building machine learning systems for business applications in enterprise level businesses. - Coded scalable machine learning technologies and new algorithms as a way to identify and execute the shortest path for the highest commercial impact and long-term value creation for large public companies. - Presented results of models and methodologies to senior decision makers, regulatory agencies, and clients, in order to enhance their business decisions. - Deployed and developed back tests and simulations for large enterprises, by architecting and implementing analytics and visualization tools. - Built and maintained optimization and machine learning classification models with time-series components. - Managed a team of 5 professionals in data science and engineering. - Designed and programmed machine learning system to forecast alpha in exotics datasets (labor market data, geo located area), for a global research and advisory firm. - Designed and programmed machine learning system for life insurance underwriting while reconciling long term objectives of risk management and underwriting divisions for a large Hong Kong based insurance company. - Clients included companies such as AIA, Gartner, Verizon Communications, James (acquired by Google) and hedge funds such as Elliott Management Associates and others.

James (formerly CrowdProcess) | Jul 2015 - Dec 2018

Advisor, Investor

Early stage coder, advisor and investor in Crowdproces (acquired by Google), a scientific tech company that leverages super computing and machine learning to deliver superior credit risk analysis and intelligence.

Ttwick | Jan 2010 - Dec 2015

CEO, Founder, Data Scientist - Quant

Founded a hyper-local search engine (intellectual property assets acquired by hedge fund Elliott Management) that, with the aid of data mining and machine learning, extracted knowledge from structured and unstructured public and private datasets, and served results to two distinct markets: the general public via a free mobile app, and commercial clients in the financial sector, via web app. - Pioneered one of the earliest platforms for the monetization of alternative data for investment management purposes. - Developed and coded key algorithms used at the core of search engines launched for web, Smart TVs, Android and iOS devices. - Ensured all search engines were coded and launched into the market on time and under budget. - Managed a team of 20 professionals, including data scientists, front and back end programmers, and designers in 3 different geographical locations.

Barclays Investment Bank | Sep 2008 - Mar 2009

Senior Vice President - Quant

Retained by Barclays re: Lehman Brothers Bankruptcy

Lehman Brothers | Jan 2008 - Sep 2008

Senior Vice President - Quant

Designed and marketed data intensive financial instruments, that with the use of machine learning, helped reduce the cost of financing, and/or hedge exposure to certain risks of the bank’s clients. - Accurately predicted revenues for film productions in need of equity and debt financing by building a machine learning model whose evaluation was used to design an equity linked note. - Identified and researched potential acquisitions in the US energy sector by collaborating with the M&A group and analyzing internal databases that coupled with a recommendation engine developed in-house, identified high likelihood of a successful transactional match. - Advised senior officials of governments, banks and multinational corporations interested in new products being developed by Lehman Brothers at the time. - Improved upon forecast accuracy for expected returns of certain deals through stress testing the performance of various non-financial assets, using a proprietary Monte Carlo model. - Worked collaboratively with fixed income research and quantitative traders to lead the design data science and time series analysis to evaluate different asset classes with potential for securitization, managing a team of 10 Jr. traders, analysts, and VPs.

SAGA Capital LLC | Feb 2005 - Jan 2008

Managing Director - Quant

Multiple executive roles, mainly working cross-functionally in the creation of risk assessment models and programming of data collection tools and analytical methods to evaluate new types of risks and rank them by profitability expectation. In charge of designing and launching new financial and insurance products in existing markets, as well as the creation of entirely new markets and after obtaining approval from relevant regulators.

Deutsche Bank | Jun 2000 - Feb 2005

Vice President - Global Investment Banking - Asset Backed Securities - Quant

AIG | May 1998 - Aug 1999

Senior Associate - Risk Finance / Special Opportunities - Quant

My Education

Take a look at my formal education

Master of Business Administration in FinanceAmerican University - Kogod School of Business | 1992

Engineer in Transportation, Hydraulics, Numerical AnalysisIUPFAN | 1987

About Me

Former quant, avid learner, algorithmic music composer. Love taking short classes in DataCamp and learning new things.

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