Rahul Banerjee

01.03.11 Enzianstr. 1, 85748 Garching b. München (Germany)

01627553136 rbanerjee28@gmail.com

Subject : Application for Working Student – Data Science, ABA (AZSE-6727501-2)

Hello!

I am a master’s student at the Technical University of Munich, enrolled in the computational science and
engineering program and I specialize in numerical methods, mathematical modelling and machine
learning. It is a hobby of mine to dabble in mathmatical modelling of various systems and apply numerical
methods to attempt their solution and during my master’s I have also been introduced to machine learning
and stastistical modelling and their application to various scenarios. In fact, at my present stint at
Volkswagen, I am working on reinforcement learning problems for autonomous control and I have
previously used deep learning for medical image segmentation at Inveox GmbH.

Due to the nature of my studies at TUM, I am always looking out for positions where I can put to use the
mathematical techniques that I have been exposed to, which basically boils down to – solving
mathematical modelling problems using programming tools. Data Science has always fascinated me
because of the inherent stochasticity and almost infinite feature space and at the same time, the fact that
one can still make excellent predictions with sophisticated enough mathematical models. Since I frequently
use statistical and probabilistic tools in academics as well as in professinal settings, I am quite confident
that I can quickly adapt to the demands of a data sciencel role because of my systematic and independent
approach towards quantitative topics.

From a technical standpoint, I am well versed in the theory of mathematical modelling, numerics of partial
differential equations, probability theory, statistics and machine learning. Additionally, I have a good
command on programming languages such as Python, C/C++ and Matlab, having used them extensively. I
am also fairly fluent in R and Julia but the fact that none of my work has ever been in these languages has
made me a bit rusty. However, I have no doubt that with a little practice, I can regain fluency in a matter of
days. What I think my biggest strength is, is the fact that I am always able to piece together ideas from
different domains and apply them to the work in hand. I have a keen interest in physics, having worked in
fluid and structural physics for 3 years, and have often used physical models to solve problems in various
domains. I am not an expert on insurance markets, frankly, having never worked there before. However, I
do have a fair amount of knowledge in many of the governing principles involved, such as stochastic
processes, monte carlo simulations, probabilistic inference, Black-Scholes’ equation etc. What I do have in
plenty, however, is the willingness to learn something new (especially if it is math oriented) and I believe
that I can quickly bridge any gaps in my knowledge if I am able to find a suitable mentor. And Allianz
seems like a perfect place to find such a mentor.

The tasks mentioned in the job description match my intended goals from an machine learning/data
science based role to a large extent. As I have already mentioned, I have a solid quantitative and
programming background commensurate with the intended tasks and I am confident that I will be able to
make meaningful contributions to the team in a short span of time.

In conclusion, I thank you for taking the time out to consider my application. Should you wish to wish talk
to me in greater detail, I would be happy to attend an interview. I look forward to your feedback.