Miguel Lacerda

Miguel Lacerda Email and Phone Number

Director, AI Enablement @ Balyasny Asset Management L.P.
Toronto, ON, CA
Miguel Lacerda's Location
Toronto, Ontario, Canada, Canada
About Miguel Lacerda

I am an experienced data science executive and academic with a proven track record in building analytics solutions and providing technical leadership. I am currently a Senior Data Scientist and Head of the Data Science & AI Academy at Balyasny Asset Management in Toronto. Prior to this, I was the Chief Data Scientist at an AI-driven financial asset manager, where I established and led the data science activities at the firm. I have also served as the Head of Advanced Analytics at a large financial services group, leading a team of data scientists solving complex business problems using cutting-edge machine learning algorithms and statistical models. I hold a PhD in Mathematics from the University of Galway, and worked in academia for 8 years before moving into the private sector. During this time, I gained a solid technical foundation in data science and statistical learning and mastered the ability to communicate complex concepts to non-experts. I published 16 peer-reviewed articles in leading journals, led the development of the first interdisciplinary master’s degree in data science in the country, and received a Distinguished Teachers Award for exceptional teaching, postgraduate supervision and curriculum development.My areas of expertise include: Data Science | Machine Learning | Artificial Intelligence | Advanced Analytics | Statistics | Data Visualisation | Data-Driven Decision Making | Training & Mentoring | Professional Communication | Project ManagementMy toolkit includes: R | Python | Tensorflow | Amazon Web Services | R::Shiny | Tableau | SQL

Miguel Lacerda's Current Company Details
Balyasny Asset Management L.P.

Balyasny Asset Management L.P.

View
Director, AI Enablement
Toronto, ON, CA
Website:
bamfunds.com
Employees:
2231
Miguel Lacerda Work Experience Details
  • Balyasny Asset Management L.P.
    Director, Ai Enablement
    Balyasny Asset Management L.P.
    Toronto, On, Ca
  • Balyasny Asset Management L.P.
    Senior Data Scientist
    Balyasny Asset Management L.P. Sep 2024 - Present
    Chicago, Illinois, Us
  • Balyasny Asset Management L.P.
    Head Of Data Science & Ai Academy
    Balyasny Asset Management L.P. Sep 2023 - Aug 2024
    Chicago, Illinois, Us
  • University Of Waterloo
    Data Science Advisory Board Member
    University Of Waterloo Jan 2024 - Present
    Waterloo, Ontario, Ca
    Industry advisor and panelist for the interdisciplinary Masters program in Data Science and Artificial Intelligence
  • Differential Capital
    Chief Data Scientist And Executive
    Differential Capital Dec 2018 - Aug 2023
    Johannesburg, Gauteng, Za
    I led all the data science activities at the firm, while fostering a culture of scientific discipline and data-driven decision making. As a founding member, I established the data science capabilities at the firm from scratch, building numerous end-to-end data pipelines and providing mentorship to team members working in the analytics space. I developed an optimisation engine that is at the core of the firm's asset allocation process, trained machine learning algorithms that produced profitable trading strategies and built several interactive dashboards to visualise and explore the insights from statistical models. I also served as a member of the firm's executive team, driving the strategic direction of the business.
  • Ixperience
    Head Teacher: Data Science & Artificial Intelligence
    Ixperience May 2021 - Aug 2022
    Cape Town, Western Cape, Za
    I taught online courses in data science, including python programming and machine learning.
  • Momentum Metropolitan Holdings Limited
    Group Head: Advanced Analytics
    Momentum Metropolitan Holdings Limited Aug 2018 - Nov 2018
    Centurion, Gauteng, Za
    As the Head of Advanced Analytics for the Momentum Metropolitan Group, I led a team of data scientists who developed and applied cutting-edge machine learning algorithms and statistical models to solve diverse problems across various businesses. The projects included object detection in images, sentiment analysis from voice data, AI-driven fund management and more traditional supervised and unsupervised learning. We worked closely with the Consumer and Market Insights team to deliver a complete analytics solution that included how to best act on the information that we provided. I also assisted senior executives and HR in understanding the role of data science and analytics in the organisation.
  • Momentum Metropolitan Holdings Limited
    Lead Data Scientist
    Momentum Metropolitan Holdings Limited Sep 2016 - Jul 2018
    Centurion, Gauteng, Za
    I was responsible for developing machine learning algorithms to extract actionable information and make predictions to inform business decisions in the health insurance space. This included the development of clinical algorithms to predict disease onset and hospitalisation risk, as well as algorithms to improve operational processes, such as automated email classification, churn modelling and fraud detection. I used a combination of R, Python and Tensorflow.Some specific projects:(1) AI-Driven Health Risk ManagementI developed machine learning algorithms to predict hospitalisation risk for high-cost diseases and identify the key factors that contribute to an individual's risk. These were combined to obtain an aggregate health risk score and profile for each member that is currently used to prioritise case management and guide the intervention strategies at MMI Health.(2) Automated Email ClassificationThe HIV contact centre is inundated with emails that are manually reviewed and forwarded to the appropriate team for processing. Using a combination of feedforward and convolutional neural networks programmed in Tensorflow, I developed a system that can automatically classify an email based on the images and text that appear in the attachments, so that it can be forwarded to the correct department without human intervention. The classifier had an accuracy of 98%.(3) Fraud DetectionI worked on a Bayesian fraud detection model to identify whether provider claims were unusual given the hospitalisation probabilities associated with the claims.(4) Predicting Fitness for DutyI trained a continuous-time Markov chain with time-varying covariates to predict whether a member of the South African police force would be fit for duty at a future time point. The model could also suggest reasons why a policeman/woman might become unfit for duty so that an intervention could be effected immediately to prevent this.
  • University Of Cape Town
    Lecturer / Senior Lecturer
    University Of Cape Town Sep 2009 - Jul 2017
    Cape Town, Western Cape, Za
    This role had research and teaching responsibilities. My research involved adapting and developing new statistical modelling and data science techniques to solve real-world problems from various fields, ranging from economics to the health sciences. This often involved collaborating with colleagues without a formal quantitative background. I published 16 peer-reviewed articles in leading journals, presented my work at several international conferences and was a nationally recognised researcher (rated by the National Research Foundation of South Africa). I taught and convened various undergraduate and postgraduate courses in statistics and data science, and designed the syllabus and material for many of these. Through this experience, I developed a deep-set passion for teaching and supervision and enjoyed thinking about how I could make difficult content accessible to my students. I led the development of the first interdisciplinary master’s degree in data science in the country, aimed at working professionals, and introduced a new undergraduate programme in business analytics. I supervised many postgraduate students, most of whom graduated with distinction. My efforts were rewarded with a Distinguished Teachers Award, the highest university accolade awarded to only a handful of academics for exceptional teaching, curriculum development and supervision.

