Vaughn Edward Gambeta, Masc Email & Phone Number

Toronto, Ontario, Canada

Toronto, Ontario, Canada

• Fulfill a quantitative development role for a large risk management architecture modernization project spanning procedural analysis, algorithm design, software development and financial model re-design.
• Evaluate risk component models, implement in production grade Matlab code.
• Build, improve, optimize and maintain legacy Matlab code architecture.
• Develop reporting and monitoring tools in Python/Matlab for 1st line risk team.
• Conduct academic and industry research to design stress models and achieve team and regulator buy-in.

Toronto, Canada Area

• An early phase FinTech start-up that focuses on bond credit analysis and evaluation processes in global capital markets. As a ML R&D specialist, I research, develop, and tune machine learning models to predict bond.
• Ideate and build platform backend leveraging machine learning and advanced data analysis techniques to develop quantitative predictive models using regression, xgboost and neural networks.
• Develop predictive features for the probability of default of public companies.
• Tune and optimize ML models for bias-variance trade-off and performance.
• Create maintainable, testable, production-grade object-oriented Python code.
• Leverage, aggregate and manipulate large financial datasets efficiently via parallel processing and multi-threading.

Toronto, Canada Area

• Apply quantitative expertise to the development of an in-house asset valuation model for liquid alternative financial products, fixed income and derivatives.
• Evaluate financial product risk levels through quantitative methods, includinghistorical simulation, drawdown analysis and value-at-risk (VaR).
• Create ad-hoc portfolio simulations with equities, bonds, options, and ETFsusing Monte-Carlo, Binomial Lattice and Black-Scholes asset valuation.
• Generate well-documented and commented software tools in Python code.

Toronto, Canada Area

Calgary, Alberta

• Played an instrumental role in the growth and success of a directional drilling company as operations and technical manager
• Defined operational procedures and implemented a cloud-based information management & reporting platform
• Collaborated with top management executives to develop strategies for operational efficiency
• Reported on financial and managerial operations
• Developed profitability models on new and potential client projects

Toronto, Ontario

On-Site numerical and statistical control of processes’ of product manufacturing through large scale six sigma and lean events to drive up production capacity whilst limiting quality deviations. Successful ramp-up of Canada’s leading solar plant.

Toronto, Canada Area

Toronto, Canada Area

In-situ lab experiments and empirical research of composite material on the non-parametric influence of fibre, glass and polymer on the strength, glass transition and load bearing properties of the material in regard to longevity.