Principal Consultant Resume

SUMMARY:

10 years at Confidential, both in software engineering and statistical and financial modeling
Risk modeling expert, co - designer of the Confidential
Management experience ( corporate & startup), technical mentorship and teaching
Committed to simple practical solutions, experienced in translating between management and tech
Can build or grow data science team by mentoring, establishing process, pragmatic tech selection.

TECHNICAL SKILLS AND INTERESTS:

Programming in: Python/R; C/C++/C#/Java; distributed computing; wrote compiler as Caltech project

Stochastic Modeling: likelihood based and Bayesian/MCMC methods

Statistical Genetics: association and pedigree/linkage, phylogenetic and IBD inference

Data Science and Machine Learning tools: predictive modeling, kernel methods, neural nets

Optimization: applied linear/MIP modeling, convex/general optimization, dynamic programming

Economics: auction and mechanism design, game theory, optimal payment/pricing models

EXPERIENCE:

Principal Consultant

Confidential

Responsibilities:

Primary contract: forecasting and dynamic plan optimization for Confidential Azure expansion

Tools: R, Python, time series and Bayesian computation in a cloud-scale environment

Confidential

Senior Quantitative Manager

Responsibilities:

Risk management for corporate $40-70 bln multi-asset-class portfolio and hedging programs
Monte Carlo simulation and risk management modeling with Barra and RiskMetrics tools
Original projects on “correlation one” crisis risk, indirect “what if” scenario analysis, inflation risk
Supervised and trained 5 MS/MBA level staff over time; taught financial risk corporate unit

Software Design Engineer

Confidential

Responsibilities:

Distributed Visual Studio; XML web services and security; protocol negotiation engine
Primarily C#, one ed US patent

Entrepreneurial Fellow

Confidential

Responsibilities:

Developed Micropayment and Billing Cycle Optimization technology that led to funding