Mayur is head of the Data Analytics Group in the Global Compliance Division. He joined Goldman Sachs as a managing director in 2014.
Prior to joining the firm, Mayur worked at Google, where he designed search algorithms for more than seven years. Previously, he was an assistant professor of computer science at the University of Missouri.
Mayur earned a PhD in Computer Science from the University of Rochester in 2004 and a BTech in Computer Science and Engineering from the Indian Institute of Technology, Delhi, in 1999.
Surveillance platforms for bank compliance
Bank compliance uses models to look for outlier events such as insider trading, spoofing, front running, etc. With the exponential increase in the size of the data and a growing need to use such models, a key question is: How do we scale these models so they run efficiently and at the same time detect outlier events with good precision and recall?
In this talk, we will describe our experience building, from scratch, a Hadoop-based platform for surveillance.