ELLIOT NOMA
** ********* *****, ********, *** Jersey 08840
Phone: 646-***-**** E-mail: ac1t08@r.postjobfree.com https://www.linkedin.com/in/elliotnoma www.garrettassetmanagement.com; blogs : http://elliotnoma.wordpress.com/, http://newyorktechjournal.com/ Article about me in the June 2016 edition of Waters Technology magazine : http://www.waterstechnology.com/waters/feature/2459449/the-tinkerer-elliot-noma-garrett-asset-management Looking for a full time position using machine learning or natural language processing to support business intelligence / data analysis / data visualization. MACHINE LEARNING EXPERIENCE - C ONSULTING THROUGH GARRETT ML SOLUTIONS NLP, ML and NLG analyzing sentiment of responses to questions and news articles 2015-present Trading strategies developed based on technical analysis, NN and GA on the cloud 2009-present Portfolio optimization, risk and return estimation using MLE optimization tools 1991-present Developed and programmed statistical techniques to solve constrained optimization problems 1974-1986 Maximum likelihood, Bayesian and classical statistical estimation on mortgage payment data 1987-1995 Taught regression analysis and ANOVA to grad and undergrad students at Rutgers 1983-1986 NATURAL LANGUAGE PROCESSING - C ONSULTING THROUGH GARRETT ML SOLUTIONS 2013-present NLTK, Spacy, and SQL for syntax analysis of sentences coding R and Python; Word2Vec, LDA, and WordNet for analysis of sentiment words within text; Python and Tensorflow for entity extraction; Build queries in ArangoDB to map FIBO ontology words to concepts; NLP/NLG for intent and entity extraction to build Alexa skills and implement interface using Api.ai. C# speech-to-text for control of sensors for Internet of Things. DATA VISUALIZATION
Data visualization in support of analytics for machine learning, NLP and trading including
● Three publicly available CRAN packages in R
● 2016 presentation at the Data Visualization Camp at the United Nations
● Extensive academic research on multidimensional scaling and correspondence analysis GARRETT ASSET MANAGEMENT, LLC & GARRETT MACHINE LEARNING SOLUTIONS, N ew York, NY Managing Director 2 009-present
Systematic trading of futures, ETFs, and currencies. Trading models based on statistical time series analysis of historical prices. All modeling done in R running on Hadoop running on cloud servers. Consulting on portfolio management, hedge fund due diligence, risk management, fund of hedge funds, operational due diligence, application of machine learning techniques to finance . ASSET ALLIANCE CORPORATION, N ew York, NY
Senior Vice President, Chief Risk Officer & Portfolio Manager, Senior Risk Advisor 2 003-2016 Head of the risk management department overseeing all multi- and single-manager offerings in a $3 billion portfolio of assets. Duties include daily evaluation of exposures and portfolio risks for all products. Portfolio manager for a fund of CTA funds. Member of the Investment Committee.
● The fund of funds had net returns of 10% and 5% in 2007 and 2008 respectively.
● Created interactive tools and reports to monitor the manager due diligence process and facilitate portfolio construction.
● Direct reports include risk analysts, members of the IT department, and head of operational due diligence. MERRILL LYNCH INVESTMENT MANAGERS, P lainsboro, NJ Vice President – Risk & Performance Analysis` 2000-2003 Risk Manager for Fixed Income Funds focusing on corporate investment grade, mortgage and money market funds.
● Advised management on the restructuring of investment teams and the use of derivatives to reduce yield curve exposure
● Developed sector- and single security-performance attribution analysis for fixed income portfolios
● Monitored equity, debt, loan and counterparty exposure to selected credits including California Electric Utilities, FINOVA... DEUTSCHE BANK, AMERICAS, N ew York, NY
Director – Market Risk Management on Fixed Income and Mortgages Derivatives 1995-1999 Risk Manager for North American Fixed Income and Interest Rate Derivatives. Oversaw methodology for calculating the Value at Risk of U.S. governments, MBS, secondary corporate trading, debt capital markets, repo, and the Treasury liquidity portfolio.
● Developed a methodology for calculating market and credit counterparty exposure when financing senior and subordinate commercial MBS and CMOs. Developed methods for calculating market and counterparty credit risks for MBS tail swaps.
● Supervised vetting of vanilla and exotic bond option pricing models as part of the new product approval process. J.P. MORGAN SECURITIES, INC., N ew York, NY
Vice President – Market Strategies on Mortgages Derivatives and Fixed Income 1993-1995 Created trade notes and mortgage strategy commentary in support of JPMS trading and sales
* Co-editor of Short Duration Cross Sector Report. Regular contributor to all Fixed Income and MBS publications.
