Data Scientist
2018 - 2019Quoine- Built an adaptive market-making strategy for liquid crypto markets, which included risk control, fair price estimation and prediction of bid-ask spread related market metrics.
- Adjusted a Kalman filter model for FX rates in multi-market executions.
- Designed and developed a flexible backtesting framework for testing and optimization of high-frequency trading strategies; developed effective visual reports of strategy performance.
- Optimized an ETL pipeline and reporting system for analysis of trading activity on different external exchanges, redesigned daily and monthly auto-generated P&L reports.
- Performed research and prototyping for improving predictions of various market metrics (Linear models, decision tree methods, GARCH, recurrent neural networks).
- Led the project to support internal and external audit requests: ad-hoc analysis, reporting and data investigations, data issues backtracking and coordination of required fixes.
Technologies: Git, Bash, PostgreSQL, SQL, IPython, Bokeh, Keras, Scikit-learn, SciPy, Pandas, PythonData Analyst (Contractor)
2017 - 2017Soft Retail- Identified fraud cases in transaction and customer data using unsupervised anomaly detection algorithms (local outlier factor, and isolation forest).
- Designed a database scheme and implemented a regular transfer of client data from local CRM to relational DB (PostgreSQL).
- Developed a set of effective indices and indicators for analysis and visualization of profit trends, customer segments, and customer behavior trends.
- Implemented and deployed an interactive online dashboard to track main performance indices.
Technologies: Git, IPython, PostgreSQL, Scikit-learn, Bokeh, Pandas, PythonQuantitative Analyst
2009 - 2015Applied Technologies- Developed a set of metrics for investor competence rankings based on SEC13F filings.
- Applied data mining techniques (visualization, decision trees, and clustering) to identify a group of stocks and main trading patterns useful for the generation of buy/sell signals.
- Developed and backtested a set of index strategies; each strategy aimed to cover a specific decision logic, for example, build a balanced portfolio based on top competent investors and so on.
Technologies: MATLAB, Statistics, Microsoft Excel, SQL, JavaLecturer Assistant
2007 - 2010Chelyabinsk State University- Organized practical and laboratory classes (including econometrics, probability theory and statistics, and Monte-Carlo techniques).
- Contributed to a few research projects devoted to statistics and mathematical modeling.
- Developed study materials and home projects for the course "Applied Probability Theory and Monte-Carlo."
Technologies: MATLAB, Fortran, Java
Tamara Makarova
Software Developer in Singapore, Singapore
Member since November 12, 2019
Tamara's recent professional experience includes the analysis of financial and transaction data and dealing with various supervised and unsupervised data problems. Along with having robust analytical skills and math background, Tamara is also a proactive and highly motivated person focused on extending and leveraging her expertise in data analysis, machine learning, and data visualization.
Tamara is now available for hire
Portfolio
- QuoineGit, Bash, PostgreSQL, SQL, IPython, Bokeh, Keras, Scikit-learn, SciPy...
- Soft RetailGit, IPython, PostgreSQL, Scikit-learn, Bokeh, Pandas, Python
- Applied TechnologiesMATLAB, Statistics, Microsoft Excel, SQL, Java
Availability
Part-time
Preferred Environment
PyCharm, IPython, MacOS
The most amazing...
...thing I have developed is a high frequency market making strategy that helped to boost liquidity on the platform
Employment
Experience
- High-frequency Trading Strategy for Crypto Markets (Development)
I developed an adaptive market making strategy for liquid crypto markets, which includes risk control, fair price estimation and prediction of bid-ask spread related market metrics.
Tasks Accomplished:
• Worked with matching engine event logs and order book snapshots.
• Performed a thorough analysis of the data structure and developed a set of metrics and features important for trading decision process.
• Built strong prediction models for key metrics and incorporated them into the strategy.
• Developed a flexible backtesting platform to run various strategies on historical data. - Retention Analysis for Online Business (Development)
Based on data about user transactions and user online activity, I conducted an analysis of user retention and retention dynamics.
Tasks Accomplished:
• Analyzed user activity statistics and proposed retention metrics suitable for the business.
• Performed cohort analysis and analyzed retention dynamics.
• Identified user segments that retain differently from others.
• Formulated a few recommendations that had the potential to improve retention.
Skills
Languages
SQL, Python, Bash, Java, Fortran, RegexLibraries/APIs
Pandas, Sklearn, Keras, SciPy, Scikit-learn, NumPy, Matplotlib, Plotly.js, D3.jsTools
IPython Notebook, IPython, PyCharm, Git, Microsoft Excel, StatsModels, MATLAB, JupyterParadigms
Data ScienceStorage
PostgreSQL, MongoDB, DatabasesOther
Machine Learning, Statistics, Regression Models, Decision Trees, Financial Markets, Backtesting Trading Strategies, Model Validation, Data Analysis, Data Cleaning, rege, Bokeh, Natural Language Processing (NLP), LSTM Networks, Data Analytics, Data Reporting, Data Visualization, Data AnalystPlatforms
MacOSIndustry Expertise
High-frequency Trading (HFT), Trading
Education
- Master's degree in Applied Mathematics2007 - 2009Chelyabinsk State University - Chelyabinsk, Russia
- Bachelor's degree in Applied Mathematics2003 - 2007Chelyabinsk State University - Chelyabinsk, Russia
Certifications
- Deep Learning SpecializationOCTOBER 2019 - PRESENTDeeplearning.ai via Coursera
- Data Analyst NanodegreeJANUARY 2017 - PRESENTUdacity
