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 and resulted in the publication of a scientific paper.
- Worked with the BCG marketing team building advanced analytics solutions for email marketing data and optimizing the email targeting and content selection. Additionally, built an NLP model to identify important news topics for future thought leadership campaigns.
Expert Data Scientist2016 - 2017Kreditech SSL, GmbH.
Technologies: Python, R
- 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 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: Python, Visual Basic for Applications (VBA), R
- Oversaw UCITS and hedge funds as the risk manager.
- Developed and implemented risk and valuation models (Regression, Time Series Analysis, Monte Carlo Simulation) for the 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.