Verified Expert in Engineering
Data Scientist and Software Developer
Jesse is an experienced data scientist, CTO, and founder who solves complex problems. He has founded four companies, including Sigmai, an automated news parsing company for hedge funds that was acquired in 2018; Mobilads, reaching an annual run rate of $5 million a year; Bluescribe, a bi-directional English and French translation engine for Canadian legal documents; and Relu Analyticsa, a data-science consulting company. He is currently at ThinkAlpha Securities as head of data science.
GitHub, Sublime Text, Linux, Python, Amazon Web Services (AWS), Artificial Intelligence (AI)
The most amazing...
...thing I've built is a deep-learning algorithm to detect market-moving events in the stock market. We were able to help hedge funds boost their returns.
Head of Data Science/Quantitative Trading
- Designed, built, and managed a quantitative trading engine that covers global equities, currencies, and cryptocurrencies. This system was used to build and optimize trading strategies that traded hundreds of millions of capital.
- Built and integrated the ETL pipelines, monitoring, and code for the quantitative database that housed all market data across supported assets and integrated this with systems for backtesting and live-trading agents.
- Created a natural language to quant-formula translation engine that generates quantitative trading strategies from verbal descriptions into formulas that can be backtested or traded in ThinkAlpha's trading engine.
- Built, deployed, and optimized a variety of custom trading strategies for Avatar traders.
- Designed, constructed, and managed a series of high Sharpe trading strategies.
Deep Learning Engineer
- Developed the architecture and construction of AWS-based infrastructure for large-scale machine learning. VoiceOps is an AI-driven coaching and training platform for call centers.
- Built DL models to support the transcription process. Included scripts to pre-train, fine-tune, and fully integrate transformers (e.g., BERT, various Hugging Face transformers) into novel new architectures that included both text and statistical data.
- Built a modified transformer to automatically score the quality of transcriptions and determine whether they should pass to the client (ROC-AUC = 0.90).
- Created a modified transformer that automated the detection of speakers based on text (ROC-AUC = 0.97).
- Automated the estimation of how long a transcript would take to transcribe to replace a fixed-price system (cost savings of 20–30% of total transcription costs).
- Improved Automated Speech Recognition (ASR) via Seq2seq architectures.
Chief Technology Officer
- Constructed a geospatial system that maps physical ad impressions based on vehicle and mobile GPS data. The Mobilads geospatial system was successfully built to operate worldwide and to scale to thousands of vehicles and billions of GPS points.
- Developed automated reporting systems for the clients of Mobilads to demonstrate the technology.
- Built up the company's IP portfolio by integrating census, geotracking, and social data to enrich what Mobilads knows about the people who see their vehicles. This ensures consistent industry-leading return on ad spend.
- Architected and led the development of Mobilads' app for autonomously managing tens of thousands of drivers.
Founder, CEO, and Principal Consultant
- Consulted as the senior data scientist at Step Energy Services. Built algorithms for optimizing the use of fixed equipment, including extended maintenance, failure prediction, forecasting, and budgeting, as well as cash flow prediction.
- Worked with the leadership team of Cinelytics to build scalable NLP pipelines. Provided code samples and walked through the software engineering team on building and deploying deep learning models in the capacity of a data scientist at Cinelytic.
- Designed an end-to-end machine learning application using Google Cloud to serve as an API for the front-end team to deliver predictions via the company's UI. Consulted as the data scientist at Meditalente GMBH.
CEO | Previously Chief Data Scientist
- Led a team of 15 data scientists, linguists, software engineers, product managers, and sales professionals leading to Sigmai's acquisition in 2018 by Commetric.
- Focused primarily on deep learning for text classification with Keras and TensorFlow and its integration within a rule-based NLP system.
- Developed an out-of-memory document clustering system to allow the clustering of billions of news articles.
- Built a natural language processing (NLP) system that rivaled the best NLP companies in finance and led to data trials with some of the largest fund managers.
- Led and oversaw the Newsful application (app.Newsful.io) that was shortlisted for the 2018 SIIA CODiE Award. The business operations were acquired by Commetric.
- Developed analytical tools and ETL pipelines in Spark on AWS.
- Built predictive tools for targeting audiences for specific ad campaigns.
- Developed interactive data applications for product owners using Python and R Shiny to automate time-consuming analysis tasks, including customer journeys and return on ad spend.
- Developed a system to optimize how ads are placed within the search and recommendation engine to reduce lost revenue due to poor ad placement by up to $0.5 million USD per month.
- Designed a system for determining the causal impact of multiple concurrent ad campaigns, including off-site, on-site, banner Ads, and full-page ads, using regression and Bayesian time-series models.
NHL Systematic Betting
The system began to approach parity in capability with the best provider in January 2019, and surpass it in February.
Put into production in March 2019 and successfully traded throughout the following 12 months, the system has returned over 900% to investors.
Newsful was a demonstration of that technology, and was shortlisted for a CODiE Award in the Best Business Intelligence Reporting & Analytics category.
Sigmai: Skynet Natural Language Processing System
Achieved state-of-the-art results for entity-based classification (classifying text as it relates to a specific entity in the text).
BERT in Natural Language Processing (Talk)https://www.youtube.com/watch?v=4Z_TzZJ-v3o
Python 3, Python, SQL, Bash, R
Scikit-learn, PyTorch, Keras, SpaCy
Document Processing, Custom BERT, Artificial Intelligence (AI), Regression, Classification, Machine Learning, Deep Learning, Natural Language Processing (NLP), Feature Engineering, Time Series Analysis, Data Cleaning, Data Visualization, Data Engineering, Statistical Analysis, GPT, Generative Pre-trained Transformers (GPT), Real-time Data, Predictive Analytics, Fairseq, Web Scraping, Ensemble Methods, Attribution Modeling, Cloud, Statistics, Sports, Product Management, Mechanical Engineering
Amazon Web Services (AWS), Linux, Google Cloud Platform (GCP)
Bachelor's Degree in Mechanical Engineering
University of Alberta - Edmonton, Alberta, Canada