Data Scientist

Andy Pie

Americas Ave Tel Aviv Israel *******

Tel: +972 (052-***-****, *******@*****.***

Data Scientist & Engineer

Background

Highly motivated and team-oriented with strong communicative and teaching skills spanning 4 languages, quantitative and computational background in time series analysis. Developed big data and programmatic trading systems for finance, and online media. Other domain experience includes neuroscience, pharmaceuticals, customer churn and predictive maintenance. Contributor to open-source package development.

Tech Stack

-- All C languages, Julia, Matlab, R (inc. Shiny), Python, Javascript/Node

-- Serverless, MLOps, AWS

-- Legacy DBs SQL and Redis NoSql

-- Streaming & Online Data Processing

-- Artificial Intelligence / Machine Learning / Deep Learning

Work Experience

2020 Freelancer

2016-2019 FPSignals Data Science

2013-2016 Chief Data Scientist MediaShakers.com

2009-2013 Professional Cash and Tournament Poker, PokerStars Supernova Status

2007-2009 National Bank of Canada Alternative Investments, Senior Portfolio Manager

2004-2007 Caisse de Depot et Placement du Quebec, Senior Portfolio Manager, Agricultural Index Portfolio

1999-2004 Ramaat Funds Ltd, Founder, Grains Risk and Trade, ERM, New Futures

1995-1999 Koor Futures Markets Ltd (Israel), Head Trader, Currencies and Commodities

1994-1995 Gift Ltd. (Israel), Currency Hedging for corporate clients

1991-1994 Bank Hapoalim (Israel), Senior Foreign Currency and Trade Advisor, OTC FX Options

1986-1991 Catallaxis Reg'd Computer Components Brokerage and Systems Integration

1981-1990 McGill University, Lecturer, Teaching Assistant and Social Sciences Statistics Consultant

1979-1982 CP Hotels, Accounting Auditor

Education

2008-2011 Mandarin Chinese Intensive Oral and Written Program

1992-1993 Senior foreign trade course, Bank Hapoalim (Israel)

1991-1992 Management training, Bank Hapoalim (Israel)

1987-1989 PhD Economics (incomplete), McGill University

1985-1987 MA Economics, McGill University

1981-1985 BA Honours Economics, McGill University

Languages

English, French, Hebrew, Mandarin (intermediate oral/written)

Details of Financial Market Activities

2007-2009 - National Bank of Canada

Managed agricultural hedge fund whose primary focus is seasonality and delivery economics

2004-2007 - Caisse de Depot et Placement du Quebec

1.Senior Portfolio Manager

2.Assisted in management of commodity index investments of the pension fund

3.Developed seasonal commodity risk management methodology

4.Developed risk and trade processing software

1999-2004 - Commercial Grain Hedging Services (Israel & Montreal)

1.Managed the commercial hedging positions of Soybean Crushing Plant

2.All Soybean, Soymeal and Soyoil futures hedges executed by my desk

3.Final Price-fixing of all Soybean shipments

4.Evaluation and determination of risk exposures

5.Monitoring of risk exposures and position values / crush margins real-time

6.Daily reports of exposures and values

7.Advised Chairman of Board on longer-term strategy

8.Developed methodology and software for evaluating risk exposures and real-time margin calculations that continue to be used today

1995-1999 - Koor Capital Markets Ltd. (Israel)

1.Established Foreign Currency and Hedge Operation for Koor Industries and its approximately 50 subsidiaries

2.Quantifying and analyzing the various financial exposures of each of the subsidiaries on a quarterly basis. This was done through interviews and analysis of balance sheet and cash flow reports by currency, interest rate, and commodity

3.Recommending hedge strategies based on the analyses and constrained by the risk preference of each individual subsidiary and the overall risk preference of the holding company, Koor Industries

4.Execution and oversight (including accurate real-time measurement) of combined risk positions (operations, balance sheet and financial hedges)

5.Execution of daily financial transactions: as Koor’s portfolio was comprised of importers and exporters I undertook transactions between subsidiaries by (1) clearing offsetting positions through our own balance sheet (Koor Futures Markets and Koor Capital Markets), (2) clearing offsetting positions by employing banks in order to shield parties from direct credit exposure, (3) outright sales and purchases with financial institutions and on relevant derivative exchanges

6.The same practices were provided to many non-Koor companies in nearly every sector of the economy in order to reduce costs and risk (external clients were many of the largest in defense, electronics, construction, tourism, agriculture, and food-processing)

7.Managed a market-making Dollar-Israeli Shekel options book whose clientele included many non-Koor companies in order to offset risk from Koor to other external balance sheets

8.Oversaw a Dollar-Shekel arbitrage desk (over-the-counter spot/forward against Tel Aviv Stock Exchange FX options). We were one of the largest non-bank players in that market for several years

9.Oversaw a US Libor-US Dollar Linked Israel Gov’t Debt arbitrage book. We were also one of the largest non-bank players in that market for several years

10.Oversaw a US Dollar-Israeli Inflation Index swap book as this was one of the main balance sheet risks that exporters and importers faced within the Koor group. Again, in order to offset Koor’s risk many of my clientele came from competing/complementary companies outside the Koor group, including some of the major banks

11.Given the size of Koor’s balance sheet and operations, operations overseen by our Dealing Room in the local currency were often the largest in the FX market (hundreds of millions of USD per day) and for a while dwarfed the FX options trade on the Tel Aviv Stock Exchange

12.Priced, executed and oversaw large over-the-counter equity derivative transactions with some of the world’s leading investment banks (Banker’s Trust—now Deutsche Bank, Lehman Brothers, UBS and Merrill Lynch) when Koor and its ownership were in the process of increasing their holdings in ECI Ltd. (The notional amounts of these derivative strategies were in the hundreds of millions of dollars)

13.Acted as an occasional consultant for the company of Arison Investments, holding company of the largest Israeli Bank, Bank Hapoalim, in its management of its own equity holdings of Bank Hapoalim. Towards this end I provided pricing and advice regarding large over-the-counter equity derivative transactions designed to reduce the cost of further acquisitions of the Bank

14.Developed the software (in Visual Basic/Microsoft Access) employed for the first 2 years which tracked all transactions, positions and risk management reporting. An external software company was then brought in to refine the software as my responsibilities no longer allowed me to engage directly in software development

15.Performed much of the marketing effort, and was in contact with a clientele of over fifty companies, and on a daily basis

16.Provided training and insight to many of the past and present options traders in the Israeli FX derivatives market

1994-1995 - Gift Portfolio Management (Israel)

Assisted in management of commercial hedge accounts

1991-1994 - Bank Hapoalim (Israel)

1.Initiated development of foreign currency options trading desk and risk management

2.Senior Foreign Currency and Trade Consulting

3.Management training program

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