Aljosa Bilic
Verified Expert in Engineering
Statistics Developer
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.
Portfolio
Experience
Availability
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.
Work Experience
Senior Data Scientist
Ava 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.
Co-founder | CTO
Klapp
- Acted as the co-founder and CTO of an edtech startup developing a parent-teacher communication platform.
Data Scientist
Swiss 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.
Quantitative Analyst
MET 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.
Quantitative Analyst
swissQuant 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.
Experience
Insurance-linked Securities Index Tracker
http://www.ilsadvisers.com/wp-content/uploads/2012/03/Article-in-Bermuda-Re-Nov-20121.pdfSkills
Languages
Python, R, HTML, JavaScript, SQL, Java, Less, C#, CSS, SCSS
Frameworks
Flask, Ionic, Bootstrap, AngularJS, Spark
Libraries/APIs
Scikit-learn, Pandas, Underscore.js, Keras, Spark ML, Dask, NumPy, TensorFlow, Vue
Tools
MATLAB, Jupyter, Tableau, PyCharm, Git, Sketch, RabbitMQ
Paradigms
DevOps, Data Science
Industry Expertise
Banking & Finance
Other
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 Recognition
Platforms
Oracle, OS X, Amazon Web Services (AWS), Azure
Storage
NoSQL, MySQL, Microsoft SQL Server, MongoDB, Amazon S3 (AWS S3)
Education
Erasmus Certificate in Statistics and Financial Mathematics
ETH Zürich - Zurich, Switzerland
Master's Degree in Engineering Physics
Lund University, Faculty of Engineering LTH - Lund, Sweden