* Developed hedging strategies based on historical data. Created a relative value model from historical agency pass-through prices. SALOMON BROTHERS ASSET MANAGEMENT, N ew York, NY
Vice President – Portfolio Analyst 1991-1993
Advised RTC on the controlled downsizing of a $5.1 billion portfolio of CMOs, residuals, strips, swaps, and other derivative mortgage-backed securities held by Franklin Savings Association. Tasks included identifying market opportunities, oversee rich-cheap analysis
THE FIRST BOSTON CORPORATION, N ew York, NY
Vice President – Asset Backed Prepayment Modeler 1990-1991 Modeled default and repayment speeds for manufactured housing contracts. Coefficients in a partial likelihood logistic regression were estimated using 100,000 life histories. Also modeled loss severity and homeowner equity over time. THE CHASE MANHATTAN BANK, N.A., N ew York, NY
Vice President – Mortgage Banker 1987-1990
Coordinated execution of $1 billion of Chase’s senior-subordinate mortgage pass-through placements. mathematical analysis of options and statistical modeling of prepayment rates used in the pricing of mortgage backed securities. Modeled the term rate structure using time series analysis. Critiqued the methodology for simulation and closed-form option pricing techniques. TEACHING
COLUMBIA UNIVERSITY, SCHOOL OF PROFESSIONAL STUDIES N ew York, NY 2017 Lecturer in the Applied Analytics Program
teach machine learning including neural nets, random forest, cluster analysis, linear models, optimization, NLP RUTGERS UNIVERSITY, MATH DEPARTMENT N ew Brunswick, NJ 2016-present Adjunct Professor in the Masters in Mathematical Finance Program teach quantitative risk management
RUTGERS UNIVERSITY, P sychology Department, New Brunswick, NJ 1983-1986 Assistant Professor: t eaching multiple regression, experimental design; research: applied decision making EDUCATION
THE UNIVERSITY OF MICHIGAN, Ph . D., Mathematical Psychology (Behavioral Finance), 1982 THE UNIVERSITY OF MICHIGAN, M.A., Mathematics, 1 979 and M.A., Psychology, 1979 NEW YORK UNIVERSITY, Advanced Professional Certificate, Finance, 1 990 DARTMOUTH COLLEGE, A.B., M athematics, 1 972
SELECT RECENT PRESENTATIONS
Introduction to Deep Learning, Intelligent Trading Summit, NY, June 8, 2017 How to Lie with Charts, UX+Data, NY, June 8, 2016
Integrating alternatives in traditional investments, Trading and Investment Risk, London, Apr 2, 2014 Data visualization in the era of big data, North American Trading Architecture Summit, NY, Apr 23, 2013 PROFESSIONAL CERTIFICATIONS AND A CTIVITIES
Passed Series 7, 66, 3, 63, 65, 4, 16
Gl obal Association of Risk Professionals – Education Committee, 1999 to 2015 FRM Exam Committee US Patent 8271371 Computerized method for generating and maintaining a leveraged or reverse exchange traded product 3r d
Place, Intel Internet of Things Hackathon New York, May 2015 PUBLICATION SUMMARY
A book and 25 journal articles in psychometrics, experimental psychology, sociometrics, and information science. BOOK: Baird, J.C. & Noma, E. (1978) F undamentals of Scaling and Psychophysics, N ew York: Wiley. Time Frame, Research Quality and Strategy: The Differentiating Factors for CTAs? T he 2008 Barclay Directory of Funds of Hedge Fund COMPUTER SKILLS
LANGUAGES: Python, Java, R, JavaScript, CSS, HTML, Node.js, C#, PHP, SQL, MongoDB, ArangoDB Experience in operating systems development, database applications, web and mobile development ACADEMIC PUBLICATIONS
Book:
Baird, J. C., and Noma, E. (1978). F undamentals of scaling and p sychophysics. New York: Wiley. Journal Articles:
Meziani, A.S and Noma, E. (2017) A new method of measuring financial risk aversion using hypothetical investment preferences: What does it say in the case of gender differences? J ournal of Behavioral Finance. Accepted for publication.
Baird, J. C., Degerman, R., Paris, R., and Noma, E. (1972). Student planning of town configuration. E nvironment and Behavior, 4, 159-188.
Baird, J. C. and Noma, E. (1975). Psychophysical study of numbers, I. Generation of numerical responses. P sychological Research, 3 7, 281-297.
Noma, E. and Baird, J. C. (1975). Psychophysical study of numbers, II. Theoretical models of number generation. Psychological Research, 3 8, 81-95.
Baird, J. C., Noma, E., Nagy, J. N., and Quinn, J. (1976). Predicted and observed activity patterns in campus setting. P erceptual and Motor S kills, 4 3, 615-624.
Noma, E. and Smith, D. R. (1978). "SHED" A FORTRAN IV program for the analysis of small group sociometric structure. Behavior Research M ethods & Instrumentation, 1 0, 60-62. Lehner, P. and Noma, E. (1980). A new solution to the problem of finding all numerical solutions to ordered metric structure. Michigan Mathematical Psychology Program (MMPP 79-2). P sychometrika, 4 5, 135-137. Noma, E. (1982). The simultaneous scaling of citing and cited documents in a common space. S cientometrics, 4, 205-231. Noma, E. (1982). Untangling citation networks. I nformation Processing & Management, 1 8, 43-54. Noma, E. (1982). An improved method for analyzing square scientometric transaction matrices, S cientometrics, 4, 297-316. Baird, J. C., Wagner, M., and Noma, E. (1982). Impossible cognitive spaces. G eographical Analysis, 1 4, 204-216. Noma, E. (1984). Co-citation analysis and the invisible college. J ournal of the A merican Society for Information Science, 3 5, 29-33.
