Marlon C. Somwaru

https://www.linkedin.com/in/marlon-somwaru/ ● 347-***-**** ● ac8h7n@r.postjobfree.com Education

Baruch College, City University of New York New York, NY Bachelor of Arts May 2019

• Majors: Economics and Mathematics

• Relevant Coursework: Algorithms and Data Structures, Algorithmic Analysis, Object Oriented Programming, Graph Theory, Data Mining, Probability, Linear Algebra, Financial Econometrics Technical Skills

Programming Languages: Python, C++, R, VBA, SQL

Libraries: Pandas, NumPy, SciPy, Scikit-Learn, TensorFlow, Boost, Dplyr, TTR Data Visualization: Matplotlib, Seaborn, Plotly, Bokeh, ggplot2, ggmap Databases: PostgreSQL, MySQL

Work Experience

Sales and Trading Intern New York, NY

Lampert Capital Markets Oct 2016 – Aug 2017

• Shadowed head of trading department and gained knowledge of equity trading dynamics

• Utilized data extracting, transforming, and loading (ETL) on high frequency financial data sets in Python

• Gained understanding of market microstructure and designing execution tactics

• Worked closely with traders to back test and optimize my own trading algorithms using computational methods

• Built statistical models to improve event-driven forecasting IT Desktop Technician New York, NY

The Brandman Agency Apr 2015 –Aug 2016

• Provided Tier 1 and Tier 2 desktop/application support

• Maintained and periodically updated office infrastructure to run at maximum efficiency

• Performed Active Directory, data, and application migrations

• Developed understanding of TCP/IP, DNS, and WAN/LAN connectivity and troubleshooting skills Projects and Extra-Curricular Activities

Programming Projects

• Utilized density-based spatial clustering (DBSCAN) along with principal component analysis to find cointegrated pairs and used a random forest to generate buy/sell signals

• Analyzed time periods before and after 13D filings to find long/short opportunities. Back testing resulted in both positive returns and Sharpe ratio as well as minimal drawdown and volatility

• Modeled various volatility structures such as VaR, ARCH/GARCH, Fama-French, CAPM for securities in R

• Conducted analysis on geospatial data sets larger than ten million data points and created dynamic visualizations

• Designed a convolutional neural network to identify metastatic cancer cells in pathology scans with 82% success Baruch Men’s Varsity Swimming & Diving Team New York, NY Captain Sept 2013 – May 2018

• Led team to first conference championship in five years

• Improved team morale/work ethic by exhibiting leadership, inspiring success, and emphasizing unity on the team

• Mediate any interpersonal issues that may arise within the team

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