Mick Cooney Email & Phone Number

County Dublin, Ireland

Describe Data is an InsurTech start-up using alternative data sources, machine learning and AI to understand insurance risks. We have developed a proprietary analytical engine called “Kompreno”. By combining existing client data with a number of external data sources and using template and bespoke algorithms, Kompreno can provide detailed insights into.

London, United Kingdom

- Assisted the actuarial function of a speciality insurer with their loss-costing of property, casualty and binder business using modern applied statistical techniques such as Bayesian hierarchical modelling- Standardised and aggregated Bordereaux data files to allow insurers a single view of their risk- Advised credit institutions on the use of Survival.

London, United Kingdom

- Working with datasets over the full spectrum of structure and quality to assist clients in realising the value of the data they had collected as part of their normal operations- Helped both internal and external clients to understand the benefits of modern data technologies and the possibilities raised from the development of cutting-edge applied.

AIB Bankcentre, Ballsbridge, Dublin, Ireland

Assisted the Customer Analytics team on various internal projects to both analyse and improve customer interaction metrics.

- Statistical modelling with an emphasis on the Bayesian version of standard regression techniques- Bayesian modelling of changepoint and process change problems- Survival analysis techniques to help understand internal operational processes- Generation of fake data to assist in understanding modeling approaches- Use and implementation of spatial modeling.

Dublin, Ireland

- Implemented a trade simulator to understand position evolution and to assist in forecast evaluation- Implemented a backtesting system for the automated NAV calculation of option spread overlay strategies- Automated the generation of PDF reports based on the daily volatility forecasts- Reimplemented much of the forecasting technology for performance and.

Dublin, Ireland

- Configured servers, databases and websites, automated tasks through scripting, engaged in basic performance tuning- Maintained and configured servers and developed course completion system, interfacing with the Moodle system

Deployed and maintained hardware and software platform for a CEP system Designed and implemented a fully automated US / Canada Interlisted Arbitrage trading system on a CEP platform (Progress Apama) Developed prototypes for fully automated algorithmic trading strategies based on rebate-trading, pairs trading and mean-reversion Automated systems interface.

Used GARCH-based models to forecast equity option volatility Used Monte Carlo methods to model the equity option implied volatility skew Developed prototypes to model forecasting errors, risk management systems and dispersion trading

Dublin, Ireland

- Taught various basic computer skills courses to business and language students from first to final year- Helped define and shape curricula within guidelines for the institution- Taught quantitative methods courses for both first and second year students- Created and taught a course on innovation management for and MSc in Entrepreneurship

Phd, Computational Stochastic Mathematics

Msc, High Performance Computing

Ba (Mod.), Theoretical Physics