Jason Bates Email & Phone Number

Stafford, Va, Us

Developed and implemented commodity trading algorithm for wholesale electric energy marketso 60% return on investment for FY2020Built new PPNR benchmarking tool for Citibank for 2022 CCAR stress testo Uses Bayesian ensemble modeling to assess inter-model variability, identify model risk, and capture maximum information from limited dataInvented AI-based player analysis tool for in-game decision making for Tampa Bay Rays baseball

Stafford, Virginia, United States

As Director, Model Development I lead the quantitative modeling team for SCG's Alternative Strategies Fund.

Niskayuna, Ny

Research and model development with GE Research in Finance, Renewable Energy, Additive Manufacturing, and more.Invented a new, state-of-the-art model of credit losses due for GE Capitalo Non-Parametric Modeling – utilizes Bayesian network theory to accurately model multi-modal, non-linear behavior across a wide range of transactionsLead developer for equity stress testing model for North American energy portfolioLead development of a new software product predicting… Show more Research and model development with GE Research in Finance, Renewable Energy, Additive Manufacturing, and more.Invented a new, state-of-the-art model of credit losses due for GE Capitalo Non-Parametric Modeling – utilizes Bayesian network theory to accurately model multi-modal, non-linear behavior across a wide range of transactionsLead developer for equity stress testing model for North American energy portfolioLead development of a new software product predicting dynamics of the wholesale energy markets for use with Wind Farm siting and operationo Risk Analysis – developed Bayesian statistical models to assess tail risk in extremely volatile market and develop risk-aware market strategiesDesigned and implemented Statistical Process Control software products for GE Additiveo Physics-based Modeling – created novel software calibration scheme based on optical physics combined with empirical data analysis Show less

Taipai, Taiwan

Independent research in quantum field theory, quantum Brownian motion, and stochastic gravity Developed a spectral technique for computing stochastic realizations of quantum fluctuations of matter fields (including Gaussian and non-Gaussian fluctuations)

Winston-Salem, Nc

Research in quantum field theory and stochastic gravity

Doctor Of Philosophy (Phd), Physics

Bachelor Of Science (Bs), Physics