Miguel Lacerda Skills

Data Analysis Statistics Statistical Modeling R Bioinformatics Biostatistics University Teaching Statistical Data Analysis Research Analytics Statistical Computing Computational Biology Genomics Science Latex Phylogenetics Population Genetics Stochastic Processes Molecular Biology Microsoft Excel Lecturing Machine Learning Data Science

Miguel Lacerda Education Details

  • University Of Galway
    University Of Galway
    Mathematics
  • University Of Cape Town
    University Of Cape Town
    Statistical Sciences
  • University Of Michigan
    University Of Michigan
    Icpsr Summer Program In Quantitative Methods Of Social Research
  • University Of Cape Town
    University Of Cape Town
    Quantitative Management

Frequently Asked Questions about Miguel Lacerda

What company does Miguel Lacerda work for?

Miguel Lacerda works for Balyasny Asset Management L.p.

What is Miguel Lacerda's role at the current company?

Miguel Lacerda's current role is Director, AI Enablement.

What schools did Miguel Lacerda attend?

Miguel Lacerda attended University Of Galway, University Of Cape Town, University Of Michigan, University Of Cape Town.

What skills is Miguel Lacerda known for?

Miguel Lacerda has skills like Data Analysis, Statistics, Statistical Modeling, R, Bioinformatics, Biostatistics, University Teaching, Statistical Data Analysis, Research, Analytics, Statistical Computing, Computational Biology.

Who are Miguel Lacerda's colleagues?

Miguel Lacerda's colleagues are Nataliya Serafym, Luke Blanchfield, Michael Moretti, Dhruv Verma, Andrew Gordon, Alexander Tammany, Michael Zhang Qirui.

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