
Amey Joshi
Verified Expert in Engineering
Data Science Developer
London, United Kingdom
Toptal member since October 13, 2020
Amey enjoys applying mathematical methods to business problems such as pricing contracts, scheduling operations, and optimizing investment decisions. He likes to develop algorithms and build products. With over two decades of coding experience, Amey takes pride in writing code that stands out for its craftsmanship.
Portfolio
Experience
- SQL - 15 years
- Data Science - 15 years
- Machine Learning - 10 years
- Linear Optimization - 10 years
- Python - 10 years
- Python 3 - 5 years
- OR-Tools - 3 years
- Graph Algorithms - 3 years
Availability
Preferred Environment
Applied Mathematics, Quantitative Finance, Statistics, Artificial Intelligence (AI), Algorithms, Data Science, Machine Learning, Python 3
The most amazing...
...problem I've solved was identifying a group of professionals who change employers in tandem using graph-theoretic techniques.
Work Experience
Data Engineering and Business Intelligence Lead
Perkbox
- Built a data lake on Databricks from scratch by creating pipelines from primary sources like MySQL, DynamoDB, Salesforce, AskNicely, Zuora, MixPanel, LinkedIn, Microsoft Bing, Google Ads, and Facebook.
- Created a very large number of dashboards on Databricks SQL to monitor business metrics.
- Created a statistical model to predict the customer churn in terms of the number of customers and TCV.
Senior Algorithm Developer
Soobr AG
- Corrected the mathematical form of several objective functions based on business requirements.
- Proposed and implemented a graph-theory-based algorithm to build clusters of cleaning areas.
- Modified the codebase to enable easy debugging of objective functions and solutions.
Director
Fidelity Investments
- Developed an algorithm to identify a proxy instrument that lacks adequate data using Fourier analysis. The algorithm used Python and SQL.
- Implemented an algorithm to predict the business cycle phase using macroeconomic parameters like the unemployment rate, interest rates, and inflation. It followed the aggregate demand and aggregate supply (AD-AS) model.
- Implemented the Black-Littermann model to blend the practitioners' views about the market into commercially and publicly available data. The implementation was in R with a Shiny front end.
- Built a model to predict opportunities for inter-fund transactions and recommended the best match of mutual funds to meet their shared requirements.
- Mentored a project that focused on advising traders on money market funds based on their past choices. The project was successfully implemented and adopted by traders.
- Built customized benchmarks to track the performance of mutual fund portfolios. A large number of funds do not follow a publicly available index, and to compare the fund's performance with its stated objectives, we needed a new benchmark index.
- Mentored a project that produced a prototype of the trader notes. They are qualitative analyses of stocks usually prepared by research analysts. This project used natural language processing to generate them automatically.
- Built a model to gauge an investor's risk profile from facial characteristics and compare it with the profile inferred from the standard questionnaire and the investor's self-assessment. The two models have comparable performance.
- Developed and maintained an order management software for Fidelity's internal trading. It was written in Scala and Java and used Kafka as a messaging service.
- Developed a tool to copy a large number of documents from an internal website that was about to be retired. The tool scraped the websites for the documents' URLs and saved the web pages and files attached to them on a shared drive.
Assistant General Manager
Tata Consultancy Services, Ltd.
- Developed a Salesforce optimization tool using CPLEX for a pharmaceutical analytics client. The tool advised clients on optimal spending on different promotional channels.
- Built several pricing models to safeguard the company's operating margin targets and satisfy the master service agreement's obligations with its clients.
- Developed a suite of tools that automatically produced a PowerPoint presentation by reading data from Excel workbooks, saving 40 working hours per week of tedious work, leaving time to enhance the presentation with more in-depth analysis.
- Positioned a process to check a certain number of deliverables every day before they are shipped to ensure that the quality levels are not breached. It was derived using rigorous statistical techniques of the distribution of errors.
- Conducted a statistical review of the exchange rates and inflation in India and Uruguay using time series analysis to identify risks in a master service agreement with a large client. The analysis led to dropping clauses with severe consequences.
