Engineer Software

BASSAM AOUN PhD ***** *** St NW, Edmonton, AB, CANADA

Data Scientist, Software Engineer Tel: +1-780-***-**** w ******.****@*****.***

PROFILE

• Six years experience as principal data scientist designing and implementing machine learning systems.

• Contributed high quality production code and developed internal systems as lead software engineer.

• PhD in Mathematics specialized in machine learning and statistical modeling.

• Master’s degree in Computer Science. 12 years of programming experience (R, Matlab, SQL, C++, Java,

Python)

• Possess the ability to think creatively and strategically. Able to go beyond number crunching to understand

strategic implications and identify business opportunities.

WORK EXPERIENCE

Quantitative Researcher May 09 – present

Alberta Investment Management Corp Edmonton, AB, Canada

Data Science Engineer: Responsible for the design, specification, testing, implementation, and maintenance of

significant learning systems. A variety of machine leaning methods are used to generate actionable trading

signals, critical to the management of more than $6 Billion.

Real-world data: Applied advanced statistical techniques to clean and normalize data: 1) missing values

imputation, 2) robust statistics and outliers’ detection, 3) dimensions reduction, and 4) features extraction.

Software Engineer: Contributed high quality production code implementing various machine learning and

statistical models (e.g., systems that generate automatic trading orders). Developed a comprehensive and

modular platform that accelerates the design and evaluation of learning systems to solve new problems.

Statistical Modeling and Optimization: Developed advanced statistical models currently used for risk

management and capital allocation across various funds, totaling more than $20 Billion.

Data Scientist May 07 – May 09

Tirgarvil Capital Waterloo, ON, Canada

Data Science Engineer: Developed statistical models to capture stochastic mean-reverting arbitrage

opportunities. Developed models to understand the risk of tail events using time-series analysis, multivariate

copulas and extreme value theory. Constructed financial stress indicators using various dimension reduction

techniques.

Software Engineer: Developed various applications for arbitrage monitoring, portfolio optimization, and

strategies back-testing.

Software Engineer Jun. 03 – Jan. 04

University of Waterloo / Cisco Systems Waterloo, ON, Canada

Designed and developed (in C/C++) core algorithms for the management of light-paths in optical networks.

EDUCATION

PhD in Mathematics May 06 – June 12

University of Waterloo Waterloo, ON, Canada

Department: Statistics and Actuarial Science

Research:

o Machine learning and statistical inference: Dimensions reduction. Graphical models. Neural networks

and RBM. Ensembles learning (boosting, bagging, bootstrapping). Generalized additive models

(parametric and non-parametric models).

o Quantitative risk modeling: multivariate models, time-series analysis, copulas and dependence,

extreme value theory.

Thesis: “Funding Liquidity and Limits to Arbitrage” - a mathematical model of financial market crashes

Competitive awards: Accelerate Canada Industrial Scholarship (2008-2009)

Institute for Quasntitative Finance and Insurance Scholarship (2007)

Dominion of Canada General Insurance Company Scholarship (2006)

Chartered Financial Analyst (CFA) Program Completed 2008

CFA charter holder and member of the Toronto CFA Society

Master in Computer Science Sept. 04 – Apr. 06

University of Waterloo Waterloo, ON, Canada

Research: Graph algorithms.

Refereed publications: 2 journal and 3 conference papers as first author.

Bachelor of Engineering Sept. 00 – Jun. 04

American University of Beirut Beirut, Lebanon

Major: Computer and Communication Engineering

Graduated with “Distinction” and was on the Dean’s Honor List all 14 terms.

French Baccalauréat Completed 2000

Baccalauréat Général Français - Série scientifique

ACTIVITIES

Enjoys running, skiing, yoga and meditation. Competitive boxer and swimmer. Currently training for a

triathlon.

Playing Texas Hold’em. Won AIMCo’s annual Texas Hold’em poker tournament 2011/2012

Investing in the stock market and managing money for family and friends.

Cultivating a keen understanding of businesses: I enjoy analyzing the strategic positioning and profitability of

diverse businesses, and studying the competitive landscape of various industries.

Contact this candidate