Senior Data Scientist and Project Manager PSD2
PRAGMALAB GmbH
Keywords
Skills
Machine learning, Deep learning, Data Analysis, Data Visualization, Digital Signal processing, Regression, NLP, Active Learning, Symbolic Regression, Genetic Programming, LSTM, ARIMA, Google BERT, Advanced Analytics, Nolinear Dynamics, Stochastic Processes
C, C++, C#, Java, Scala, Python, R, SAS, MATLAB, x86ASM, JS, PHP
Word, Excel, PowerPoint, Access, Outlook, Lotus Notes, LaTeX, LyX, JasperReports,
Oracle, MS SQL Server, OrientDB, Hadoop, Spark, Kafka, SAP,
JNI, AWS, pandas, numpy, scikit-learn, tensorflow, requirement analysis, data mining, data migration, data security, JavaScript, ApacheCamel, Refactoring, gradient descent, SQL, VBA, Data Science, data mapping, Excel/Access VBA, DWH, Oracle/PL-SQL, JIRA, Excel/Access, Bayesian, mySQL,
Front Arena, SimCorp Dimensions, ZEB.Control, OpenRiskEngine, HP ALM, Analytics,
C, C++, C#, Java, Scala, Python, R, SAS, MATLAB, x86ASM, JS, PHP
Word, Excel, PowerPoint, Access, Outlook, Lotus Notes, LaTeX, LyX, JasperReports,
Oracle, MS SQL Server, OrientDB, Hadoop, Spark, Kafka, SAP,
JNI, AWS, pandas, numpy, scikit-learn, tensorflow, requirement analysis, data mining, data migration, data security, JavaScript, ApacheCamel, Refactoring, gradient descent, SQL, VBA, Data Science, data mapping, Excel/Access VBA, DWH, Oracle/PL-SQL, JIRA, Excel/Access, Bayesian, mySQL,
Front Arena, SimCorp Dimensions, ZEB.Control, OpenRiskEngine, HP ALM, Analytics,
Project history
02/2018
-
Present
Account Information Service Provider under EU PSD2 Regulation
PRAGMALAB GmbH Berlin
* Regulatory EU Payment Service Directive 2 requirement analysis
* Management of a BAFIN application as a registered PSD2 Account Information Service Provider
* Elaboration of commercial account information indicators and respective quantitative models
* Account information related data mining and statistical analysis, model calibration and
validation
* Coordination of business analysis and project management of the corresponding IT
implementation
* Definition of the necessary PSD2 transaction banking interfaces and data migration
activities, esp. transition to the ISO-20022 data household and new data security standards
* Preparation of statutory PSD2 and DGPR compliance documentation
* Technology: AWS, Scala, JavaScript, ApacheCamel, OrientDB, Python (pandas, numpy, genism,
scikit-learn, tensorflow), Semi-supervised Machine Learning, Google BERT, ULMFit, Active
Learning
PRAGMALAB GmbH Berlin
* Regulatory EU Payment Service Directive 2 requirement analysis
* Management of a BAFIN application as a registered PSD2 Account Information Service Provider
* Elaboration of commercial account information indicators and respective quantitative models
* Account information related data mining and statistical analysis, model calibration and
validation
* Coordination of business analysis and project management of the corresponding IT
implementation
* Definition of the necessary PSD2 transaction banking interfaces and data migration
activities, esp. transition to the ISO-20022 data household and new data security standards
* Preparation of statutory PSD2 and DGPR compliance documentation
* Technology: AWS, Scala, JavaScript, ApacheCamel, OrientDB, Python (pandas, numpy, genism,
scikit-learn, tensorflow), Semi-supervised Machine Learning, Google BERT, ULMFit, Active
Learning
01/2018
-
Present
Head of Advanced Analytics and AI
PRAGMALAB GmbH
PRAGMALAB GmbH Berlin
* Development of production-ready end-to-end Machine learning products using advanced methods
like deep learning, semi-supervised learning, active learning, nonconvex hyperparameter
optimization
* Advanced Analytics Research team lead with a variety projects like Financial Data Analysis
(Time Series Forecasting using RNN), fake news detection, intelligent lexical matching, high
performance audio signal processing
* Methods: Gradient Boosting Trees, Gaussian Process Regression, Google BERT, ULMFit, Advanced
NLP, Semi-supervised Machine Learning, Active Learning, Transfer Learning..
* Technology: Java, JNI, Scala, AWS, OrientDB, Python (pandas, numpy, genism, scikit-learn,
tensorflow, pytorch)..
* Development of production-ready end-to-end Machine learning products using advanced methods
like deep learning, semi-supervised learning, active learning, nonconvex hyperparameter
optimization
* Advanced Analytics Research team lead with a variety projects like Financial Data Analysis
(Time Series Forecasting using RNN), fake news detection, intelligent lexical matching, high
performance audio signal processing
* Methods: Gradient Boosting Trees, Gaussian Process Regression, Google BERT, ULMFit, Advanced
NLP, Semi-supervised Machine Learning, Active Learning, Transfer Learning..
* Technology: Java, JNI, Scala, AWS, OrientDB, Python (pandas, numpy, genism, scikit-learn,
tensorflow, pytorch)..
