R Developer in Bogotá - Bogota, Colombia
Lead Data Scientist2016 - PRESENTCrunchFlow (via Toptal)
Technologies: Python, Azure, Machine Learning
- Created human resource analytics models.
- Forecasted employee churn.
- Forecasting candidates' KPIs using machine learning.
- Optimized resource allocation.
- Created a different kind of API to allow usage of machine learning modules.
Lead Data Scientist2015 - PRESENTEasy Solutions, Inc.
Technologies: Python, R, Sklearn, Big Data, NoSQL
- Managed the data science team.
- Developed machine learning models for information security.
Professor of the Master in Analytics2016 - 2016Universidad de los Andes
Technologies: Machine Learning, Statistics, Data Science, Natural Language Processing
- Oversaw courses in natural language processing, big data, and machine learning.
PhD Researcher2012 - 2015University of Luxembourg
Technologies: Python, R, Sklearn, Spark, SQL
- Developed example-dependent cost-sensitive classification techniques.
- Created a machine learning technique tailor-made for credit card fraud detection.
- Applied cost-sensitive predictive modeling to a variety of real-world applications such as credit card fraud detection, credit scoring, churn modeling, and direct marketing.
Fraud Data Scientist2012 - 2015SIX Financial Services
Technologies: Python, Sklearn, R, SQL, Oracle
- Developed intelligent reporting to support the card management team.
- Implemented advanced cost-sensitive classification credit card fraud detection models.
Data Scientist2010 - 2012Scotia Bank/Colpatria Bank
Technologies: SAS, R, VBA, MATLAB, PHP, SQL
- Implemented genetic algorithm and particle swarm optimization models in SAS for selecting the best architecture of a multi-layer perceptron neural network, and for selecting the variables that maximize the KS statistic in a logistic regression model.
- Created different cluster analyses for the risk and marketing areas, for clients segmentation and model segmentation, among others.
Statistical Models Analyst2008 - 2010GE Money/Colpatria Bank
Technologies: SAS, SPSS, R, SQL, VBA, PHP, MATLAB
- Developed acquisition and behavior scorecards for calculating clients' probability of default, using logistic regression, CHAID decision trees for variables binning, binary genetic algorithm optimization for variable selection, and multi-layer perceptron neural networks.
- Created a constraint optimization algorithm for assigning collection treatments to bank clients, using the probability of a client of falling in next bucket as an input, the expected response per client per treatment, total balance, and treatments costs.
Six Sigma Intern2006 - 2008The Dow Chemical Company
Technologies: Oracle, VBA, SAS
- Developed reports for the commercial and marketing areas.
- Created GARCH and ARIMAX models for forecasting raw materials prices.
- Responsible for a Six Sigma project for time cycle reduction on international orders. The result was the building of a new warehouse on a Colombian free trade zone.
- Developed several marketing research projects for plastics, construction, and chemical departments.
- CostCla Python Library (Development)https://github.com/albahnsen/CostSensitiveClassification
CostCla is a Python module for cost-sensitive machine learning (classification) built on top of Scikit-Learn and SciPy and distributed under the 3-Clause BSD license.
In particular, it provides a set of example-dependent cost-sensitive algorithms and different real-world example-dependent cost-sensitive datasets.
- Contributor Sklearn (Other amazing things)http://scikit-learn.org/
Contributor to the scikit-learn project.
LanguagesSAS, Python, SQL, R, Visual Basic for Applications (VBA), C++, C
Libraries/APIsScikit-learn, NumPy, SciPy, Flask-RESTful, Node.js
ToolsIPython Notebook, Microsoft Excel, MATLAB
ParadigmsData Science, REST
OtherData Structures, Algorithms, Big Data, Applied Mathematics, Machine Learning, Natural Language Processing (NLP), Deep Learning, Statistics, Data Mining, Optimization Algorithms
FrameworksFlask, Hadoop, Apache Spark, Django
PlatformsAmazon Web Services (AWS), Oracle, Ubuntu, Azure, Linux Mint
StorageMongoDB, PostgreSQL, NoSQL, MySQL
- Ph.D. degree in Machine Learning2012 - 2015Luxembourg University - Luxembourg
- Master's degree in Operations Research, Finance, and Statistics2008 - 2010Universidad de los Andes - Bogota, Colombia
- Bachelor degree in Industrial Engineering2002 - 2008Universidad de los Andes - Bogota, Colombia