Josef Sabuda

Josef Sabuda Email and Phone Number

Chicago, IL, US
Josef Sabuda's Location
Chicago, Illinois, United States, United States
Josef Sabuda's Contact Details
About Josef Sabuda

Applied Mathematician | Data Scientist I am a data scientist and analytics professional at the Federal Reserve Bank of Chicago. I developed the Braced Fourier Continuation and Regression (BFCR) algorithm, a novel and efficient method for finding nonlinear regressions of, and outliers within, structured univariate data sets. With a strong academic foundation in mathematics and engineering, I have extensive experience in modeling and analyzing complex research problems using advanced mathematical techniques and numerical simulations.Technical Skills:- Programming: Python, R, Matlab, SQL- Machine Learning: Pytorch- Data Visualization: PowerBII hold an MS in Mechanical Engineering from Caltech, where I was awarded the Shang-Li and Betty Huang Endowed Graduate Fellowship Fund. I transitioned from pursuing a PhD to a career in quantitative business, finance, and banking. My undergraduate studies were completed at the University of Illinois at Urbana-Champaign, where I earned dual degrees in Engineering Mechanics (specializing in Nonlinear Dynamics and Computational Fluid Mechanics) and Mathematics (concentrating in Applied Mathematics), along with a Minor in Computational Science and Engineering.

Josef Sabuda's Current Company Details
Fourier Data Consulting LLC

Fourier Data Consulting Llc

View
Founder
Chicago, IL, US
Website:
chicagofed.org
Employees:
1462
Josef Sabuda Work Experience Details
  • Fourier Data Consulting Llc
    Founder
    Fourier Data Consulting Llc
    Chicago, Il, Us
  • Federal Reserve Bank Of Chicago
    Data Scientist
    Federal Reserve Bank Of Chicago Jan 2022 - Present
    Chicago, Illinois, United States
    The Chicago Fed is a part of the Federal Reserve System—the United States’ central bank— serving the seventh district, a region made up of Iowa, most of Illinois, Indiana, Michigan, and Wisconsin. The Chicago Fed contributes to the creation of national monetary policy, supervises and regulates banking organizations, and provides financial services to banks and similar institutions, as well as to the U.S. government.As a member of the supervisory and regulatory reports team, I use algorithms, internal tools, and domain expertise to analyze regulatory financial data submitted by various financial institutions. Specifically, my work is to identify anomalous behavior and ensure data is fit for use before being passed on to decision makers. I also design software and develop algorithms that facilitate operational efficiency across the Federal Reserve system.Project Highlights:• Designed a novel anomaly detection algorithm called Braced Fourier Continuation and Regression (BFCR) to automate the process of identifying unusual activity in general financial data. Among other things, BFCR detects anomalies adaptively based on the behavior of the given dataset, is robust and can be used on any dataset regardless of structure, and is computationally efficient with a computational complexity of O(n*log(n)), where n is the number of points in the dataset. • Created automation software which, based on user selections, automatically runs SQL queries, builds reports, and attaches said reports to properly formatted emails with standardized language to facilitate respondent communications. Received a division-level operational excellence award for this work at the end of 2022.
  • Red Chalk Group
    Consultant
    Red Chalk Group Mar 2020 - Dec 2021
    Chicago, Illinois, United States
    Red Chalk Group is a boutique professional services and strategy consulting firm focused on growth, strategy, disruption, and investment opportunities. In this role I had a variety of responsibilities/provided various services to clients; including carrying out quantitative analyses, creating/editing presentation materials, having regular client engagement, articulating findings and data stories to stakeholders, as well as managing consulting engagements.Project highlights include:• For a commercial product manufacturer - Performed detailed market analysis to create a near-term pricing strategy for a niche product; including competitive analysis, segmentation of producers/potential entrants, and competitor variable production cost modeling to show the magnitude of the client's production cost advantage• For an insurance start-up - Worked with stakeholders to build a core insurance underwriting framework by structuring and statistically weighting a collection of risk related questions based on insured risk profiles while facilitating the automation of risk scoring. Oversaw the creation of the finished product• For an international traffic camera company - Conducted analysis to identify and model attractive markets for international expansion based on a variety of urban data. Defined value metrics and built country- and city- centric addressable market models under reasonable market assumptions
  • Caltech
    Graduate Student, Mechanical Engineering; Computational Fluid Dynamics / Machine Learning
    Caltech Sep 2017 - Mar 2019
    Greater Los Angeles Area
    As a graduate student who focused on computational fluid mechanics research, mathematical modeling, and machine learning my coursework included classes in: • Numerical Analysis/Solutions to PDEs• Machine Learning; both Theoretical and Applied• Bayesian Statistics• Applied Mathematical Methods• Abstract Linear AnalysisAfter deciding to forgo my PhD, I also took classes in Applied Corporate Finance and Investment Banking
  • University Of Illinois At Urbana-Champaign
    Research Assistant; Nonlinear Dynamics And Computational Fluid Mechanics
    University Of Illinois At Urbana-Champaign Aug 2015 - May 2017
    Urbana-Champaign, Illinois Area
    As a Research Assistant at the Linear and Nonlinear Dynamics and Vibrations Laboratory, I supported research under Professor Alexander Vakakis, Professor Lawrence Bergman, and Professor Arne Pearlstein.Project work:• Utilized HPC machines Edison and Cori at NERSC (Department of Energy supercomputing center) to run Nek5000 spectral element code to study problems in fluid mechanics, namely the onset of wake instabilities due to vortex shedding over bluff bodies. Leveraged Python and MATLAB for post-processing and analysis of generated data.• Oversaw the design and development of a website and online flow simulation tool to teach high school and college students about introductory fluid mechanics and vortex-induced vibration.
  • Mrl Industries
    Intern
    Mrl Industries Jun 2014 - Aug 2014

Josef Sabuda Skills

Microsoft Office Powerpoint Public Speaking Teamwork Microsoft Word Microsoft Excel Windows English Analysis Matlab Engineering Research

Josef Sabuda Education Details

Frequently Asked Questions about Josef Sabuda

What company does Josef Sabuda work for?

Josef Sabuda works for Fourier Data Consulting Llc

What is Josef Sabuda's role at the current company?

Josef Sabuda's current role is Founder.

What is Josef Sabuda's email address?

Josef Sabuda's email address is js****@****alk.com

What schools did Josef Sabuda attend?

Josef Sabuda attended Caltech, University Of Illinois At Urbana-Champaign.

What skills is Josef Sabuda known for?

Josef Sabuda has skills like Microsoft Office, Powerpoint, Public Speaking, Teamwork, Microsoft Word, Microsoft Excel, Windows, English, Analysis, Matlab, Engineering, Research.

Who are Josef Sabuda's colleagues?

Josef Sabuda's colleagues are Charles Schmittel, Jacob Noble, Hana Kajtazovic, Robbie Alleyne, Peter Jett, Jing Zhang, Jonas Fisher.

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