Data Scientist
2021 - 2022Visimo- Built a graph neural network to predict risk on a construction site. It reduced error relative to the prior model by 60% and provided reasonable results when tested on individual observations that differed from training.
- Delivered a resource management tool that simulated project wins and losses and assessed the risk of understaffing. R Shiny was used to give users an interface to run the process and explore simulation results.
- Conducted data discovery for a healthcare client to assess the state of their data and explore insights that could be extracted with deep learning for drug development. This led to a monthly retainer and future work as data came in.
Technologies: Julia, R, Python, Docker, Neo4j, Data Visualization, Simulations, Deep Learning, Predictive Modeling, Statistics, SQL, Machine Learning, Data Science, RStudio, RStudio Shiny, Healthcare IT, Artificial Intelligence (AI), Linear Optimization, Neural Networks, Pandas, Clustering, Data Analysis, Data AnalyticsSenior Actuarial Consultant
2018 - 2021Talcott Resolution- Overhauled four major assumptions to use a predictive modeling framework that could efficiently handle the millions of records on policyholder behavior that went into premises and was much more accurate than the prior approach. Used R and H2O.
- Replaced a compression process (clustering to reduce time with Monte Carlo simulations) with a modern custom solution that reduced cloud costs by 1/3 and improved the accuracy of the simulation.
- Built an investment management tool that calculated the efficient frontier for investments given unique life insurance portfolio constraints.
- Investigated optimal mapping of mutual funds to relevant major indices and built a process to identify which holdings were responsible for inaccuracies in that mapping.
- Implemented a novel method of setting prudency in assumptions to reflect the appropriate level of conservatism when setting reserves.
- Assisted assumption reviews for several M&A projects.
- Built efficient reporting frameworks for financial simulations, policyholder behavior, and call center data.
Technologies: R, Excel VBA, Simulations, Data Visualization, Predictive Modeling, Life Insurance, Financial Mathematics, Tail Risk, Statistics, SQL, Machine Learning, Data Science, RStudio, RStudio Shiny, Artificial Intelligence (AI), Linear Optimization, H2O Deep Learning Platform, Clustering, Data Analysis, Data Analytics