As a data scientist / developer / financial modeller, I have worked in blue chip companies such as JPMorgan and Bank of America. Examples of tasks with which I could assist include 1) assessing the profitability of project 2) conducting quantitative market research, and 3) analysis of data.
• Managing a software engineering & actuarial reporting team in a hands-on role at Allianz (Aug 2024 – Present). Building data pipelines in SQL & Python, developing quantitative models in Python (NumPy, Pandas) & machine learning. Excel to Python migration. • Data Scientist at Haleon, a FTSE-100 pharmaceutical company (Oct 2023 – Jun 2024). Time series, machine learning, pricing model development in Python (NumPy, Pandas). • Lead Data Scientist at Apollo Tyres (Sep 2022-May 2023). Time series, machine learning, Monte Carlo simulation for commodity, energy pricing, IoT & supply chain logistics in Python & C++. • Data Engineer at Fintech client (May 2022-Jul 2022). Writing APIs & C# to Python migration. • Stress Testing Manager/Risk Quant Analyst at NatWest (Jun 2021-May 2022): sole quant migrating, with 100% accuracy, SAS LGD model to Python using NumPy, Pandas, linear algebra. • Software Engineer/Data Engineer at Bank of America (Jul 2020 – May 2021). Programming risk application using microservice-based architecture (APIs). • Quantitative Analyst for Insurtech client (Feb 2020 – Jun 2020). Risk modelling, longevity insurance pricing models, Monte Carlo simulations in C#, R and Python (NumPy, Pandas). • Head of Data Science & Analytics at Legal & General (Oct – Nov 2019). Data science strategy. • Quantitative Software Engineer at HSBC (Sep – Oct 2019), writing applications in Pandas and SQL. Migration of VBA code to Python. • Software Engineer at JPMorgan (Sep 2018 – Jan 2019), Python sales-trading code for credit derivatives. Trader support. • Manager of part of a S&P Global (Crisil) consultancy team at Bank of America (Apr 2017-Sep 2018). • Software Delivery Manager of 16 freelancers. Authoring derivatives pricing and risk code in Python, VBA & C++ (Jan 2009-Apr 2017). • Development & testing of VBA at Chubb Insurance (Nov 2016 – Feb 2017). • Data science/strategy at BT (2007-9) and leading 3 teams concurrently, including data science.