Data Scientist
Current• Participated in the AI project initiation until it was centralized in the Madrid headquarter, contributed to covariate shift solutions in time-series forecast.• Developed quantitative models to test trading strategies using fine-tuned historical data or Monte Carlo generated data based on front office proposals. Collaborated with IT to deploy analytic codes into production systems. Took ownership of mini projects.• Executed the outsourcing project for quantitative test automation in the front office, ensuring knowledge transfer, assessing code quality, and optimizing algorithm efficiency. Contributed to the firm-wide transition project known as Technology Transform.• Spearheaded the in-house project MISCO Recon, automating data collection and reconciliation processes across Middle Office, Market Risk, and Accounting. The project success in NY led to its adoption in other regions, enhancing the global data platform MISCO. This platform now presents granular data uploaded from all geographies, offering insights at various levels and dimensions.• Developed Crystle toolkits for Accounting and Finance, streamlining month-end closing, forecasting, and budgeting processes. The toolkits leveraged SQL for the back-end database management, and Excel VBA and Python for the front-end data pooling and analysis tools. Provide ongoing support to Accounting and Finance teams for toolkit integration and utilization.
