ML Engineer
2022 - 2022PepsiCo Global - Main- Developed the Bayesian model for ad allocation using a very long list of features from ad campaigns.
- Trained and maintained on AWS of the Bayesian model for ad allocation.
- Performed analysis and presentation of the outcomes of the model, specifically feature importance, p-values, etc.
Technologies: Python, Machine Learning, SQL, Amazon Web Services (AWS), Docker, Bayesian Inference & Modeling, Bayesian Statistics, Jupyter Notebook, Visual Studio, Statistical Data Analysis, TensorFlow, Artificial Intelligence (AI), Data ModelingSoftware and Data Engineer
2022 - 2022Reddit, Inc.- Developed algorithms to optimize advertisement revenue.
- Implemented model changes in Scala to include new features.
- Researched increasing revenue through better budget pacing techniques.
Technologies: Data Science, Distributed Systems, Software Engineering, Go, Scala, Python, Java, Spark, BigQuery, ETL, Mathematics, Quantitative Analysis, Numerical Analysis, Algorithms, Back-end Development, Machine Learning, Google BigQuery, Machine Learning Operations (MLOps), Jupyter Notebook, Statistical Data AnalysisData Scientist
2021 - 2021Grata Inc- Created an MVP for estimating a company's value from public data.
- Participated in data gathering and building data pipelines.
- Delivered a stand-alone Python app to run an ML model for live valuations.
Technologies: Data Science, Python, Economics, Natural Language Processing (NLP), PyTorch, Machine Learning, Statistics, Perl Model, R, Data Pipelines, Jupyter Notebook, Statistical Modeling, Statistical Data Analysis, Data Analytics, Data ModelingPython Quantitative Researcher
2021 - 2021Tickup (Algo Fund)- Designed and developed an algorithmic trading platform that connected multiple development components and technologies.
- Onboarded trading strategies from quant workspaces into the trading platform. Performed backtesting and parameter optimization under different scenarios.
- Cleaned, managed, and consolidated data prepared for the go-live version.
Technologies: Python, Go, SQL, Machine Learning, Data Engineering, Data Science, Quantitative Analysis, Quantitative Modeling, Quantitative Research, Pandas, Python 3, Quantitative Finance, Finance, Machine Learning Operations (MLOps), Deep Learning, R, Data Pipelines, Financial Forecasting, Artificial Intelligence (AI), Jupyter Notebook, Visual Studio, Statistical Modeling, Statistical Data Analysis, Software Engineering, TensorFlow, Data Analytics, Data ModelingCredit Risk Quant
2018 - 2020Bank of America Merrill Lynch- Delivered an IRC/CRM regulatory project dictated by Brexit migration requirements.
- Enhanced aspects of the model to better reflect theoretical requirements and historical behavior. Conducted statistical tests and submitted them to the validation department.
- Improved the performance of the model implementation. Identified the current model's properties, which reduced the execution from days to hours.
Technologies: SQL, Python, C++, Data Science, Data Engineering, Quantitative Analysis, Quantitative Modeling, Pandas, Python 3, Quantitative Finance, Finance, C#, Data Pipelines, Financial Forecasting, Jupyter Notebook, Visual Studio, Statistical Modeling, Statistical Data Analysis, Artificial Intelligence (AI), Data Analytics, Data ModelingFlow Rates Quant
2018 - 2018BNP Paribas- Contributed to the pricing and risk platform of an electronic transformation project.
- Implemented prices and risk-across-rates products such as swaps, bonds, and futures.
- Enhanced the C++ library for pricing and risk calculations.
Technologies: Python, C++, Quantitative Analysis, Quantitative Research, Quantitative Modeling, Finance, Quantitative Finance, C#, Data Pipelines, Financial Forecasting, Jupyter Notebook, Visual Studio, Statistical Modeling, Statistical Data Analysis, Data Analytics, Data ModelingQuant Developer
2017 - 2018Bank of America Merrill Lynch- Collaborated with the model performance team to backtest the bank models for all asset classes.
- Improved and enhanced the Python codebase and user interface.
- Used Python and C++ coding to simulate risk factors and correlations, applied for calculating profit and loss, XVA, and margins.
Technologies: C++, Python, Simulations, Data Engineering, Pandas, Python 3, Finance, Quantitative Finance, Quantitative Analysis, C#, Visual Studio, Statistical Modeling, Statistical Data Analysis, Data Analytics, Data ModelingBehavioral Modeler
2016 - 2016Royal Bank of Scotland- Led the behavioral modeling team in preparation for separating the Williams & Glyn division of the Royal Bank of Scotland.
- Developed predictive behavioral models for residential mortgages and current or savings accounts. The models' owner was the treasury, using them for the purposes of funds transfer pricing (FTP) and interest rate risk management.
- Coordinated the development of the Python library for the team and developed a web-based GUI for business users to run the models.
Technologies: Python, Machine Learning, Scikit-learn, Data Science, Data Engineering, Quantitative Analysis, Quantitative Modeling, Quantitative Research, Finance, Quantitative Finance, Statistical Modeling, Statistical Data Analysis, Data Analytics, Data ModelingPython Quant Modeler
2014 - 2016Barclays Bank, PLC- Developed predictive behavioral models for various portfolios of the bank's investment, corporate, and retail parts using historical time series data; was personally responsible for the residential mortgage book and the corporate term loans book.
- Managed the full lifecycle of the models, from data cleaning to presentation and documentation of results. Performed ad-hoc statistical analyses, scenario analyses, backtesting, and model reviews.
- Contributed to the quant analytics grad training, gaining exposure to all bank departments.
- Performed ad-hoc statistical modeling and statistical data analysis for various projects of the team.
Technologies: SQL, C++, Python, Machine Learning, Scikit-learn, Artificial Intelligence (AI), Quantitative Analysis, Quantitative Modeling, Quantitative Research, Finance, Quantitative Finance, Financial Forecasting, Statistical Modeling, Statistical Data Analysis, Data ModelingConsultant
2013 - 2014d-fine, Ltd.- Conducted current accounts modeling for a major bank based in Vienna.
- Developed a supervisory mechanism for the EU bank regulator.
- Gained exposure and experience in the large-scale application architecture.
Technologies: SQL, Java, C++, R, Python