Bio

Data scientist / quantitative professional specializing in machine learning, predictive analytics, risk management, quantitative software development and statistical data analysis. Specialties: predictive analytics | forecasting | statistics | fixed income | credit risk | structured products | stochastic modeling | numerical methods | software development. Programming Languages: R | C# | Perl | C | C++| Sybase | MS SQL | MDX | VBA | Python | Hadoop | VBScript | shell scripts | FORTRAN. Software Packages and Tools: QuantLib | OneTick | FINCAD | Yield Book | CMS | MATLAB | MS Excel | MS Access | Reuters | Bloomberg | RiskWatch. Shared code development: Git | SVN | MS TFS. Operating Systems: UNIX/Linux | Windows