Data Scientist/Quantitative Analyst2018 - PRESENTA Hedge Fund in the United States
Technologies: Python data science libraries, AWS, Jupyter
- 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.
Senior Software Engineer2016 - 2017Howard Hughes Medical Institute Janelia Research Campus
Technologies: Caffe, Python data science libraries, Docker, Nvidia GPUs, Linux
- 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.
Senior Associate2013 - 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.