boosting and random forests to deep nets and Gaussian processes to measure business value and mitigate unintended consequences. Her background spans hands-on quant roles—forecasting mortgage prepayment with GAM-Tweedie, automating large transaction flows in Murex, and estimating yield curves—bringing domain depth in securitization and ALM. Comfortable translating complex model risk to stakeholders, she combines academic training (MSc Economics, U of T) with production-grade ML governance and an ORCID-tracked research profile.
11 years of coding experience
2 years of employment as a software developer
Masters, Economics, Masters, Economics at University of TorontoBachelor's Degree, Business/Managerial Economics, Bachelor's Degree, Business/Managerial Economics at York University - Glendon College
English, French
Stackoverflow
1,027reputation
67kreached
5answers
9questions
Github Skills (35)
shift10
statistical-tests10
r-package9
missing-data9
statistical-inference9
tidyverse9
model-validation9
r-language9
tidymodels9
modeling8
bayesian8
dplyr8
tidy8
r8
data-validation7
Programming languages (4)
Github contributions (5)
vathymut/dsos
Jan 2022 - Jan 2023
Dataset shift with outlier scores
Contributions:3 releases, 44 commits, 20 PRs in 1 year
performance-monitoringshiftdata-sciencestatistical-testsoutlier-scores
vathymut/-vathymut.github.io-
Jan 2022 - Jan 2023
The Blog
Contributions:7 PRs, 8 pushes, 9 branches in 11 months
jekyll
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