Tharanga Wickramarachchi is a quantitative model analyst (Assistant Vice President) at U.S. Bank. While his current role mainly focused on validating Pre-Provision Net Revenue (PPNR) models that are used to measure net revenue forecast from asset-liability spreads and non-trading fees of banks under the Federal Reserve's Comprehensive Capital Analysis and Review (CCAR), he started his career in the industry as a PPNR model developer. Tharanga has experience in academia and industry, as he was an assistant professor for four years before joining U.S. Bank.
- Ph.D. in Mathematical Sciences with Statistics emphasis (2012 - Clemson University)
- Master of Science: Mathematical Sciences with Statistics emphasis (2008 – Clemson University)
- Master of Science: Applied Economics (2017 – Georgia Southern University)
- Assistant Vice President, Quantitative Analyst – U.S. Bank (2018-present)
- Assistant Professor – Georgia Southern University (2013-2018)
Areas of Interest:
- Time Series analysis
- Change-point analysis
- Limit Theory
- Wickramarachchi, T. D., Gallagher, C., & Lund, R. (2015). Arc length asymptotics for multivariate time series. Applied Stochastic Models in Business and Industry, 31(2), 264-281.
- Wickramarachchi, T., & Tunno, F. (2015). Using arc length to cluster financial time series according to risk. Communications in Statistics: Case Studies, Data Analysis and Applications, 1(4), 217-225.