Position: Data Scientist/Analyst
Category: Data Science
English level: fluent
Years of experience: 0.5

RELEVANT
COURSEWORK
UCSD:
Convex Optimization and Applications Spr ’15
Applied Statistics Wint - Spr ’15
Design and Analysis of Algorithms Wint ’15
Machine Learning A,B Fall ’14 - Wint ’15
The Mathematics of Finance Wint ’14
Nonequilibrium Statistical Mechanics Wint ’14
Computational Physics Fall ’13
Coursera:
Algorithmic Toolbox Spr ’16
Applied Machine Learning in Python Fall ’17
Introduction to Data Science in Python Fall ’17
Math and Python for data analysis Fall ’19
Quantitative Developer in investment risk management team

•Maintained daily monitoring and commenting of VaR and margin exceptions in prime brokerage portfolios for Risk Management group.
•Prepared quarterly reports for the portfolios and assisted in explaining numbers of market driven exceptions to comply with Basel Accord.
•Developed in python (pandas) a tool to discriminate between market- and typical data-driven exceptions and to comment on them.
•Systematized data-driven exceptions and communicated detected issues to the IT team for resolution.