Data Scientist/Quantitative Analyst
2018 - PRESENTA Hedge Fund in the United States- Developed predictive models of electricity prices in the United States. Developed trading strategies.
- Conducted exploratory analysis to understand market behavior and predictive variables.
- Incorporated external data sources to improve prediction accuracy, trading profitability.
- Developed a pipeline to streamline data ingestion.
- Built new predictive models on an ongoing basis.
- Analyzed time series with correlation analysis, k-means clustering, and other methods.
Technologies: Amazon Web Services (AWS), Jupyter, Data Science, Libraries, PythonSenior Software Engineer
2016 - 2017Howard Hughes Medical Institute Janelia Research Campus- Trained convolutional neural networks that learn to map neurons in images of brain tissue.
- Developed complete data science pipeline, including data storage, support code for training, cluster deployment, and evaluating results (metrics, plots).
- Co-authored publications about work.
Technologies: Linux, NVIDIA Grid SDK, Docker, Data Science, Libraries, Python, CaffeSenior Associate
2013 - 2016Capital One- Conducted financial and statistical analysis for business decision making in consumer/small business finance.
- Developed software for an internal data science application, using React and Python on AWS.
- Filed a patent for a self-driving car with a built-in ATM.
Technologies: JavaScript, Microsoft 365, SQL, Python