Aymen Jaffry
Verified Expert in Engineering
Machine Learning Developer
Aymen has worked for 6+ years as a data scientist, machine learning engineer, and consultant. He has worked in many industries, including finance, advertising, and online marketplaces. He greatly enjoys using machine learning and statistics to build state-of-the-art and efficient solutions. He holds an M.S. in computational engineering from Harvard University and a master's degree in applied/theoretical mathematics from Ecole Centrale Paris.
Portfolio
Experience
Availability
Preferred Environment
Git, Atom, Jupyter, Python, OS X
The most amazing...
...thing I've built is a system using machine learning and statistics to predict 911 calls at the street level in the Boston area.
Work Experience
Machine Learning Consultant
Yieldmo
- Developed an innovative classification algorithm, using online learning, to predict the advertisers’ conversion rates and automate bidding strategies.
Data Scientist, Ad Serving Team
Yieldmo
- Worked on display advertising, applying machine learning and reinforcement learning techniques to the problem of predicting click-through-rate.
- Implemented a dynamic A/B testing platform that allowed thousands of A/B tests to run in parallel.
- Used Bayesian Statistics and Thompson Sampling to redesign second-price auction rules and A/B testing decisioning.
Machine Learning Consultant
Catalant Technologies
- Built the first version of the matching engine from scratch using graph theory. This system recommends newly posted projects to MBA students on the platform and vice-versa.
- Ran market analysis to identify lags between offer (projects) and demand (MBA students' expertises).
Consultant in the Statistical Learning Team
1000Mercis
- Developed a system in R recommending the best marketing means to reach each new customer on the website.
- Conducted analysis to build customer groups using unsupervised and supervised learning techniques.
Assistant Trader and Structurer
UBS Investment Bank
- Built a prototype tool that dynamically rebuilt a collateral portfolio using the risk of default analysis.
- Assisted the secured funding team in creating new products by running forecast tests and coming up with.
- Completed ROI and value propositions.
- Priced primary/secondary quotes and hedged currency strategies.
Assistant Researcher
Cornell University, CFEM
- Implemented a multi-agent system based on Ask/Bid and PnL data analysis simulating a stable financial market.
- Worked under the supervision of Dr. Sasha Stoikov, Head of Research at CFEM.
Skills
Languages
SQL, Python, Java, R, Visual Basic for Applications (VBA), C++, J
Libraries/APIs
Scikit-learn, Pandas, Matplotlib, Spark ML, TensorFlow, Keras, REST APIs
Tools
Jupyter, IPython, Git, Apache Airflow, Atom
Paradigms
Data Science, Object-oriented Programming (OOP)
Platforms
Eclipse, MacOS, Linux, Docker, OS X
Industry Expertise
E-learning
Storage
MySQL, Amazon S3 (AWS S3)
Other
A/B Testing, Mathematics, Analytics, Big Data, Bayesian Statistics, Advertising, Machine Learning, Vowpal Wabbit, Google BigQuery, Unsupervised Learning, Deep Learning, Natural Language Processing (NLP), Reinforcement Learning, Finance, GPT, Generative Pre-trained Transformers (GPT), Models, Recommendation Systems, Graph Theory, Principal Component Analysis (PCA), Clustering, Time Series Analysis
Frameworks
Apache Spark
Education
Master of Science Degree in Computational Science and Engineering
Harvard University - Massachusetts
Master's Degree in Applied and Theoretical Mathematics
Ecole Centrale Paris - Paris, France
Bachelor of Science Degree in Mathematics, Physics
Marcelin Berthelot Preparatory Classes - Paris, France