Michael S. Email & Phone Number

Calgary, Alberta, Canada

Calgary, Alberta, Canada

Calgary, Alberta, Canada

Designed and developed a machine learning based distributed platform for real-time analysis and recommendation for financial portfolio management. The system supports decision making strategies on profit maximization and risk management, while catering for each user's subjective market views and risk tolerance.The platform has been developed simultaneously with designated distributed cloud based architecture and is used for valuation and optimization of Energy portfolios of up-, mid- and down-stream assets (physical and financial contract), futures and options, as well as ETFs and equity.

Calgary, Canada Area

Spearhead R&D initiatives on development of analytics-based tools and processes to drive competitive advantage through optimizing the full corporate portfolio (assets and trading) and maximizing financial performance while meeting the corporate level constraints on cash-flow and risk.Led the research and development of data science algorithms and software development aspects of generic electricity and commodity price forecasting system. The model successfully captures unique characteristics of the complex energy markets and enhances power trading profitability.Researched and implemented the data science components of the portfolio optimization and asset allocation modules.Laid the algorithmic infrastructure for trading platform of futures and options based on statistical arbitrage.Developed analytics-based tools and algorithms necessary to provide automatic daily report for the front office.Provided scientific coaching / training to the analytics team.Developed Monte-Carlo based model for valuation of power plants. The system is used by the firm in the bidding process of purchasing new power facilities.

Calgary, Alberta, Canada

Calgary, Canada Area

Accountable for preliminary design and simulation of applications to accommodate the stochastic nature of the dataImplemented Neural Networks and Bayesian Inference for data clustering on the company’s main product. Worked on projects with small agile teams. The projects were managed using the Scrum development framework to meet requirements on rapid development and delivery on time.

Modern Quantitative Finance And Portfolio Management

Master Of Science - Ms, Aerospace, Aeronautical And Astronautical Engineering

Bachelor'S Degree, Aerospace, Aeronautical And Astronautical Engineering