Josef Sabuda Email & Phone Number

Chicago, Il, Us

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.

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

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

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.

Master Of Science, Mechanical Engineering

Recipient of the Shang-Li and Betty Huang Endowed Graduate Fellowship Fund in Mechanical Engineering at Caltech (California Institute.

Dual Bachelor'S Degrees, Engineering Mechanics, Mathematics

Activities and Societies: Society of Engineering MechanicsMinor in Computational Science and Engineering EM Secondary Field: Non-Linear.