Management Data
Resume:
Kembey N. Gbarayor JR, M.S.
Arlington, VA 22204
******.********@*****.***
Clearance Top Secret (Active)
Certifications Level 3 Candidate in the Chartered Financial Analyst (CFA) Program
Regular Member of the CFA Society of Washington D.C.
Education
Sep 2007 – May 2009 Brown University, Providence, RI
MS, Computer Science, May 2009 GPA: 3.70/4.00
Advisor: Professor Amy Greenwald
Thesis: Linear Dynamical Systems: A Machine Learning Framework for Time Series Analysis
Jun 2006 – Aug 2007 Rutgers University, New Brunswick, NJ
Completed Post-Bachelors Mathematics Curriculum GPA: 3.96/4.00
Relevant Coursework: Multivariate Calculus, Linear Algebra, Ordinary Differential Equations
Aug 1999 - May 2003 Yale University, Morse College, New Haven, CT
BA, Computer Science and Psychology (double major), May 2003 GPA: 3.13/4.00
Thesis: Using the Black Scholes Model for Software Project Management
Business Experience
Apr 2013 – Feb 2014 LMI Government Consulting, McLean, VA
Principal Data Scientist, Intelligence Programs Group
Researched and developed machine learning based text analytics products to enable improved
decision making on the part of intelligence analyst, managers, and organizational leaders at the
Central Intelligence Agency (CIA)
Served as the technical and business visionary behind a multiyear internal investment in data
science personnel and computational infrastructure starting with one million dollars granted by
the board of directors in 2013
Managed junior data scientists from conception to completion of sophisticated data products for
Intelligence Community (IC) and Department of Defense (DOD) customers
Implemented custom distributed algorithms and transitioned legacy algorithms to a distributed
computing (Hadoop/HDFS/Map Reduce) framework
Designed and implemented a state-of-the-art Weapon Systems Availability Management system
for the DOD
Managed academic partnerships between LMI and universities conducting novel research in the
areas of Computer Vision, Bayesian Nonparametrics, and dimensionality reduction techniques
Aug 2011 – Mar 2013 Decisive Analytics Corporation (DAC), Arlington, VA
Senior Research Scientist, Machine Learning Division
Served as the technical force behind the research, development, and implementation of DAC’s
recommendation systems, anomaly detection, and deep learning capabilities
Transitioned statistical learning algorithms from academic journals to operational capabilities
and integrated these capabilities with existing products
Wrote grant and contract proposals for the development of bleeding edge technologies that
support the national security mandate of the United States Intelligence Community (Department
of Defense, Intelligence Agencies, and Law Enforcement)
Expanded DAC’s technology coverage in Natural Language Processing, Computer Vision, and
Bioinformatics by attending international machine learning conferences
Collaborated with a team of engineers, scientists and data architects to imp lement a cloud
computing and map reduce based analytics platform that provides near real time decision
support and analysis of “big data” to various levels of the military chain of command
Provided in house expertise in the areas of probabilistic graphical models (Markov and Bayesian
networks), Restricted Boltzmann Machines, Bayesian Nonparametrics, collaborative filtering,
and statistical topic modeling
Designed scalable algorithms to glean actionable insights from terabytes of multi modal data
including structured numerical data (time series), audio spectrum clips, imagery, video, and
unstructured text (chat, blogs, newsfeeds, and social media)
Kembey N. Gbarayor JR, M.S.
1945 Columbia Pike #43
Arlington, VA 22204
******.********@*****.***
Jan 2010 – Mar 2011 FI Consulting, U.S. Department of Treasury, Washington, D.C.
Management Consultant, Office of Financial Management
Developed credit models in support of budget formulation for the 2010 Small Business Lending
Fund (SBLF) preferred equity program
Employed a robust econometric model in SAS that utilizes binomial option pricing, the Black
Derman Toy model of interest rates, Martingale theory, and the Merton Model of credit risk, to
produce the subsidy rates for the SBLF program published in the president’s 2011 budget
Created an innovative and accurate methodology to approximate credit worthiness of small
private banks from sparse financial data and implied default rates from credit swap spreads
Jun 2009 – Oct 2009 Democratic National Committee, Organizing for America, Washington D.C.
Summer Research Fellow, Consultant, New Media Development and Analytics
Served as knowledge engineer, responsible for analyzing 2008 Presidential Campaign data
Developed tools and applications for working with campaign data and analyzing fundraising
Implemented supervised machine learning algorithms (in C++) to predict email effectiveness in
dollars raised based on persuasion method, email type and email sender
Analyzed past and present user response to the organization's e-mails and web site, and
optimizing the organization's online presence
Presented research in formal presentation to DNC and OFA leadership (my recommendations
have since been adopted and deployed)
Jun 2003- Mar 2006 Goldman Sachs & Co., Hedge Fund Strategies LLC, Princeton, NJ
Senior Research Analyst, Investment Management Division
Global Portfolio Management, Relative Value Sector
Member of research team managing over $3 billion dollars in relative value hedge fund of fund
assets including allocations to equity market neutral, fixed income (ABS, MBS, and related
derivatives), emerging markets, credit, volatility and algorithmic trading strategies
Strategy specialist responsible for sourcing quantitative equity, fixed income, and statistical
arbitrage hedge fund managers, executing quantitative and qualitative due diligence, and
serving as in house expert on the composition and rationale of the various trading strategies
Utilized Excel, Visual Basic, Matlab and Bloomberg in the development of reporting tools for
portfolio return attribution, risk analysis, liquidity tracking and cash management
Produced and presented weekly portfolio review and market commentary
Assisted in writing requirements, building database prototypes, systems testing, functional
testing and user acceptance testing of risk management and exposure analysis systems
Summer 2002 Goldman Sachs & Co., New York, NY
Summer Analyst, Fixed Income, Credit Derivatives, Credit Swaps & Portfolio Credit
Assisted traders in booking trades, marking p&l, updating credit ratings, and reconciling breaks
in Unix file system for Investment Grade, Emerging Markets (Illiquids), High Yield, and Cross
Over single name credit default swaps
Developed relative value pricing model for credit and equity derivatives using C++
Used Visual Basic to implement a mark to market calculator for CDO, CBO, and CLO deals in
support of the Portfolio Credit Structured Finance Group
Performed systems testing and analysis on proprietary cash flow generation software
Activities & Affiliations
Arlington, VA Chess Club (US Chess Federation)
Member, Brown University Machine Learning Reading Group
Alumni, Prep for Prep – a New York City based program for gifted students
Former Vice President, Yale Student Investment Group -Managed $300,000 equity portfolio
Skills
Knowledgeable of the complete software development life cycle
Proficient in programming languages, C++, Python, Perl, Java, MySQL, and Postgre SQL
Proficient in statistical programming languages, R, STATA, SAS and MATLAB
Adept in both Unix (Sun Solaris, Red Hat, Debian) and Windows (XP, Vista) environments
Over ten years of formal instruction in Spanish
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