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Aljosa Bilic

Aljosa Bilic

Zürich, Switzerland
Member since May 30, 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
  • 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
Zürich, Switzerland
Preferred Environment
OS X, Python, Jupyter, PyCharm, Git
The most amazing...
...project I've worked on is a statistical/ML based flight delay insurance pricing engine.
  • Data Scientist
    2016 - PRESENT
    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.
    Technologies: Python, R, Spark
  • Co-founder | CTO
    2016 - PRESENT
    • Acted as the co-founder and CTO of an edtech startup developing a parent-teacher communication platform.
    Technologies: Python, HTML, CSS, JavaScript, AngularJS, Ionic Framework
  • Quantitative Analyst
    2013 - 2016
    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.
    Technologies: Python, HTML, CSS, JavaScript, NumPy, Pandas
  • Quantitative Analyst
    2010 - 2013
    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.
    Technologies: MATLAB, Java
  • Languages
    Python, JavaScript, SQL, R, HTML, SCSS, CSS, C#, Less, Java
  • Frameworks
    Machine Learning, Flask, AngularJS, Bootstrap, Ionic, Spark
  • Libraries/APIs
    Pandas, Scikit-learn, Keras, Spark ML, Dask, Underscore.js, Vue.js
  • Tools
    Jupyter, MATLAB, Tableau, Sketch, RabbitMQ
  • Paradigms
    Data Science
  • Other
    Optimization, Banking & Finance, Data Analysis, Neural Networks, Risk Management, Bayesian statistics, Statistics, Trading, Algorithmic Trading, Mathematics, Applied Mathematics, Operations Research, Probability theory, Numerical Methods, Options Theory, Pattern recognition
  • Platforms
    Oracle, Azure
  • Storage
    AWS S3, NoSQL, MySQL, Microsoft SQL Server, MongoDB
  • Erasmus certificate in Statistics and Financial Mathematics
    2009 - 2010
    ETH Zürich - Zurich, Switzerland
  • Master's degree in Engineering Physics
    2005 - 2010
    Lund University, Faculty of Engineering LTH - Lund, Sweden
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