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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

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