- Lead Developer2017 - PRESENTEveryair GmbH, Frankfurt, Germany
Technologies: Clojure, Postgres
- Gathered requirements from the CEO.
- Implemented the MVP back-end for charter flight search, including smart search and simple booking.
- Deployed and maintained products.
- Advised on technological risks and opportunities.
- Consulting Lead Data Scientist (Remote)2017 - PRESENTAccrue, Inc., Hong Kong
Technologies: Clojure, Cassandra, PostgreSQL, React, Quant Finance
- Developed the quantitative finance back-end.
- Implemented various statistics.
- Sped up calculation to make the experience smooth.
- Consulting Algorithm Engineer (Remote)2015 - 2016Reliance JioMoney, India
Technologies: Clojure, ClojureScript, PostgreSQL, Google S2, Heroku, Recommender System, Payment Systems
- Set up a geospatial database + efficient search algorithm (using Google S2) to find shops near customers in real time.
- Set up a flexible recommender system for coupons based on Mahalanobis Distance. The system is able to explain its recommendations and can deal with missing data.
- Implemented and deployed a demo front-end on Heroku.
- Designed and implemented various security measures for payment and coupon platform. Provided mathematical proofs for payment PIN collisions.
- Consulting Developer & Data Scientist2014 - 2015Agri-Esprit, Strasbourg, France
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 Architect (Remote)2014 - 2014Financial Startup (via Toptal)
Technologies: Clojure, Statistics, Cassandra, REST API, IQFeed, Csidata, Bitstamp, Multithreading
- 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.
- CTO2012 - 2014M & R Investment Technologies, Luxembourg
Technologies: Clojure, Incanter (R clone for JVM), Statistics, Excel, MongoDB, encog, Ensemble Methods, Evolutionary Algorithms, Particle Swarm Optimization, Multithreading
- 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.
- Researcher2011 - 2012Neoway, Florianópolis, Brazil
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.
- Researcher2010 - 2010SAP Research, Dresden, Germany
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 Worker2000 - 2004Oehme EDV, Chemnitz, Germany
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.