Tamara Makarova, Software Developer in Singapore, Singapore
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

  • Quoine
    Git, Bash, PostgreSQL, SQL, IPython, Bokeh, Keras, Scikit-learn, SciPy...
  • Soft Retail
    Git, IPython, PostgreSQL, Scikit-learn, Bokeh, Pandas, Python
  • Applied Technologies
    MATLAB, Statistics, Microsoft Excel, SQL, Java

Experience

Location

Singapore, Singapore

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

  • Data Scientist

    2018 - 2019
    Quoine
    • 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, Python
  • Data Analyst (Contractor)

    2017 - 2017
    Soft 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, Python
  • Quantitative Analyst

    2009 - 2015
    Applied 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, Java
  • Lecturer Assistant

    2007 - 2010
    Chelyabinsk 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

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, Regex
  • Libraries/APIs

    Pandas, Sklearn, Keras, SciPy, Scikit-learn, NumPy, Matplotlib, Plotly.js, D3.js
  • Tools

    IPython Notebook, IPython, PyCharm, Git, Microsoft Excel, StatsModels, MATLAB, Jupyter
  • Paradigms

    Data Science
  • Storage

    PostgreSQL, MongoDB, Databases
  • Other

    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 Analyst
  • Platforms

    MacOS
  • Industry Expertise

    High-frequency Trading (HFT), Trading

Education

  • Master's degree in Applied Mathematics
    2007 - 2009
    Chelyabinsk State University - Chelyabinsk, Russia
  • Bachelor's degree in Applied Mathematics
    2003 - 2007
    Chelyabinsk State University - Chelyabinsk, Russia

Certifications

  • Deep Learning Specialization
    OCTOBER 2019 - PRESENT
    Deeplearning.ai via Coursera
  • Data Analyst Nanodegree
    JANUARY 2017 - PRESENT
    Udacity

To view more profiles

Join Toptal
Share it with others