Resume
Education
- 2013-2018
- PhD, Statistics University of Pennsylvannia, Wharton Statistics Department (4.0 GPA)
- thesis area: statistical machine learning using ensemble of trees methods
- 2006-2010
- BSc, Mathematics and Economics University of Chicago (3.91 GPA)
Employment
- June 2018 - Present
- Member of the Research Staff The Voleon Group
- researched and productized machine learning models used in critical parts of the firm’s trading infrastructure across all US equity strategies
- developed a web-app for visualizing historical strategy performance
- built and maintained components of the feature pipeline
- scrum master for US Equities team
- Summer 2016
- Quantitative Research Intern AQR Capital Management
- implemented tree ensemble methods to forecast equity returns
- June 2010 - November 2012
- Senior Associate Economist Federal Reserve Bank of Chicago
Consulting Experience
RealTime Macroeconomics
- constructed an automated AWS pipeline for webscraping daily online job listings and distributing to subscriber list
- aggregated and visualized data to show employment trends at the local and national level
Welligence
- wrote webscrapers to collect oil well output for South American oilfields
- created models to forecast weekly production
EdViz
- developed web-based R Shiny dashboard to visualize patient flow in the emergency department
Technical Skills
- software: expert in R (author of R packages on CRAN; 10+ years), proficient in Python (6+ years), moderate experience with SQL, C++, linux bash scripting, Shiny web app development, version control
- research: expert in tree ensemble methods, experience with deep learning (NIPS publication) using Keras and Tensorflow, large scale optimization