Harsh currently works with Morgan Stanley in Quant Analytics Group. He started his career as a programmer focussed on developing data driven algos in the areas of speech recognition, image processing and bioinformatics. He then moved to financial risk management and over the last 12 years has worked in various roles through the life cycle of models, most notably as market risk methodology developer. In these roles, he has been continuously enthusiastic to applying machine learning in problems related to behavioural assumptions, data quality, recommender systems, model benchmarking and text analytics. His current role requires him reviewing models from a third line of defence perspective across all model types including Machine Learning models used by the firm and providing direction to shaping AIML governance framework and strategy. He is also a visiting lecturer with universities and training institutions.