Genady Yoffe Email & Phone Number

Chicago, Illinois, United States

• Algorithmic Trading Strategy for confidential client:
  
• Conceptualized, implemented, deployed, and maintained short-term sentiment analysis-based trading strategy.
  
• Combined NLP-analyzed social media sentiment with stock performance data in stats models to enhance trading decisions.
  
• Strategy generated over $1.9M in profits during peak periods and achieved Sharpe ratio of 2.4.
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  Logistics Optimization for Robertson's.
• Crafted sophisticated multi-step constrained optimization algorithm for ready mix delivery scheduling.
  
• Led team of data scientists to implement, deploy, and maintain pilot solution utilizing 120+ trucks (based on designed algorithm).
  
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Greater Chicago Area

• Improved ‘loanee payday’ model – to effectively set loan payback days (accuracy increase from 90% to 92%).
  
• Created ad-hoc payroll recognition model – to identify payroll stream in applicant bank statements.
  
• Established several fraud filters (which helped to decrease cost per funded by 15%).
  
• Created innovative features and optimized feature selection for customer eligibility model.
  
• Eligibility model enhancements secured more than extra $500,000 in loan repayments.
  
• Built AWS-based data pipeline.

• Maintained company's signature product for forecasting demand and establishing price elasticity estimates across high-profile CPG/Retail clients.
  
• Led consultant teams to adapt, tune, and customize products to align with clients' unique requirements and data specifics.
  
• Tuned solution upped 5-10% goods allocation throughout stores for multi-billion retailers.
  
• Designed, implemented, and productionalized new algorithms to enhance company's solution for forecasting demand.
  
• That includes 1) demand cannibalization impact functionality, and 2) incorporating advanced shrinking/selection multiple regression methods for establishing relevant demand drivers.
  
• These algorithmic enhancements improved overall solution’s prediction accuracy by 1.5-2%.

Chicago

1. Developed a C++ application for reconstructing complete pricing history of stock securities. The program cross-references multiple data files from different vendors (such as Bloomberg corporate actions feed, SunGard pricing files, etc). It analyzes corporate actions in order to accurately identify stocks of the same financial entity throughout its.

Chicago

Designed and developed massively parallel implementation
of QR factorization via Gramm-Schmidt orthogonalization for matrices of lower dimensions (about 32) on NVIDIA TESLA 2050 using CUDA framework.

Chicago

Data Mining: Cluster Analysis

 Created an efficient model for extracting elevation profiles from noisy and biased data for a new GPS product. The model was accepted by the company for the future development as a prototype of the product.

 Implementation: used R and igraph package.

 Used in-depth mathematics, statistics and.

Applied Numerical Analysis at MCS
Development of multigrid methods for solving nonlinear partial differential equations (C/C++)
(see technical report on the personal website for the obtained results)