Provided technical and analytical leadership to the Products Team by developing risk models and metrics for Key Performance Indicators (KPI).- Used machine learning techniques (decision trees, random forest, and logistic regression) to identify high-risk transactions by modeling ACH and debit return probabilities. Packages include sklearn, lightgbm, xgboost, numpy, pandas, and matplotlib. - Managed the Development team for risk models deployment by creating requirements and specifications documents, implementation designs, testing/validation plans, and product rollout procedures on AWS.- Produced and implemented (in Tableau) analytics and visualization reports for KPIs. Examples include growth forecasting for revenue and cash deposits (curve smoothing) for Sales/Marketing and Banking Operations.- Designed and managed a SQL data warehouse that combines data from multiple divisions (e.g.: Sales/Marketing, Banking Operations, and Compliance) into a single efficient repository that enables data analysis.- Developed AML/BSA transactions monitoring system to track and report suspicious activity for Compliance by analyzing and modeling transactions patterns by business type.

- Designed, implemented, and analyzed portfolio construction strategies using factor-based investing approach.- Created parallel processes for efficient computations of large volumes of daily security returns and its volatilities across all stock listings that critically feeds to Portfolio Management, attribution reporting system, ETF performance benchmarks, and Dimensional strategies indexes.- Produced a rules-based systematic algorithm for monthly securities universe selection using an iterative process with decision trees using R and SAS to choose a complete, investable universe of global securities for Portfolio Management and strategies research.

- Designed and constructed a platform for portfolio formation simulations using historical securities datasets that is an essential tool in developing investment strategies that supported Dimensional funds growth to hundreds of billions in assets.- Created a flexible portfolio rebalancing tool that financial advisors use to optimize explicit costs of rebalancing to target asset allocations against implicit costs of unattained asset targets using a statistical sampling methodology (Dirichlet).

- Data architect in building a flexible normalized database containing highly in-depth volumes of historical securities data from multiple vendors that is essential for empirical investment research and portfolio design.- Create algorithms to select security listings and its market and fundamentals data to feed to Trading and Portfolio Management- Develop a GUI application to search and view financial securities data from the data repository

Function as principal in creating a data collection/analysis application for High-Throughput-Screening (HTS) of fluorescence and luminescence imaging instrument for drug discovery (CellLux).Work with sales/marketing team to provide on-site cell assay imaging demonstrations and technical presentations/discussions for CellLux.