Director2018 - PRESENTPylink, Ltd.
- Developed natural language processing algorithms to extract information from legal documents.
- Led the development and deployment of a financial modeling software for the structured finance sector.
- Developed credit scoring algorithms for subprime loan applicants. This was a client project.
- Developed machine learning models for the prediction of sports events for systematic sports betting. This was a client project.
- Developed an NLP model to detect hateful comments on social media. This was a client project.
Expert Data Scientist2016 - 2017Kreditech SSL GmbH
Technologies: R, Python
- Performed research and development in machine learning technology underlying the Kreditech world class credit scoring system.
- Led the development of a programmatic bidding engine for Google Adwords campaigns. Developed a reinforcement learning algorithm significantly outperforming the human experts.
- Developed a sophisticated attribution model (Deep LSTM).
- Developed several natural language processing (NLP) algorithms.
- Applied machine learning algorithms to improve the efficiency of marketing channels.
- Built predictive models for customer behavior.
Financial Risk Manager2014 - 2015Alceda Fund Management, S.A.
Technologies: R, VBA, Python
- Oversaw UCITS and hedge funds as the risk manager.
- Developed and implemented risk and valuation models (Regression, Time Series Analysis, Monte Carlo Simulation) for market, liquidity, credit, counterparty, and operational risks.
- Responsible for the valuation of OTC instruments.
- Reduced processing time from hours to seconds by automating work intensive processes with R and VBA.
- Developed and controlled performance fee calculation models.