- Consulting Algorithm EngineerReliance JioMoney2015 - PRESENT
Technologies: Clojure, ClojureScript, PostgreSQL, Google S2, Heroku, Recommender System, Payment Systems
- Designed security concepts for payment and coupon platform.
- Implemented a fully scalable full-payment system.
- Set up a geo-spatial database + efficient search algorithm (using google S2 geo library).
- Set up a flexible recommender system for coupons based on Mahalanobis Distance.
- Deployed and demonstrated a front-end on Heroku.
- Remote Developer & Data Science ConsultantAgri-Esprit, Strasbourg, France2014 - 2015
Technologies: Java, Clojure, Hibernate, postgresql, Node.js, Predictive Analytics, Bayesian Classification, JBoss
- Advised on infrastructure, recruitment, and feature development.
- Designed and Implemented the server side and DB.
- Developed statistical models for analysis and forecasting (e.g., what fertilizers to use).
- Aggregated and Visualized business and regulatory data.
- Solutions ArchitectFinancial Start-up (via Toptal)2014 - 2014
Technologies: Clojure, Statistics, Cassandra, REST API, IQFeed, Csidata, Bitstamp, Multi-threading
- Developed a quantitative platform.
- Advised on infrastructure and recruitment.
- Connected to financial data providers and caching data.
- Generated on-demand representation of data (e.g., candle bars from tick data, spreads, back-adjusting futures, and building generic contracts).
- Built pattern mining on Stocks/Forex.
- Conducted statistical risk analysis of patterns (volatility, Sharpe-ratio, etc.).
- Built efficient calculation and representation of approx. 5 million patterns for 10k stocks and stock/commodity/FX futures.
- Served security master data via REST interface.
- CTOMichulke & Ringsdorf Investmenttechnologies Sàrl2012 - 2014
Technologies: Clojure, Incanter (R clone for JVM), Statistics, Excel, MongoDB, encog, Ensemble Methods, Evolutionary Algorithms, Particle Swarm Optimization, Multi-threading
- Developed a timeseries forecasting system for energy prices (EEX Futures).
- Built automatic data retrieval (Bloomberg, CSIdata, Weather API).
- Calculated generic contracts for futures and back-adjusting.
- Preprocessed timeseries information (normalization, z-scoring, outlier detection).
- Generated automatic models (neural networks, least squares, decision trees) and automatic back-testing.
- Conducted statistical analysis of models (R-squared, Variance, Bias, MAE/RMSE, etc.).
- Built automatic optimization for self-improving models.
- Created forecast aggregation of different models (Ensemble).
- Generated portfolios via Markowitz/Black Litterman.
- Built statistical risk analysis of portfolios (Sharpe-ratio, tracking errors, maximum drawdown, etc.).
- Delivered via daily email with an Excel spreadsheet via web services.
- ResearcherNeoway Florianópolis, Brazil2011 - 2012
Technologies: Java, Clojure, Image Recognition Techniques, Bayesian Networks
- Designed and developed a framework for breaking CAPTCHAs in a fully configurable way.
- Applied several clustering, categorization, and image recognition algorithms with partially strong mathematical requirements.
- Generalized the image recognition to have a one-fits-all configurable CAPTCHA-breaking tool box.
- Developed a system for automatically classifying OCR-ed hand-written clinic records, saving approximately 6k EUR per month.
- ResearcherSAP Research Dresden2010 - 2010
Technologies: Java, Eclipse, XML Schema, Multithreading
- Rewrote a prototype for database schema matching used to assist in DB migration.
- Parallelized the system and made it faster and more memory efficient by an order of magnitude.
- Led development as product owner and main developer.
- Implemented and generalized matching components that identify similarities in two different databases.
- Integrated the product in SAP NetWeaver.
- Student WorkerOehme EDV Chemnitz2000 - 2004
Technologies: VBA, MS Access, Excel
- Designed and created an MS Access Database.
- Created a full user interface.
- Created VBA macros for automatically constructing technical designs based on product numbers.
- Created a process control application in VB that communicates with an SPS system.