Soumya Kalra is currently a Senior Quant Risk Specialist in Banking Supervision at the Federal Reserve Bank of San Francisco. Previously, she worked as a quantitative analyst at the New York Federal Reserve Bank and as a researcher focused on private funds and commodities at the Office of Financial Research at the Department of Treasury. She is very passionate about using R in the statistical and data visualization work she performs in her current role. Prior to her move to the Bay area, she was lead organizer of the R-Ladies New York chapter with a mission to promote gender diversity and create a forum to engage with the open source community. She holds a Masters in Mathematical Finance and a Bachelor’s degree in Economics from Rutgers University.