Data Scientist and Machine Learning Engineer2019 - 2019Toptal client
Technologies: Python, Jupyter, Scikit-learn
- Developed statistical and machine learning models to understand the market valuation of financial institutions.
- Created a reproducible pipeline for data science, from data transformation to hyper-parameter model tuning.
- Special emphasis was placed on model interpretability.
Data Scientist and Machine Learning Engineer2016 - 2019Nordeus
Technologies: Python, Hadoop, Impala, Tableau
- Created a neural network that is able to generate football player faces and that is used in one of the company’s games.
- Improved the algorithms used to matchmake players in the game.
- Worked with a player support team to automate the process of tagging player complaints using NLP techniques.
- Developed a model used to predict the lifetime value of the users.
- Implemented simulations of the game economy in order to balance it and ensure a good player experience and good monetization.
Quantitative Risk Analyst2012 - 2016Erste Group Bank
Technologies: Python, Matlab, Calypso
- Implemented and validated in Matlab and Python all models used by Erste Group Bank to price and hedge interest rate derivatives.
- Wrote exhaustive documentation for each validated model in order to present it to the European Central Bank.
- Proposed and implemented improvements to the methodology used to estimate the credit market risk of the banking and trading books.
- Backtested the performance of different Value At Risk models in order to propose improvements to the methodology used by the bank.
- Mentored junior quantitative risk analysts.