Senior Data Scientist
2018 - PRESENTAva AG- Led the data science contribution to a novel product for detecting pregnancy anomalies, additionally resulting in a new patent application.
- Developed a sleep stage classification algorithm based on physiological data.
- Performed user data mining for new insights and scientific publications.
Technologies: Amazon Web Services (AWS), TensorFlow, Scikit-learn, PythonCo-founder | CTO
2016 - PRESENTKlapp- Acted as the co-founder and CTO of an edtech startup developing a parent-teacher communication platform.
Technologies: Ionic, AngularJS, JavaScript, CSS, HTML, PythonData Scientist
2016 - 2018Swiss Re- Developed the weather model for a statistical/ML based flight delay insurance pricing engine.
- Built a probabilistic global tsunami risk model.
- Created an ML-based predictive model for insurance premiums and claims.
Technologies: Spark, R, PythonQuantitative Analyst
2013 - 2016MET International AG- Created a web-based commodity trading interface on top of a forward price curve generation algorithm for the straight-through order placement and processing of natural gas deals using Python for the numerical computation, STP, and web back-end and HTML, Bootstrap, and AngularJS for the front-end.
- Developed a Monte Carlo-based method for the optimal pricing and hedging of natural gas storage and implemented it in Python (NumPy, Pandas).
- Researched and developed a spread-based trading strategy on the German power markets and traded it live on the EEX.
- Developed a detailed physical model for a natural-gas-fired power plant and used it to derive optimal hedging and trading strategies.
Technologies: Pandas, NumPy, JavaScript, CSS, HTML, PythonQuantitative Analyst
2010 - 2013swissQuant Group AG- Developed a novel (non-heuristic) method for achieving higher asset diversification within the context of optimal portfolio construction and implemented it using MATLAB (computation) and Java (front-end).
- Wrote a method for optimal hedging of currency exposure using arbitrary linear and non-linear instruments (e.g., options), based on normal or non-normal underlying distribution assumptions, and implemented a prototype using MATLAB and Java.
- Created a method for tracking a non-investable insurance-linked securities index using a set of arbitrary investable products by modeling the index as a jump-diffusion process and minimizing the CVaR of the performance difference.
- Developed a method for hedging the future power generation of a wind farm connected to a liquid power market using liquid instruments.
Technologies: Java, MATLAB
Aljosa Bilic
Statistics Developer in Zürich, Switzerland
Member since August 8, 2016
Aljosa is a data scientist and developer who has more than eight years of experience building statistical/predictive machine learning models, analyzing noisy data sets, and designing and developing decision support tools and services. He joined Toptal because freelancing intrigues him, and the best projects and people are to be found here.
Aljosa is now available for hire
Experience
- Statistics 12 years
- Data Analysis 10 years
- Python 6 years
- Pandas 4 years
- Machine Learning 4 years
- Scikit-learn 4 years
- Data Science 4 years
- Neural Networks 3 years
Availability
Part-time
Preferred Environment
Git, PyCharm, Jupyter, Python, OS X
The most amazing...
...project I've worked on is a statistical/ML based flight delay insurance pricing engine.
Employment
Experience
- Insurance-linked Securities Index Trackerhttp://www.ilsadvisers.com/wp-content/uploads/2012/03/Article-in-Bermuda-Re-Nov-20121.pdf
An article published in Bermuda:Re magazine; it describes the CVaR-based tracker that I developed for ILS Advisers.
Skills
Languages
Python, R, HTML, JavaScript, SQL, Java, Less, C#, CSS, SCSSFrameworks
Flask, Ionic, Bootstrap, AngularJS, SparkLibraries/APIs
Scikit-learn, Pandas, Underscore.js, Keras, Spark ML, Dask, NumPy, TensorFlow, VueTools
MATLAB, Jupyter, Tableau, PyCharm, Git, Sketch, RabbitMQParadigms
DevOps, Data ScienceIndustry Expertise
Banking & FinanceOther
Software Development, Machine Learning, Risk Management, Algorithmic Trading, Trading, Data Analysis, Neural Networks, Optimization, Statistics, Bayesian Statistics, Data Engineering, Data Modeling, Front-end Development, Airbnb, Data Modeling Expert, Mathematics, Applied Mathematics, Operations Research, Probability Theory, Numerical Methods, Options Theory, Pattern RecognitionPlatforms
Oracle, OS X, Amazon Web Services (AWS), AzureStorage
NoSQL, MySQL, Microsoft SQL Server, MongoDB, Amazon S3 (AWS S3)
Education
- Erasmus Certificate in Statistics and Financial Mathematics2009 - 2010ETH Zürich - Zurich, Switzerland
- Master's Degree in Engineering Physics2005 - 2010Lund University, Faculty of Engineering LTH - Lund, Sweden