- Developed market segmentation models for a pharmaceutical client to identify the effectiveness of marketing channels. The output of this model was one of the inputs to the Salesforce optimization model.
- Created an optimization-based tool to allocate requests to the agents working in a business process. It ensured a correct triaging of requests and their timely completion across work-shifts.
- Led a team of more than 450 professionals for five years taking responsibility for service delivery, financial performance, talent management, and compliance.
Lead Software Engineer
Fidelity Investments
- Implemented an algorithm that recommended the optimal cash spread across money market instruments to maximize yield subject to the company's internal constraints.
- Migrated fixed income quantitative models from Sybase to Oracle. The models were critical to business operations and were used to compute the net asset value (NAV) of funds daily.
- Built a suite of tools to create and manage ClearCase views, automate the build process, and keep the team informed of every change merging into the main branch.
Lead System Integrator
GE Healthcare
- Built a prototype taking voice commands from the operator to select MRI protocols.
- Served as the systems integrator for two big product launches. The role included getting software components from the other GE groups on time, ensuring quality, and integrating them into our software repository.
- Contributed to enhancing and maintaining the host part of GE's magnetic resonance imaging systems. The host system interacted with all aspects of the scanner, from the user interface to the PACS.
Experience
Cliques in Professional Networks
I used investment professionals' employment data to construct a time series of graphs and use them to discover cliques and professionals who always end up being in the same organization.
Rare Events Study
We used spectral analysis to identify the signature of rare events and correlated them with a news item announcing a significant event related to the company. It was impossible to accurately measure the time lag between the signal and the item's appearance. However, we confirmed that the signal was detected before the news appeared in the public domain.
Matching People in a Speed-dating Program
Performance Analysis of Recurrent Neural Networks
I conducted a mathematical analysis of the RNNs using the framework of differential equations and showed that adding an attention layer to gated recurrent units does not alter their stability. The study was supplemented with Python code, demonstrating the same conclusion.
Average Speed Analysis for a Call Center
Scheduling Classes for a School
FDTD Solution of Maxwell Equations
Dashboard to Track Alternatives Investments
Education
Doctoral Degree in Physics
Bangalore University - Bangalore, India
Master's Degree in Computer Science
Indian Statistical Institute - Kolkata, India
Certifications
Lightbend Scala Language - Professional
Lightbend, Inc.
Certified Six Sigma Green Belt
General Electric
Skills
Libraries/APIs
NumPy, SciPy, Pandas, Matplotlib, REST APIs, Scikit-learn
Tools
CPLEX, IBM SPSS, Oracle SQL Data Modeler, Tableau, Spotfire, Seaborn
Languages
R, C++, Java 8, Python, Python 3, SQL, Scala, Bash, Java, JavaScript, Excel VBA, SPARQL
Paradigms
REST, Six Sigma, Constraint Programming
Platforms
Linux, Jupyter Notebook, Apache Kafka
Storage
PostgreSQL, Databases, Database Modeling
Frameworks
Boost, Spring, Spring Boot, RStudio Shiny, Spark
Industry Expertise
Lean Six Sigma, Healthcare
Other
Applied Mathematics, Machine Learning, Statistical Learning, Classification Algorithms, Data Science, Quantitative Modeling, Linear Optimization, Physics, Differential Equations, Fluid Dynamics, Computer Science, Regression, Pricing Models, Statistical Quality Control (SQC), Social Network Analysis, Mathematics, Partial Differential Equations, Image Processing, Neural Networks, Digital Signal Processing, Quantitative Finance, Workflow Optimization, Stochastic Differential Equations, Medical Imaging, DICOM, Data, Data Analysis, Data Analytics, Statistics, Natural Language Processing (NLP), Algorithms, Artificial Intelligence (AI), Graphs, Artificial Neural Networks (ANN), Time Series Analysis, Optimization, Computational Physics, Finite Element Method (FEM), Physics Simulations, Data Visualization, Financial Modeling, Data Modeling, Excel Reporting, OR-Tools, Graph Algorithms, Generative Pre-trained Transformers (GPT)
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