VP

Serge Shuster, serge_shuster @ yahoo.com, 646-***-****

Years of experience : AI/ML/NLP/Data Science(15), GenAI/LLM,(5), Quantum ML(6) Python/Scikit-Learn(15), PyTorch/Tensorflow(7), C++/Java/Hadoop/Spark/Kafka(12) AWS/GCP/Azure(12), Angular(7), Flask/Streamlit (6), Computer Vision/OCR/RAG(8) Applications : Trading/Investment/Insurance(15), Medicine/Life Sciences/Sport(7) Statistics, Prediction, Data Mining, Video/Voice/Graphics/Text/Chatbots Pipelines Wells Fargo, NY, 9/20 – Current, Lead Developer, Data Science/NLP/LLM/RAG

Implement Enterprise Data Pipeline and Data Lake, Hadoop, Spark, Kafka

Build Hybrid Classical-Quantum system, Dell, IonQ, Circ, Qiskit, Pennylane

Develop NLP Market Reporting. Hugginface, LLM, RAG, PyTorch, Tensorflow

Use Computer Vision and OCR for PDFs and Images, pytesseract, PaddleOCR Optimized brightness, sharpness, blur and contract to improve readability

Implemented Computer Vision (opencv) customer communications chatbot Sentiment/Emotions recognition, Mediapipe, YOLO, NLP/NLU, Voice2text Quantum Computing Inc (QUBT), 11/18-9/20, Co-founding Chief Data Scientist

Work with clients to develop use cases for Quantum Computing and Quantum Machine Learning using both Quantum annealing and gate approaches

Implement Quantum Computer Vision solutions for sports applications

Develop Decision Support system using Quantum technology for modeling seemingly irrational decisions, emotions and spontaneity

Implement Quantum alternatives (Quantum Key Distribution) for classic RSA

Develop Quantum Computing solutions for logistics and traffic applications

Design Quantum Digital Twins for medical and pharmaceutical clients Guggenheim Partners, 3/14-11/18, Quant/Business Analyst/AI/ML

Implemented Pricing and Risk Management Calculations and Neural Networks (CNN/RLNN) for trading/hedging strategies

Used Deep Learning and Regression for MBS Prepayment models

Pricing/Risk/Portfolio/Trading Algorithms, Scenario/Stress Analysis

Build Credit/Default models for CMBC, ABS, CDO, CLO and CBO

Modeled NLP News effect on bid/ask and prices of equities/commodities Morgan Stanley, JP Morgan, Bank Of America, Merrill Lynch, Citi, CIBC, Bloomberg Greenwich Capital Markets, Barclays Bank Quant and Data Consultant, 2006-3/2014

Algorithmic and High Frequency trading systems for Equities, Commodities and FX

Portfolio Management, Immunization, Dedication Strategies, Credit and Default Risk

MBS, CMBS, ABS, CMO Structuring and Prepayment models, CDO, CLO and CBO Academic Experience :Taught in Baruch/Hunter/Queens/Brooklyn/City Colleges, School of Professional Studies/CUNY Options, Futures and Derivative Securities, Investment Analysis Corporate Finance, Financial Analysis, Advanced Financial Economics, Money and Banking, Microeconomics, Macroeconomics, Techniques of Economic Analysis, Statistics, Econometrics Education

Ph.D. ABD in Economics, 2014, CUNY, Queens College M.S. in Mathematics, New York University, 2002

M.S. in Philosophy, 2010, CUNY, Graduate Center

M.A. in Economics, 2007, CUNY, Queens College

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