Quant strategist and Data Scientist Resume NJ - Hire IT People

SUMMARY:

Experience in researching, modelling and building teams from grounds in Big Data, Predictive and Analytics Space
Experience researching quantitative model for High and mid Frequency automated trading
Applied Data science work in Health Insurance (Fraud detection), Gambling Industry (casinos, Atlantic city, NJ gaming Audits)
Experience using machine learning algorithms in time domain and tackling large data sets with tools such as, Netezza, Hadoop/ MapReduce
Solid skills and training in machine learning, statistical modelling, data mining or related field.
Practical application of machine learning concepts, such as classification, clustering, and time - series analysis
Experience tackling large data sets or familiarity with tools such as Netezza, Hadoop, NoSQL (MongoDB)

TECHNICAL SKILLS

Tools: Mat lab, EXCEL, VBA, Visual Basic, MS Project, Visio, Grid Computing - datasynapse

Languages: --C, C++, JAVA, Perl, Python, SQL, Python

PLATFORM: Windows, Linux, Unix

Market Data: ISE, CBOE, COMPUSTAT (S&P), Bloomberg

Databases: - Netezza, MongoDB, Hadoop, MySQL, Sybase, DB2 UDB, MS SQL Server

Mathematical/statistical techniques: Time Series Analysis, linear programming, constraint optimization, ML

PROFESSIONAL EXPERIENCE

Confidential, NJ

Quant strategist and Data Scientist

Responsibilities:

Perform Machine Learning research and Apply to Systematic trading and combine causality analysis in building a profitable model (R stats package)
Research Use of SVM on Order Book information to predict probabilities for Execution strategies
Research Regime Switch model and ML technique to distinguish signals of US stock Market
Use of Technical indicator combinatorics with online machine learning algorithms
Research optimal sample time and use in intra-day trading strategies with data sets on near real-time data stored on Netezza Appliance
Proof of concept for using Netezza vs Hadoop vs MongoDB in term of analytics and business needs

Confidential, NY

Quant Analyst/ Data Scientist/ Sr. Researcher

Responsibilities:

Design Risk and cheapest to deliver (CTD for T bonds) models with real-time feeds from BB
Research a Quant model to predict price moves of bonds on unemployment days or other significant calendar events.
Developed and implemented predictive and explanatory models using statistical and machine learning algorithms (Mat lab, Perl, Netezza, Linux)
Construct pricing models in excel for off-the run instrument, IR swaps. Customize yield analysis from BB with trader’s insights

Confidential, TX

Quantitative Trader

Responsibilities:

Derived a Strategy that uses Autocorrelation of volume and price to perform HF trading Model
The Intraday model traded at with a reasonable optimized selection of Equities and ETF
Analyze the models post trade for optimal P&L, Risk and drawdown behavior for further
Provide Quant modeling expertise to Traders, and evaluate strategies at modeling stage
Designing complex data warehouses, integrating structured and in highly scalable platforms, such as Netezza, Sybase IQ

Confidential, NY VP

Quant Researcher, High Frequency Team Lead

Responsibilities:

Define and Manage daily functioning of research team and Work with management to define project goals and scope
Develop detailed designs and requirements (with Research Director) and Execute resulting project plans.
Manipulate and analyze numerical results by various graphing tools for clarity of results
Ensure profitability of the desk trading up with a $300 million trading capital

Confidential, NJ

Securities Trading Desk

Responsibilities:

Quantitative model implemented using "Option based theoretic model for prepay" - Fabozzi et al. performed providing better comparison of prepay number and aid key trading decision
Regression analysis and comparative evaluation of performance against existing BOA and Intex models
Responsible for working with IT group to ensure proper trading desk information for Collateralized mortgage obligations (CMO) processing from “Intex” to MBS, ABS system