Nephtali Garrido-Gonzalez, Developer in Mexico City, Mexico
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Nephtali Garrido-Gonzalez

Verified Expert  in Engineering

Data Scientist and Developer

Location
Mexico City, Mexico
Toptal Member Since
February 9, 2021

Nephtali is a data scientist and quantitative researcher based in Mexico City. A quantum physicist by training, Nephtali has experience in the financial, retail, and consulting industries. He was also a two-time representative of Mexico at the International Olympiad in Informatics (2006 and 2007). A lifelong learner, Nephtali is passionate about the democratization of machine learning and the future of artificial intelligence.

Portfolio

G-HOG, LLC.
Machine Learning, Data Science, Blockchain, Crypto, Finance...
Qai
Python, Quantitative Analysis, Quantitative Modeling, Quantitative Finance
Kavak
Amazon Web Services (AWS), Python, Complex Data Analysis, Git, Machine Learning

Experience

Availability

Full-time

Preferred Environment

Amazon Web Services (AWS), MATLAB, C, Jupyter Notebook, Python, Google Cloud

The most amazing...

...thing I've built was the laser control system for a quantum technology experiment created for the quantum systems and devices group at the University of Sussex.

Work Experience

Data Scientist

2024 - 2024
G-HOG, LLC.
  • Provided a historical analysis of price volatility for 78 altcoins since 2021. The analysis included volatility forecasting models for a minute, hour, one day, and three days and a beta analysis relative to Bitcoin.
  • Provided a beta analysis of volatility, price, and returns against Bitcoin for the same period of time.
  • Developed a ranking model of these coins for higher frequency and reliability within a 5% price spread. The model had a 75% correlation with actual trading results, proving its usefulness as an indicator of profitability.
Technologies: Machine Learning, Data Science, Blockchain, Crypto, Finance, Time Series Analysis, Time Series, High-frequency Trading (HFT)

Quantitative Engineer

2021 - 2023
Qai
  • Refactored and modernized the entire Python codebase for four investment strategies based on machine learning techniques.
  • Developed and put into production circa 20 new strategies based on different investment rationales, industries, and prediction algorithms, including neural networks, gradient-boosted trees, Hierarchical Risk Parity, and others.
  • Put forward a weekly financial analysis newsletter aimed at clients and detailing the market performance for the week, as well as our own investment kits' performance and how they are compared.
  • Formed part of the company's investment committee. In charge of communicating all of our performance metrics to management, as well as our immediate and medium-term goals.
Technologies: Python, Quantitative Analysis, Quantitative Modeling, Quantitative Finance

Senior Data Scientist

2020 - 2021
Kavak
  • Developed a pricing model to predict the price of used cars in the Mexican and Brazilian markets.
  • Monitored, communicated, and improved the performance of the model and the company while maintaining a constant communication channel with management.
  • Developed a price elasticity model aimed at improving the conversion rate of purchases, total revenue, and other business indicators.
Technologies: Amazon Web Services (AWS), Python, Complex Data Analysis, Git, Machine Learning

Quantitative Researcher

2019 - 2020
WorldQuant
  • Performed fundamental and general analyses on financial data sets in search of predictive signals for investment in global markets.
  • Developed, tested, and maintained close to 120 different algorithmic investment signals.
  • Implemented models for sentiment analysis on daily-updated news databases regarding different instruments in global financial markets.
  • Explored academic papers and cutting-edge financial research in search of novel techniques and ideas to implement.
Technologies: Python, C, Natural Language Processing (NLP), Generative Pre-trained Transformers (GPT), GPT, Statistical Modeling, Quantitative Modeling, Quantitative Finance, Quantitative Analysis

Data Scientist

2019 - 2019
Synx
  • Implemented a machine learning model, from training to production, capable of estimating the probability of default on personal loans for one of the biggest microfinance banks in Latin America.
  • Designed and developed machine learning applications to solve specific problems according to the client’s needs.
  • Evaluated and maintained the models, using the most appropriate metrics and data visualization techniques.
Technologies: Python, Artificial Intelligence (AI), Machine Learning, Git

Doctoral Tutor | Support Worker

2018 - 2019
University of Sussex
  • P​rovided academic and physical support to students with physical disabilities.
  • Served as a teaching assistant for a course on physics methods in finance.
  • Generated and implemented ideas for new experiments and research directions at the quantum systems and devices group.
Technologies: Python, MATLAB, Complex Data Analysis, Quantitative Finance

ML Predictor of Tax Evasion for the Mexican Tax Administration Service (SAT)

Created a machine learning model (gradient boosting) to detect risk factors on the most common type of income tax evaders in Mexico. Used and trained a graph neural network to detect networks of companies used for tax evasion, with over 60% accuracy.

Logistics and Inventory Placement Classificator

https://tinyurl.com/y3byflc5
A gradient-boosted tree model to predict the total number of days a car will spend in inventory before selling, based on the characteristics of the car and the number of page views it receives within the first few days online. In principle, we could predict inventory days per showroom with a mean error of 29 days, giving us a tool to select the showroom with the shortest inventory days.

Deep Learning Teaching Course (Spanish)

https://netzun.com/cursos-online/introduccion-deep-learning
A collaboration with the online learning platform Netzun. This introductory course to deep learning, aimed at students and early-career professionals, teaches the basics of the deep learning algorithms and guides the student step by step on creating their first neural network.
2015 - 2019

​Postgraduate Research in Physics

University of Nottingham | University of Sussex - United Kingdom

2012 - 2014

Master's Degree in Physics

National Autonomous University of Mexico - Mexico City

2007 - 2011

Bachelor's Degree in Engineering Physics

Autonomous University of Chihuahua - Chihuahua, Mexico

JUNE 2020 - PRESENT

DS4A | Latin America 2020 (Graduated with Honors)

Correlation One

Libraries/APIs

Pandas, Keras

Tools

MATLAB, Git

Paradigms

Data Science

Languages

Python, C

Industry Expertise

High-frequency Trading (HFT)

Platforms

Jupyter Notebook, Amazon Web Services (AWS), Blockchain

Storage

Google Cloud, PostgreSQL

Other

Experimental Research, Quantum Computing, Complex Data Analysis, Mathematical Modeling, Physics Simulations, Scientific Computing, Mathematics, Machine Learning, Statistical Modeling, Artificial Intelligence (AI), Decision Trees, Neural Networks, Quantitative Finance, Quantitative Analysis, Experimental Design, Data Visualization, Financial Markets, Investment Funds, Natural Language Processing (NLP), GPT, Deep Learning, Quantitative Modeling, Big Data, Generative Pre-trained Transformers (GPT), Crypto, Finance, Time Series Analysis, Time Series

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