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B. Ricky Rambharat

Lead Statistician
Policy Analysis Division

(202) 649-5486
ricky.rambharat@occ.treas.gov

Ricky Rambharat is a lead statistician in the Policy Analysis Division at the Office of the Comptroller of the Currency (OCC).

Prior to joining the OCC in 2007, Dr. Rambharat was a visiting assistant professor in the Department of Statistical Science at Duke University.

Dr. Rambharat’s primary research interests include the use of statistical tools to supplement bank examination work streams. He has studied the use of Monte Carlo methods in computational finance, particularly as concerns American-style option valuation and has applied statistical methodologies to compliance problems (e.g., anti-money laundering surveillance). He is also leading the development of sampling methodologies (both for policy and computational purposes) that are of broader relevance to bank supervisory problems.

Dr, Rambharat earned a Ph.D. in Statistics from Carnegie Mellon University in 2005 and is also an Accredited Professional Statistician™ of the American Statistical Association.

  1. Rambharat, B.R. and A.J. Tschirhart (2015), A statistical diagnosis of customer risk ratings in anti-money laundering surveillance, Statistics and Public Policy, 2(1), 12-24.
  2. Rambharat, B.R. (2013), Statistical intelligence units, CHANCE, 26(1), 16-21.
  3. Rambharat, B.R. (2012), American option valuation with particle filters, in R. Carmona, P. Del Moral, P. Hu, and N. Oudjane (eds), Numerical Methods in Finance, Spring-Verlag, Heidelberg, Series: Proceedings in Mathematics (PROM).
  4. Rambharat, B.R. and A.E. Brockwell (2010), Sequential Monte Carlo pricing of American-style options under stochastic volatility models, The Annals of Applied Statistics, 4(1), 222-265.
  5. Rambharat, B.R., A.E. Brockwell, and D.J. Seppi (2005), A threshold autoregressive model for wholesale electricity prices, Journal of the Royal Statistical Society (Series C, Applied Statistics), 54(3), 1-13.