Jim Duncan Email & Phone Number

Reston, Virginia, Us

Took a NLP proof of concept in a SageMaker notebook, and spearheadedeffort to turn the logic into an event driven ML pipeline using Lambdas,custom asynchronous Sagemaker Endpoints, RDS, & QuickSight. Used inproduction on a daily basis. Final product- Identifies pertinent topics by extracting keyphrases in anunsupervised manner using pretrained language models andparts-of-speech-ML pipeline derived keyphrases from ~350K documents andsummarizes results on QuickSight dashboard. Pipeline automaticallyscales to handle larger than average data pulls.- Dashboard used to identify current & emerging topics for businessowner of dataset-Single click deployment of pipeline via CloudFormation and Jenkins

Reston, Virginia, Us

Used AWS Glue to create significant efficiencies in a quarterly Risk Modelupdate. Previous updates were run locally and took ~ 80 hours to complete.Utilizing concurrent jobs in Glue, decreased update time down to ~4 hours.Work as recognized as significant enough to receive Ruby award for effort

Reston, Virginia, Us

Implemented novel graph based time-series anomaly detection approachusing Dynamic Time Warping and GraphX library. Recall of approach wasabove 90% for a population of ~100K data points

Rockville, Maryland, Us

Boulder, Colorado, Us

Projects:• Electric Vehicle Detection• Clustering Cyber• Fraudulent Event Detection

Dallas, Tx, Us

Profitably managed the natural gas & power options book. Helped create, price, and implement option strategies to protect the P&L on Luminant’s lignite and natural gas assets. Worked with Intercontinental Exchange to implement a new cleared natural gas GDD option necessary to manage end user risk—previously options had been OTC. Proven ability in ERCOT options to consistently make accurate markets over a period of time. Created and maintain an up to date Natural Gas vol skew model.Modeled real options of power plants using VBA & Excel o Created a UI that allowed the user to cleanly and easily manipulate numerous inputs o Model pulled pertinent data from a variety of sources o End product allowed for an easy diagnostic of the drivers in the value change

Dallas, Texas, Us

•Adeptly provided reporting on LUME consolidated option roll-off risk •Implemented a previously unreported risk – the ineffectiveness of our fundamentals based heat rate compared to the market heat rate

Dallas, Texas, Us

•Accurately & promptly provided both Gas & Power exposure to upper management that Luminant had with Lehman the day Lehman filed for bankruptcy •Experience in modeling, pricing, and analyzing the profit drivers of both vanilla and exotic natural gas, power, emission and weather options•Utilized Excel, VBA, & SQL to provide daily P&L, positions, and ad hoc analysis for our Nat Gas, Power, Emissions, Coal, Oil, Weather, and Options books•Supported Natural Gas traders in both the Physical and Financial spaces•Implemented an extrinsic model of our Gas Plant fleet •Performed liquidity analysis using CME SPAN software on the impact of potential trades on our overall portfolio•Communicated daily with our Exchange brokers to confirm and reconcile margin and trades for the day

Master Of Science - Ms, Computer Science

Master’S Degree, Operations Research With A Specialization In Finance

Bachelor’S Degree, Mathematics

Bachelor’S Degree, Electrical Engineering