Smith, D. R., Smith, W., and Noma, E. (1984). Delinquent career-lines: A conceptual link between theory and juvenile offenses. T he_ S ociological Quarterly, 2 5, 155-172. Narin, F., and Noma, E. (1985). Is technology becoming science? S cientometrics, 7 ( 3-6), 369-381. Smith, D. R., and Noma, E. (April 1985). Scaling labor markets: An approach to segmentation research. S ociological Perspectives, 2 8( 2), 145-173.
Noma, E., and Smith, D. R. (1985). Scaling sociomatrices by optimizing an explicit function: Correspondence analysis of binary single response sociomatrices. M ultivariate Behavioral Research, 2 0 1 79-197. Noma, E., and Smith, D. R. (1985). A benchmark for the blocking of sociometric data. P sychological Bulletin, 9 7 (3), 583-591. Noma, E., and Olivastro, D. (1985). Are there enduring patents? J ournal of the American Society for Information Science, 3 6
(5), 297-301.
Noma, E. (1986). Using blockmodels to map the structural congruence of social relations. S ocial Networks, 8, 175-189. Smith, W.R., Smith, D.R., Noma, E. (1986) The multidimensionality of crime: a comparison of techniques for scaling delinquent careers, Journal of Quantitative Criminology,, 2(4), 329-353. Noma, E. and Glass, A. L. (1987). Mass extinction Pattern: result of chance. Geology Magazine, 134(4), 319-322. Narin, E., Noma, E., and Perry, R. (1987). Patents as an indicator of scientific and financial corporate performance. R esearch Policy, 16, 143-155.
Noma, E. (1987) Heuristic method for label placement in scatterplots, Psychometrika, 52(3), 463-468. Baird, J.C., Berglund, B., Berglund, U., Nicander-Bredberg, H., Noma, E., (1987), Distinguishing between healthy and sick preschools by chemical classification, E nvironment International V olume 13, Issue 2, 1987, Pages 167-174 Noma, E. (1988) Using influence weights to evaluate the scientific importance of journals. Handbook of Quantitative Studies of Science and Technology, A.F.J. van Raan (Editor), Elsevier Science Publishers, 677-703. Noma, E., Berglund, B., Berglund, U. Johansson, I., Baird, J. C., (1988) Representation of physical locations and volatile organic compounds in indoor air from a healthy and a sick building, A tmospheric Environment (1967) V olume 22, Issue 3, 1988, Pages 451-460
Noma, E. (1992) Determining implied relationships on incomplete ordinal data. Quality & Quantity, 26, 427-434. Proceedings:
Narin, F., Carpenter, M. P., & Noma, E . (1984). The convergence of science and technology proceedings of the International Congress on Technology and Technology Exchange (ICITE '84), 461-462, Pittsburgh, PA, October 8-10. RECENT CONFERENCE PRESENTATIONS
category Date conference name location speaker/panelist presentation title short
course 6/14/2017
Utilising Blockchain
Technology in Financial
Markets New York panelist
Blockchain and financial markets in the
future
conference 6/12/2017 SecOps North America Boston panelist Blockchain/DLT Gets Real for Post-Trade
Ops
conference 6/12/2017 SecOps North America Boston panelist Time to Hire a Post-Trade Robot? conference 6/8/2017 Intelligent Trading Summit New York moderator Machine Learning, AI and predictive
analytics for smarter trading
conference 6/8/2017 Intelligent Trading Summit New York speaker Introduction to Deep Learning conference 5/24/2017
North American Financial
Information Summit New York panelist
Utilizing data through machine learning
technology for trading, and beyond
conference 12/5/2016 Waters USA New York panelist
Harnessing Big Data to enhance analytic
capabilities and make more informed
trading decisions
conference 10/13/2016
Buy-side Technology North
American Summit 2016 New York panelist
Implementing an advanced analytics
strategy – creating a competitive
advantage
meetup 7/10/2016
Data Visualization Camp New York speaker How to Lie with Charts seminar 6/22/2016
Utilising Blockchain
Technology in Financial
Markets New York panelist
Blockchain and financial markets in the
future
meetup 6/8/2016 UX+Data New York speaker How to Lie with Charts conference 5/24/2016 Intelligent Trading Summit New York panelist Optimising fast market data using
hardware acceleration, in-memory
databases and other high-performance
technologies
conference 12/7/2015 Waters USA New York panelist
What's on your agenda for 2016 and
beyond? Solving your digitization
problems right here, right now!
conference 12/7/2015 Waters USA New York panelist
Bitcoin, Blockchain and emerging digital
currencies
conference 12/2/2015 Equity Leaders Summit Miami, FL panelist What alternative trading strategies are buy
side firms using to generate additional
alpha in equities?
conference 10/7/2015
Buy-side Technology North
American Summit 2015 New York panelist
Data analysis - using technology for
decision making
conference 10/1/2015
Chicago Trading &
Technology Summit 2015 Chicago, IL moderator
Real-time risk management for high
speed trading