Carlos Cabrera

Applied AI ML Lead, Vice President at JPMorgan Chase & Co.

Columbus, Ohio, United States

About

Experienced modeler, data scientist, researcher, and published author with expertise in statistical and machine learning models, banking/finance, and behavioral science. Enjoys challenges, teamwork, and contributing knowledge, curiosity, and enthusiasm toward the best outcomes to difficult problems and projects.

Experience

  • JPMorgan Chase & Co. (9 yrs 9 mos)
    • Applied AI ML Lead, Vice President
      Jun 2022 - Present · 4 yrs 2 mos

    • Quant Modeling Lead, Vice President
      Jan 2020 - Present · 6 yrs 7 mos

      Statistical modeling and analytics within CCB Treasury for driving product pricing strategy, ensuring compliance with Fed-mandated CCAR regulatory requirements, and informing internal budgeting decisions. Data engineering: developed data requirements, table design, algorithms for complex transformations, and construction of household level modeling data sets from landed transaction tables. Deposit product modeling: validation, EDA and data visualization, estimation, diagnostics, technical reporting and small scale implementation. Presentations for executive decision makers, model reviewers, client stakeholders. Recruitment: created and standardized interview questions related to scripting, modeling applications, and communication; conducted dozens of on-site interviews.

    • Quantitative Model Developer
      Nov 2016 - Dec 2019 · 3 yrs 2 mos

      Statistical modeling and analytics within Consumer and Community Banking divisions for Fed-mandated CCAR regulatory requirements (stress testing), and informing internal budgeting decisions. Deposit product modeling: validation, EDA and data visualization, estimation, model diagnostics, technical reporting and small scale implementation. Presentations for executive decision makers, model reviewers, client stakeholders. Recruitment: created and standardized interview questions related to scripting, modeling applications, and communication; conducted dozens of on-site interviews.

  • Research Consultant, Statistician at Self Employed
    Jul 2015 - Nov 2016 · 1 yr 5 mos

    Providing organizations with research/data-analytic services, technical reports, and data product design and content. Heartbeat International: designed and executed generalized linear mixed regression study to identify factors influencing client decision outcomes. Developed model diagnostics to assay model quality and reported results for consumption by technical and lay audiences. Spark Wave: assembled packages/functions for sundry analyses in R-based data-analytics web application; designed decision trees/tables incorporating user input and heuristics to guide selection of ad-hoc analytic procedures; developed automated outputs of graphs, tables, and text to help users understand their data and analytic results; created charts, tables, demonstrations, and technical material for online statistics dictionary. Secular Student Alliance: conducted survival analysis for nationwide student affiliate groups; developed scripts and procedures for data cleaning and preparation for statistical analyses.

  • Board Treasurer, Finance Committee Chair, Research Consultant at Intentional Insights
    Aug 2014 - May 2015 · 10 mos

    Served as Treasurer on Board of Directors, chaired finance committee, and delivered public presentations on behalf of the organization. Prepared organizing documents, accounting ledgers, tax documents, and end-of-year financial statements.

  • Post-Doctoral Research Associate at The Ohio State University
    Jan 2013 - Sep 2014 · 1 yr 9 mos

    Developed analysis to dramatically improve efficiency in broadly applied cognitive assessment schema; introduced novel experimental and statistical methods to measure reliability in group decision performance; managed thesis projects for undergraduate honors students; prepared and revised manuscripts for publication in high-impact scientific journals.

  • Post Doctoral Research Associate at University of Southern California
    Jan 2012 - Dec 2012 · 1 yr

    Developed formal methodology to recover respondents' underlying decision strategies during perceptual decision making; designed/implemented experiments investigating recovery of participant decision strategies during perceptual testing; presented original research at professional conferences.