Vice President, Quantitative Research
2020 - 2022JPMorgan Chase- Developed statistical models for the fixed-income trading desks to predict market moves, trading and client volume, and more. These models incorporated both traditional statistical models and machine learning models.
- Analyzed high-frequency market data using KDB, Q, and Python.
- Created data visualizations using Tableau and Python plotting libraries such as Seaborn and Plotly.
- Prepared technical documentation in LaTeX and Confluence.
Technologies: Python, Statistical Modeling, Mathematics, Probability Theory, Data Visualization, Tableau, SQL, Data Science, Artificial Intelligence (AI), Data Engineering, Predictive Analytics, Data Analytics, Data Analysis, Predictive Modeling, Amazon Web Services (AWS), Real-time Data, Computer Vision, Cloud, Neural Networks, Machine Vision, Image Processing, MongoDB, Data Modeling, Data Reporting, Data Mining, Time Series Analysis, Time SeriesQuantitative Analyst
2018 - 2020Barclays Corporate and Investment Bank- Developed a statistical model to predict the bank's funding costs in several stress scenarios.
- Created technical documents in LaTeX to provide a detailed description of the model implementation and model development research.
- Oversaw the production release process, liaising with many coders and ensuring the production codebase's continuous quality and functionality.
Technologies: Python, Git, Statistics, Machine Learning, Technical Writing, LaTeX, Jira, R, Data Science, Artificial Intelligence (AI), Predictive Analytics, Data Analytics, Data Visualization, Data Analysis, Predictive Modeling, Neural Networks, MongoDB, Data Modeling, Data Reporting, Time Series Analysis, Time Series
Carina van der Zee
Data Scientist and Developer in London, United Kingdom
Member since July 29, 2022
Carina is an expert in data analysis and visualization, statistical modeling, and machine learning. With over five years of experience in some of the top Wall Street banks, she is comfortable working with small and big data problems. After obtaining her bachelor's and master's degrees in mathematics, engineering, and business, Carina realized notable professional achievements as a front-office quantitative researcher.
Carina is now available for hire
Portfolio
- JPMorgan ChasePython, Statistical Modeling, Mathematics, Probability Theory...
- Barclays Corporate and Investment BankPython, Git, Statistics, Machine Learning, Technical Writing, LaTeX, Jira, R...
Experience
- Time Series Analysis 7 years
- Data Visualization 7 years
- Data Analysis 7 years
- Statistics 7 years
- Probability Theory 7 years
- Mathematics 7 years
- Python 3 6 years
- Deep Learning 5 years
Availability
Part-time
Preferred Environment
Python 3, PyCharm, Visual Studio, Bitbucket, Slack, Skype, Tableau, Microsoft, Python, Machine Learning, Data Science, Data Analytics
The most amazing...
...model I developed increased my client's profitability by 50%.
Employment
Experience
- Predictive Model for Mortgage Prepayment Rates
A Python-based statistical model that predicts mortgage prepayment rates given the portfolio characteristics. I conducted the complete data analysis, feature engineering, model development, and production code implementation.
- Multivariate Timeseries Prediction for Cryptocurrencies
Trained, tested, and compared several predictive models (VARMA(X), XGBoosted tree, RNN, copula) to predict the price moves of multiple cryptocurrencies. Compared several predictive power for different time windows and investigated potential explanatory variables (besides AR/MA components).
- Develop Trade Strategies Around Market Events
Developed and backtested trade strategies around market events based on several predictive models for market indicators. Used several techniques, including time series modeling, copula techniques, deep learning, and reinforcement learning.
Skills
Languages
Python 3, Python, SQL, RParadigms
Data ScienceOther
Statistics, Probability Theory, Statistical Modeling, Data Analysis, Mathematics, Time Series Analysis, Hypothesis Testing, Data Visualization, Machine Learning, Predictive Analytics, Data Analytics, Predictive Modeling, Real-time Data, Image Processing, Data Modeling, Data Reporting, Time Series, Deep Learning, Bayesian Statistics, Neural Networks, Artificial Intelligence (AI), Computer Vision, Machine Vision, Data Mining, Email, Google Colaboratory (Colab), Business, Finance, Financial Markets, Business Psychology, Marketing Mix, Mechanics, Presentations, Technical Writing, Recurrent Neural Networks, Convolutional Neural Networks, Image Recognition, Data Engineering, Cloud, Copulas, Deep Reinforcement LearningTools
Visual Studio, Tableau, PyCharm, Bitbucket, Slack, Skype, Git, GitHub, LaTeX, JiraPlatforms
Ethereum, Blockchain, Microsoft, Amazon Web Services (AWS), AzureStorage
MongoDB, Google CloudLibraries/APIs
TensorFlow, Keras
Education
- Master's Degree in Applied Mathematics2016 - 2018Delft University of Technology - Delft, The Netherlands
- Bachelor's Degree in Business Administration2012 - 2016Erasmus University Rotterdam - Rotterdam, The Netherlands
- Bachelor's Degree in Engineering2011 - 2016Delft University of Technology - Delft, The Netherlands
Certifications
- Deep LearningJANUARY 2019 - PRESENTCoursera
