SUMMARY:

Highly - educated, experienced data scientist seeks professional opportunities to apply advanced quantitative and statistical techniques to complex business problems. Experienced in solving investment management, automotive, e-commerce and engineering challenges.

COMPUTATIONAL & PROGRAMMING:

Programming: AJAX, C, C++, C#, CSS, Java, JavaScript, HTML, .Net, Perl, Python & Visual BASIC

Database & Big Data: MS Access, Oracle, SQL, SSRS, SAS & Sybase

Engineering & Analysis: Mathematica & SOLIDWORKS

Statistical: R, RATS, S, S-Plus & TensorFlow

Financial: Andy Davidson, Barclays Point, Bloomberg, Derivative Solutions, Intex & Yield Book

General: MS Excel (Advanced), Word, PowerPoint, UNIX, LINUX, Windows & MacOS

EXPERIENCE:

BUSINESS ANALYST (SQL & PYTHON)

Confidential, Newport Beach, CA

Responsibilities:

• Designed Confidential ’s next generation of Book Yield Attribution Models (PRISM 2.0—Pay ReInvestment Securities Monitor).
• PRISM is used by Confidential Account Managers to demonstrate the impact of active book yield management for insurance clients.
• Interpreted existing model (PRISM 1.0) which was written in 60+ pages of dense SQL.
• Produced prototype of PRISM 2.0 in Python/
• Interacted closely with development team using Python under the Agile methodology.
• Interpreted existing complex models developed in SQL and SSRS
• The PRISM 2.0 prototype was 10x faster than PRISM 1.0 and delivered significantly higher accuracy (lower residual values).
• Fielded user queries regarding first generation PRISM model. Troubleshooted application.

Contract Web Developer (C# & FULL STACK .NET)

Confidential, Santa Monica, CA

Responsibilities:

• Worked as a full stack .Net developer to bring Honda Motors next generation consumer website online.
• Next generation website was faster, more-stable and aesthetically appealing.
• Developed and implemented user sign-up and validation protocol for Honda’s eCommerce website.
• Built Confidential ’s internal employee website
• .Net, C#, AJAX, Java, JavaScript, HTML, CSS, SQL and Razor

Senior Engineer/Lead Engineer (LINUX & WINDOWS)

Confidential, San Diego, CA

Responsibilities:

• Responsible for a team of electrical and mechanical engineers developing the Confidential ’s next generation command and control processors.
• Next generation command and control processor was physically and electronically more robust and was based on current generation hardware and software (LINUX).
• System supports fleet anti-ballistic missile defense and threat management systems.
• CDLMS, TADIL, SmTADIL, NGC2P, Link-11, Link-16, Link-22, JTIDS, SOLIDWORKS, LINUX, Windows, VME Bus, TDMA

Principal Data Scientist (sql, pYTHON, r, ssrs & TensorFlow)

Confidential, Arcadia, CA

Responsibilities:

• Analyzed large Oracle databases (>1 Terabyte) of late-model Porsche engine-management data using SQL, Python & R.
• Developed sophisticated statistical models including least squares (linear and non-linear), principal components and machine learning (TensorFlow).
• Models rank-ordered key engine performance drivers and identified engine management system improvements (including fuel efficiency, power and torque).
• Produced custom reports using SSRS.
• Utilized advanced MS Excel tools including optimization, regression, lookups and pivot tables.

Restoration Shop Foreman (Volunteer)

Confidential, San Diego, CA

Responsibilities:

• Oversaw the restoration of historic aircraft for static display.
• Major project: ground up static reconstruction of a Vought F4U Corsair

Senior Research Analyst

Confidential, Scottsdale, AZ

Responsibilities:

• Contributed to the development of the firm’s proprietary asset allocation models based on equal risk contributions from major asset classes (equities, fixed income, commodities and currencies).
• Developed proprietary statistical models using S and S-plus.
• Models improved investment performance as measured by increased relative investment returns, reduced risk and improved Sharpe ratios
• Provided research and analysis supporting investment strategies for Koch’s $7 billion defined benefit pension plan using advanced quantitative and statistical techniques.

Senior Vice President

Confidential, Los Angeles, CA

Responsibilities:

• Created detailed quantitative and economic research on a broad range of investments.
• Specialized in mortgage-backed, asset-backed and derivative securities.
• Managed $8 billion of fixed income assets for institutional and mutual fund clients. Provided investment recommendations for taxable fixed income portfolios totaling more than $150 billion.
• Coordinated risk management systems development.
• Oversaw firm’s implementation of futures, interest rate and credit default swaps.
• Programmed cash flow models for complex securities using C, Visual BASIC and Intex.
• Managed CBO and CDO portfolios backed by high-yield corporate debt, ABS, MBS and CMBS.
• Developed tools for portfolio optimization using C and Visual BASIC.
• Optimization tools lead to CBO equity IRRs in excess of 20%.
• Participated in firm wide asset allocation process (fixed income/equities, domestic/international/EM).
• Consistently outperformed industry competitors in Enhanced Cash Management.
• Served as Chairman of the Institutional Fixed Income Management Committee.
• Reported to CG Management Committee on Fixed Income Business Unit.

Senior Associate, Consultant

Confidential, New York, NY

Responsibilities:

• Designed and programmed statistical trading models used to make absolute and relative value decisions on adjustable rate mortgages (ARMs).
• Programmed extensively using RATS and Visual BASIC.
• Models identified over and undervalued segments of the GNMA ARM market which increased portfolio returns for equal risk (as measured by duration and convexity)
• Worked closely with Dr. Cliff Asness (co-founder AQR Hedge Fund).