Senior Data Science Engineer Resume Holmdel, NJ - Hire IT People

PROFESSIONAL PROFILE

A versatile engineer, data scientist, mathematician and probabilist
Probability Theory and Mathematical Statistics
Data analysis time series and forecasting, including anomaly detection, estimation, inference, hypothesis testing, regression analysis, life time analysis models, parametric and semi - parametric methods, data visualization, machine learning, Monte Carlo simulation and variance reduction techniques, stochastic calculus and ordinary stochastic differential equations
Mathematics of finance including modeling asset returns, Markowitz portfolio theory, value-at-risk, expected shortfall, Black-Scholes analysis, pricing American and European style options, Capital Asset Pricing Model, General Risk-neutral Asset-pricng.
Independent research in econometrics A critique of CER model and Asymmetry of Stock Returns distribution
Asymptotic methods and Perturbation Theory
Differential equations and numerics
Graph Theory, knowledge of graph algorithms, critical path analysis, maximum-flow-minimum-cut algorithms

COMPUTING SKILLS:

R statistical programming language (RStudio, Shiny)

Proficient in SQL and HiveQL, Sparklyr

Matlab and Octave

C++/STL

Knowledge of Python

Microsoft Office

Linux/Unix environment and Cygwin

WORK EXPERIENCE:

Confidential, Holmdel, NJ

Senior Data Science Engineer

Responsibilities:

Statistical analysis of lifetime survival data using parametric and semiparametric models (Cox proportional hazards)
Mentoring and knowledge transfer

Tools: used: R, RStudio, ODBC, Sparklyr, SQL, Hive, Linux, Unix and Microsoft Office

Confidential, Schaumburg, IL

Principal Engineering Data Scientist

Responsibilities:

Time series analysis and forecasting
Anomaly Detection
Providing leadership in Data Science by encouraging the use of quantitative analytics in decision making throughout the company
Knowledge transfer giving tutorials to groups and individuals
I was given the USCC 2H17 Excellence Award for just-in-time forecasting of USCC backhaul capacity needs

Tools: used: R, RStudio, ODBC, SQL, HiveQL, LaTex, Microsoft Office, Big Data Environment

Confidential, Chicago, Illinois

Senior Data Scientist

Responsibilities:

Predictive Analytics for Confidential
Built a model for predicting the likelihood of binds for new applicants
Built a retention model for Confidential clients
Built a model for predicting what set of products a visitor to Confidential websites might be interested in
Knowledge sharing by giving individual and group tutorials to coworkers
Fielding mathematical questions on an ad hoc basis

Tools: use: R, RStudio, SQL, Cygwin, Windows and Office, Microsoft SQL Management Studio

Confidential

Researcher

Responsibilities:

Carrying out independent research in financial econometrics, data analysis, time-series and forecasting. I post some of my results on GitHub

Tools: used: R, Matlab, RStudio, Python, Eclipse, LaTeX, Linux and Windows, Microsoft Office

Confidential

Consultant

Responsibilities:

Provided client with tutorial on the econometrics of stocks, and stock option pricing and derivatives
Provided code that implements the mathematics and also helps visualize the data

Tools: used: R, Matlab and LaTeX on Linux, Windows 7 and Microsoft Office, Visio

Confidential

Consultant

Responsibilities:

quantitative cyber-security and estimating network survivability

Tools: used: R and Microsoft Office on Windows 7

Confidential

System Architect

Responsibilities:

Architecture and algorithms for software-defined networks SDN, and mathematical modelling

Tools: used: C++/STL, Eclipse CDT, and OpenOffice on Linux

Confidential

Senior Developer

Responsibilities:

Carried out exploratory research, mathematical modelling and analysis and C++ development.

Tools: used: C++/STL, Microsoft Visual Studios, Microsoft Office

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Senior Data Science Engineer Resume

Holmdel, NJ

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