Aljosa Bilic
Verified Expert in Engineering
Statistics Developer
Zürich, Switzerland
Toptal member since August 8, 2016
Aljosa is a senior data scientist and engineer with extensive advanced analytics and predictive modeling experience. He leverages data-driven solutions to tackle complex challenges across numerous industries. Aljosa is a co-founder and former CTO of a successful edtech startup (exit by acquisition).
Portfolio
Experience
- Statistics - 12 years
- Data Analysis - 10 years
- Python - 6 years
- Data Science - 4 years
- Pandas - 4 years
- Scikit-learn - 4 years
- Machine Learning - 4 years
- Neural Networks - 3 years
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
InvestCloud
- Spearheaded the development of a transformer-based text summarization and classification component for an investment research analyzer and security-level investment recommendation engine, significantly improving performance and value for clients.
- Led the establishment of the data science SW architecture and CI/CD pipelines, improving deployment efficiency and operational scalability across the enterprise.
- Contributed to the further development of the InvestCloud Portfolio Optimizer, applying advanced operations research and convex optimization methodologies to improve investment portfolio performance.
Co-founder | CTO
Klapp
- Co-founded Klapp, single-handedly developing the initial MVP and driving the platform's adoption in 750+ schools and by 150,000+ parents in Switzerland.
- Managed the technical architecture, back-end development, and coordination of near-shore front-end developers, establishing a robust and scalable solution.
- Played a pivotal role in the startup's successful acquisition in 2022.
Senior Data Scientist
Ava
- Led the data science contribution to a novel product for detecting pregnancy anomalies, 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.
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
https://www.bermudareinsurancemagazine.com/ils/unlocking-the-full-potential-of-ilsPatent
https://patents.google.com/patent/US20220192585A1/frEducation
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
Skills
Libraries/APIs
Scikit-learn, Pandas, Underscore.js, Keras, Spark ML, Dask, NumPy, TensorFlow, Vue, PySpark
Tools
MATLAB, Jupyter, Tableau, PyCharm, Git, Sketch, RabbitMQ
Languages
Python, R, HTML, JavaScript, SQL, Java, Less, C#, CSS, SCSS
Frameworks
Flask, Ionic, Bootstrap, AngularJS, Spark
Paradigms
DevOps, Distributed Computing
Industry Expertise
Banking & Finance
Platforms
Oracle, OS X, Amazon Web Services (AWS), Azure
Storage
NoSQL, MySQL, Microsoft SQL Server, MongoDB, Amazon S3 (AWS S3)
Other
Software Development, Machine Learning, Risk Management, Algorithmic Trading, Trading, Data Analysis, Data Science, Neural Networks, Optimization, Statistics, Bayesian Statistics, Data Engineering, Data Modeling, Front-end Development, Airbnb, Mathematics, Applied Mathematics, Operations Research, Probability Theory, Numerical Methods, Options Theory, Pattern Recognition, Recommendation Systems, Natural Language Processing (NLP)
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