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Ricky RambharatLead Statistician Ricky Rambharat is a Lead Statistician in the Compliance Risk Analysis Division (CRAD) within Economics at the Office of the Comptroller of the Currency (OCC). Dr. Rambharat received his PhD in Statistics (2005) from Carnegie Mellon University where he studied the use of Monte Carlo and sequential Monte Carlo (particle filtering) techniques to address problems in computational finance. He has published research about the use of advanced simulation methods applied to the valuation of exotic derivatives with an emphasis on earlyexercise (Americanstyle) options. In addition to his current research stream in computational finance, Dr. Rambharat also studies how to apply statistical methods in antimoney laundering (AML) surveillance. He also contributes significantly to the development of statistical sampling methodologies of relevance to the OCC.

