We provide IT Staff Augmentation Services!

Data Scientist/engineer Resume

5.00/5 (Submit Your Rating)

NY

Hire Now

OBJECTIVE

  • Utilize knowledge in Computer Science, Machine Learning to build models and halp companies and organizations make data based, intelligent decisions.
  • Data and computer science enthusiast. Passionate about artificial intelligence. Strong experience in financial data. Interested in data mining wifin large sets of structured, semi - structured and unstructured data on a distributed system.

PROFESSIONAL EXPERIENCE

Data Scientist/Engineer

Confidential, NY

Responsibilities:

  • In charge of implementing a data mining system for P2P lending. Used historical sales number, social media data to better understand small business future receivable and built an auto-recommend system for teh lenders.
  • Built teh central data warehousing framework for analytics using NoSQL, SQL and MapReduce systems.
  • Utilized knowledge in machine learning, text clustering, information retrieval techniques on a distributed system.

Technology used: Spark, AWS, Java, Python, MapReduce, Hive, Cassandra, NoSQL

Software engineer and data engineer/scientist, Coastal Trading

Confidential, NY

Responsibilities:

  • Built a distributed system for risk modeling, utilized cluster to implement covariance matrix across different trading desks and used Monte Carlo simulation for different risk measurement calculation.
  • Used data mining, machine learning knowledge on social media, twitter data to recognize and classify teh emotional level, positive to negative on particular stock, and economics data.
  • Analyzed level 2 trading data. Used real time bid, ask price and size to locate hidden liquidity wifin teh market.
  • Implemented real time, multi-thread trading system based on factor models, option pricing, volatility prediction and portfolio optimization.

Technology used: R, Python, AWS, C#, Java, MapReduce, Hive, Decision trees

Software engineer, Madscan.com

Confidential, NY

Responsibilities:

  • Built a distributed system to support thousands of users on dat website. Implemented all technical indicators for stocks and ETFs.
  • Integrated fees from heterogeneous data sources into one consolidated database. Experienced ETL process
  • Automated teh daily production procedure; used messages to inform teh developers on teh team.

Technology used: C#, Java, SQL, MySQL

Confidential, NY

Software engineer

Responsibilities:

  • Responsibilities included: daily risk management; compose VaR reports for different equity and fixed income groups
  • Implemented user interface to company’s java based risk management system

Technology used: Linux, Unix, Java, SQL, Shell, Perl

TECHNICAL SKILLS

Machine Learning: classification, regression, clustering, feature engineering

Distributed Computing: Hadoop, MapReduce, Spark, Hive, Cassandra, NoSQL.

Statistical Methods: time series, regression models, hypothesis testing and confidence intervals, principal component analysis and dimensionality reduction, Monte Carlo simulation.

Software and Programming Languages: Python (scikit-learn, numpy, scipy, pandas), R (caret, dplyr, ggplot2, e1071), Java, Spark, Hive, Pig, SQL, Linux, Mysql

Finance: Option pricing, Passive, active, long-short strategies, alpha sources; risk models

Hire Now
Report an issue

We'd love your feedback!

Privacy Policy
Resume Categories
Client Services
Job Seekers
Visa Sponsorship