01/2017
-
06/2019
Quantitative Analyst and Developer Risk Engine
Aareal Bank
Risk Simulation and P&L Explanation Library
Aareal Bank Wiesbaden
* Refactoring of an existing QuantLib risk control system
* Architectural re-design of the bank's risk-control simulation landscape
* Elaboration and validation of product specific system improvements and/or new modules
* Implementation of enhancements and cross-testing within the team
* Bond Price Estimation using conjugated gradient descent optimization
* Data analysis and result plausibilization
* Documentation of resulting modules
* Technology: C++, SQL, VBA, Python (pandas, plot.ly, numpy etc.)
Aareal Bank Wiesbaden
* Refactoring of an existing QuantLib risk control system
* Architectural re-design of the bank's risk-control simulation landscape
* Elaboration and validation of product specific system improvements and/or new modules
* Implementation of enhancements and cross-testing within the team
* Bond Price Estimation using conjugated gradient descent optimization
* Data analysis and result plausibilization
* Documentation of resulting modules
* Technology: C++, SQL, VBA, Python (pandas, plot.ly, numpy etc.)
01/2017
-
06/2017
IFRS9 Data Household and Ad-Hoc Data Mining Analyst
Raiffeisen Landesbank Oberösterreich
Regulatory Impairment Reporting and Data Science Analysis
Raiffeisen Landesbank Oberösterreich Linz
* Modelling IFRS9 dataflows and interfaces incl. IFRS9 LLP engine data mapping from source
systems
* Gap Analysis regarding IFRS9 data household definition and reconciling of workarounds
* IFRS9 data science analysis ad-hoc datamining and results plausibilization (esp.
Impairments)
* Moderate a weekly cross-business working group and stakeholder management / documentation
* Technology: Oracle, Java, MS SQL Server, Excel/Access VBA, SAP BA, Front Arena, ZEB.Control,
SAS, SimCorp Dimensions, various in-house systems / DWH
Raiffeisen Landesbank Oberösterreich Linz
* Modelling IFRS9 dataflows and interfaces incl. IFRS9 LLP engine data mapping from source
systems
* Gap Analysis regarding IFRS9 data household definition and reconciling of workarounds
* IFRS9 data science analysis ad-hoc datamining and results plausibilization (esp.
Impairments)
* Moderate a weekly cross-business working group and stakeholder management / documentation
* Technology: Oracle, Java, MS SQL Server, Excel/Access VBA, SAP BA, Front Arena, ZEB.Control,
SAS, SimCorp Dimensions, various in-house systems / DWH
06/2016
-
11/2016
Machine Learning Consultant in Energy Time Series Forecasting Statistical / Environmental Model
Ambrosys GmbH
Ambrosys GmbH Potsdam
* Elaborate and code a new windmill network machine learning model
* Validation and hyperparameter optimization using Bayesian global optimization
* Implement a fully functional working solution
* Technology: Python, mySQL, MATLAB, Deep Learning, Gaussian Process Regession
* Methods: Symbolic Regression, Genetic Programming, Gaussian Process Regression, Deep Neural
Networks (RNN, LSTM, GRU), ARIMA etc.
* Elaborate and code a new windmill network machine learning model
* Validation and hyperparameter optimization using Bayesian global optimization
* Implement a fully functional working solution
* Technology: Python, mySQL, MATLAB, Deep Learning, Gaussian Process Regession
* Methods: Symbolic Regression, Genetic Programming, Gaussian Process Regression, Deep Neural
Networks (RNN, LSTM, GRU), ARIMA etc.
01/2016
-
11/2016
Quantitative and Business Analyst Regulatory Risk Models
Deutsche Bank AG
Deutsche Bank AG Frankfurt
* Implementation and testing of new regulatory reporting models, esp. CRD4 and BCBS239
* IFRS 9 concept and result simulation for SAP/BA IFRS9 Classification and expected credit
loss
* Support of Group Finance testing activities esp. functional test cases and ad-hoc datamining
* Technology: R, Python, Oracle/PL-SQL, SAS, JIRA, HP ALM, Excel/Access
* Implementation and testing of new regulatory reporting models, esp. CRD4 and BCBS239
* IFRS 9 concept and result simulation for SAP/BA IFRS9 Classification and expected credit
loss
* Support of Group Finance testing activities esp. functional test cases and ad-hoc datamining
* Technology: R, Python, Oracle/PL-SQL, SAS, JIRA, HP ALM, Excel/Access
01/2015
-
01/2016
Business Analyst and Quantitative Developer
Statistical Analysis Software; PRAGMALAB GmbH
Statistical Analysis Software
PRAGMALAB GmbH Berlin
* Concept and implement a greenfield rapid model prototype and datamining PL-tool
* Business analysis and testing of new PL-tool modules
* Design and implement regulatory and banking demo use cases
* Technology:AWS, R, Python, Java, OrientDB, Oracle/PL-SQL, JasperReports
PRAGMALAB GmbH Berlin
* Concept and implement a greenfield rapid model prototype and datamining PL-tool
* Business analysis and testing of new PL-tool modules
* Design and implement regulatory and banking demo use cases
* Technology:AWS, R, Python, Java, OrientDB, Oracle/PL-SQL, JasperReports
Local Availability
Open to travel worldwide
