Data Scientist - Machine Learning - Engineer

TRACY D. CRIDER

858-***-**** *****.******@*****.***

SPECIALTY SKILLS

Statistical Modelling

Machine Learning

Data Science

Random Forests

Neural Networks

Regression Modelling

SKILLS

Predictive Models

Project Management

Statistical Analysis

Ensemble Systems

Data Mining

Back Testing Models

Monte Carlo Simulation

Design of Experiments

Complex Problem Solutions

TECHNOLOGIES

SQL

SAS

R Statistical Language

Python

T-SQL Stored Procedures

SAS JMP Scripting

Excel VBA

MS SQL Server Studio

C++

C#

Eigen Linear Algebra Lib

MS Visual Studio

Education

B.S., Chemical Engineering, Minor: Computer Science & Mathematics, University of Florida

Professional Summary

Enthusiastic and creative problem solver, “out of the box” thinker with actionable solutions. Able to communicate complex subjects effectively to management.

Umpqua Bank: AVP Quantitative Modeler 2015– Present

•Provided financial models of Mortgage Banking Revenue to improve accuracy and predictability of revenue projections. Development and analysis performed in R and SAS. Models presented to Capital Planning Committee to ameliorate an FDIC Matter Requiring Board Attention that vexed the organization for two years.

•Mortgage Banking Revenue models were improved using ensemble of models resulting in an R-squared improvement from 52% to 89%. Models included Random Forest, Bayesian Ridge Regression, Ridge Regression, Support Vector Machines, Neural Networks and generalized linear model.

•Converted models written in R Language to SAS scripting.

•Member of DFAST 2016, 2017 teams for FDIC submission of Credit Loss in various loan portfolios.

Bank of America: Quantitative Analyst 2012– 2014

•Member of Mortgage Insurance Settlement Team providing financial models and statistical analysis resulting in the on-going settlement of a $7,200,000,000 portfolio. Achieved 95% settlement in 3 years.

•Created forecasting models with Bayesian Regularized Neural Networks and Random Forests used by legal team in Settlement Talks to project potential future losses (coded in R Statistical Language and SQL Server).

•Created statistical models of Mortgage Insurance Vendors to compare their behavior and likelihood of reimbursements to the bank for a very wide variety of loss scenarios the bank endures. These modelling techniques were created using R Statistical Language and SQL Server.

•Introduced Focal Point Tool which allowed monitoring of production and quality metrics for Reps & Warrants operations. The Tool enabled production and Quality control managers to identify statistical anomalies in the entire production operation. Focal Point contained critical examination of operations as well as pin-pointed risk monitoring tools for both production and QA and was based on analysis using statistical rigor. This tool required the use of various industry tools including SAS's JMP, MS-SQL and C#, with a prototype developed to prove proof of concept while JMP and CMD scripting were used to glue the separate components together.

•Created an automated exhaustive and flexible reporting routine to statistically examine risk associated with changes in Production and QA operations.

•Modeled QA and Production forecasting operations in order to increase claim settlement by using a Monte Carlo Analysis technique. Complex issues in production operations demanded a non-Normal statistical distribution approach to adjust production controls and risk assessments.

•Consolidated seven separate large settlement databases needed for calculating reserves into one uniform easy-to-query structure that simplified numerous routine queries as well as improved settlement-reserve calculations.

Quoceant Hedge Fund: Partner / Quantitative Analyst 2010 – 2012

•Created cutting-edge modeling tool integral to online financial trading, using C++, C# and C, successfully integrating data from 75 different trading systems onto one platform using multi-core GPU technology. Efforts enhanced system efficiency ten-fold and were integral to start-up enterprise’s ability to gain more than $14M in funding within two years.

•Designed and developed trading applications, creating software architecture and module requirements that enabled the concurrent use of multiple trading strategies for private investment fund. Incorporated Eigen Linear Algebra library for portfolio acceleration and matrix operations

•Created hundreds of automated and manual trading models for equities, futures and options

•Utilized various techniques to improve trading model performance over multiple trading models, thereby increasing the overall performance of the resulting time series trading models.

•Front end written in Windows Forms C#, SQL database, backend in C++, using PHP web interface

Crider Trading Partnership: Quantitative Analyst / Trader 2003 – 2012

•Traded portfolio in equities, futures and options.

•Developed and traded trading models for equities, futures and options. Models were both manual and automated trading systems.

•Trading algorithms and trading applications written in C++, Visual Basic and C# for clients and trading operations.

•In charge of team of developers that enhanced a standard DLL application plug-in by adding unique coding to significantly increase its efficiency transforming it into a highly marketable and profitable tool used by swing and day traders.

•Collaborated with traders across U.S. and Europe, creating commercial software tools on behalf of clients

•Awarded two MVP Recognitions from separate companies, while generating more than 80% of business from repeat clients for superior client service and satisfaction

•Awarded two Outstanding Employee Contribution Awards

Technology Skills

C++, C, C#, Excel VBA

Machine Learning, Random Forests, Neural Networks, Monte Carlo Analysis, Regression modelling, Design of Experiments

R Statistical Language, SAS, JMP Pro Statistical Application, Python

MS Visual Studio 2010, Visual Basic, MS SQL Server Studio, Large SQL Database

MS Excel

Education

B.S., Chemical Engineering, Minor: Computer Science & Mathematics, University of Florida

Volunteer Work

Extensive coordination, collaboration, and fund-raising to support the museums at Balboa Park, San Diego as well as numerous state and regional political platform issues including campaign finance reform.

More comprehensive information can be found through my profile on LinkedIn

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