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Computer Science Professional Experience

Tel Aviv-Yafo, Tel Aviv District, Israel
March 31, 2018

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Melchet **, Tel-Aviv, Israel +972-*********


Weizmann Institute of Science, Feinberg Graduate School Rehovot, Israel One of the world’s top Computer Science programs, ranked #10 by Shanghai Ranking M.Sc. Candidate in Applied Mathematics and Computer Science. Graduation 2018.

● Interests: Machine Learning, Convex Optimization and Computer Vision

● Main research areas: Structure from Motion, Deep Learning, Cognitive Computing.

● Advisor: Prof. Ronen Basri

Tel Aviv University Tel Aviv, Israel

Bachelor of Science in Mathematics and Economics, September 2015. Magna cum laude, Mathematics; Magna cum laude, Economics.

● Elective courses: Differential Geometry, Algebraic Structures

● Academic interests and focus areas: Probability Theory and Econometric Analysis. EXPERIENCE

2015-2018 Independent, Algorithmic Trading Platform development Tel Aviv, Israel A startup developing quantitative and systematic trading strategies in NYSE equities.

● Developed a fully automated system via Interactive Brokers API

● Applied machine learning-based algorithms on stock market data. 2014-2017 Barak Capital, Market-making division Tel Aviv, Israel One of Israel's top investment groups specializing in proprietary trading in securities, derivatives and financial instruments.

Fixed-Income Trader

● Analyzed trading big-data to discern patterns and high probability trading strategies across financial markets and financial instruments.

● Developed statistical and mathematical models to support and leverage market-making trading for the firm.

● Fine-tuned existing market algorithms to facilitate better performance and increase profitability.

● Developed statistical hedging strategies for fixed income across the yield curve, assets classes and correlated assets.

● Applied advanced asset pricing models for various derivatives. 2008-2011 Israel Defense Forces

Staff Sergeant, combat team leader, Special Forces commando unit.

● Commanding a ten-person team in routine and combat operations.

● Graduated a team commander course.

● Received a merit certificate of excellence from unit commander. PERSONAL

● Volunteering for Police Civil Guard.

● Scoutmaster for the local youth movement (during high-school).

● Hobbies: travel, cooking, kite-surfing and skiing. PROGRAMMING SKILLS

● Python, Matlab, R, Latex, Java

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