New York City Metropolitan Area
Engineering leader in the AI space. Specialization and interest in large scale AI models for language and vision understanding, as well as recommender systems. Experience leading teams across multiple regions to solve business problems in finance and technology industries.
Lead a team of researchers and engineers to build out data science initiatives in the Financial Modeling Group. Focus on application of machine learning and big-data technologies, with specialization in Natural Language Processing.
Leveraged financial models and quantitative concepts to develop into robust and efficient analytical applications: - Portfolio optimization tools (Asset Allocation with Mean Variance and Black-Litterman) - Statistical modeling to calculate probability of default - Loan pricing modeling by applying risk neutral valuation concepts to corporate loans - Identification of market trading signals (Sentiment Analysis)
- Modeled and analyzed cash flows of multifamily mortgage holdings to assess credit quality of client portfolios - Implemented and enhanced proprietary cash flow modeling software for municipal bond structuring - Interfaced with bond issuers to provide analytical solutions and meet financial performance objectives