Lead Data Scientist Resume
San Francisco, CA
SUMMARY:
- A Senior Data Scientist credited with leveraging expertise in mathematics and applied statistics with programming skills to create predictive models and tools that increase business opportunities and profitability.
- Passionate about data and driven to uncover new insights in large sets of structured and unstructured data paired with a willingness to explore new territories to solve complex business problems.
TECHNICAL SKILLS:
Tools: SAS, SQL (Netezza, SQL Server, Teradata), KNIME, Matlab, Python, C/C++, Java, Perl, Linux, R
Modeling concepts: Machine Learning, Time series analysis, Clustering, Generalized Linear and Additive Models, Nonlinear Regression, Classification, Neural Networks, Decision trees, Text mining, OCR
Big Data Tools: Hadoop, MapReduce, HBase, Hive, Pig, Spark, Splunk
Special expertise: Marketing Mix Modeling and Optimization, AB Test Design and Evaluation, Customer Targeting and Segmentation, Insurance pricing, Fraud Detection
PROFESSIONAL EXPERIENCE:
Confidential, San Francisco, CA
Lead Data Scientist
Responsibilities:
- Led analysis of advertising impact on customer behavior by creating marketing mix models using nonlinear regression and by designing and evaluating A/B experiments for various marketing activities; used models and tests to increase marketing effectiveness and overall profitability for national advertising campaigns (SAS)
- Designed a data - warehouse framework to manage transaction-level ad exposure and web browsing behavior data (SQL Server)
- Developed analytics reports based on those to deliver weekly updates about campaign results and created customized reports to support new business pitches (Netezza SQL)
Confidential, Berkeley, CA
Co-Founder & Analytics Lead
Responsibilities:
- Created and implemented quantitative pair trading strategies using linear regression for a market neutral U.S. equities hedge fund
- Developed research platform for model design and trading simulation, built trade execution engine for signal generation and order management (Matlab, Java, MySQL) using real-time and historical tick data
Confidential, Menlo Park, CA
Predictive Modeler/Manager
Responsibilities:
- Developed predictive regression models for pricing and risk indication while leading a team of Predictive Modelers to produce accurate and highly effective solutions to achieve business goals (SAS, Emblem)
- Built a logistic regression model to prioritize investigation of theft claims cut losses due to insurance fraud, consulted deployment team for nationwide implementation (SAS)
- Built a rate indication model using time series analysis (SAS) to better anticipate future changes in loss ratios
Confidential, Denver, CO
Senior Predictive Modeler
Responsibilities:
- Designed and created predictive regression models for P&C insurance clients for loss prevention, risk evaluation
- Implemented key algorithms in proprietary SaaS modeling tool for company-wide use (Java)
- Consulted clients in project management and business integration of predictive models with exceptional customer service and attention to detail
Confidential, San Francisco, CA
Co-Founder & Technology Lead
Responsibilities:
- Managed as one of two founders all day-to-day activities of a small startup (IT, HR, accounting, web presence, Internet sales infrastructure)
- Developed data warehouse for quantitative marketing of CPG across various media channels (SQL Server)
- Performed ROI analysis for online and offline campaigns and improved customer targeting by creating more accurate customer profiles
Confidential, Houston, TX
Quantitative Analyst & Developer
Responsibilities:
- Re-designed and expanded procedures for derivatives-based predictive modeling in an R&D company that designs, develops and applies advanced modeling technology for the financial markets operating a $100 million hedge fund. Held full responsibility for data ETL, cleaning, validation, and signal generation,
- Created a suite of C++ classes for daily and intra-day equity and option data (incl. the calculation of the implied volatility and other key derivative statistics).
- Fine-tuned existing basic strategies, enabled a more reliable and successful predictive signal used in trading, and improved the overall quality of option signals (Matlab).
