Python Developer

Juan Lozada

** ****** **., *** *, Brooklyn NY ***11 phone: +1-347-***-**** email: ******************@*****.***

Python developer with nearly four years of industry experience and a strong quantitative and mathematical background. Rigorous practitioner of statistical modeling by applying machine-learning methods, mostly linear and supervised methods. Experienced in Python-based algorithm trading systems with a deep understanding of the stock, fixed income, FX and cryptocurrency markets.

QUALIFICATIONS/EXPERIENCE

BANK OF AMERICA, Reference Data, Python Developer New York, NY May 2019-Present

•Developer for an internal application for the reference data risk department, a department that processes the bank agreements, the application is based on Quartz framework and an OO database (Sandra - BOA proprietary storage format) that allows the user to modify and store multiple agreements.

•Worked on development, design and maintenance of python software covering a GUI front-end as well as backend software using Agile methodology and PEP8.

•Team-wide expert on UI and backend data validation bug-fixes

•Added multiple new features to the UI and backend including tabs, grids, calculations, data storage and data validations among others. All backend feature editions included Unit Tests.

•Key contributor to the migration from Python 2.7 to Python 3.7, migration involved tens of thousands of lines of code

•Extensive use of methods with decorators for optimizing the UI performance, e.g. decreasing application load time

•Wrote python scripts to generate excel files reports and scripts for backfilling large sets of complex objects in the database

•Developed a Scala-based application (front and backend) for reference data purposes, enabling the user to quickly update data (ActiveMQ messaging).

SCYTALE CAPITAL, Quantitative/Python Developer New York, NY May 2018-Dec 2018

•Developed machine learning object-oriented trading algorithms for the cryptocurrency markets.

•Applied python for data preprocessing, transformation using lambda functions, merger, joins on NumPy and panda data frames (querying from SQL and MongoDB databases).

•Developed Back testing scripts for the Machine Learning based (mostly supervised methods) trading strategies using Python

•Used Monte Carlo simulation models to back test and research new trading strategies

•Developed Algorithmic Trading systems with live trading data (using the Brokers API’s) for the cryptocurrency markets, and used AWS Lambda for automation and code deployment.

•Python Libraries used: NumPy, Sklearn, SciPy and Pandas among others.

•Created algorithms that used statistical analysis on trading volume data at the broker level. Algorithms were used to improve buy/sell strategy.

TECNOLOGÍA FINANCIERA, Forex Quantitative/Python Developer Venezuela 2015–2017

•Developed a signal-based trading algorithm for trading currency pairs and Machine learning supervised classification algorithms for predicting volatility.

•Developed Back testing scripts for the Machine Learning based (mostly supervised methods) trading strategies using Python

•Applied python for data preprocessing, transformation using lambda functions, merger, joins on NumPy and panda data frames (querying from SQL and MongoDB databases).

•Performed Monte Carlo simulations to test strategies and value options

•Developed an automated trading system whit live trading data (using the Brokers API’s), implementing the team strategies

•Developed machine learning object-oriented trading algorithms

•Member of the Forex Trading Investment Committee, developing Forex practices, strategies and tactics

•Advised and guided clients on past and current market trends

•Performed technical and fundamental analysis to provide clients with investment advice to trade Forex options.

•Python Libraries used: NumPy,Sklearn, SciPy and Pandas among others.

SAVI TRADING, Intensive Trading Program London, UK Summer

2015

•Developed signal-based algorithms for the FX markets (VBA)

•Mentored by FX traders from Bank of America Merrill Lynch, London

TECHNICAL SKILLS

•Python(Numpy,Pandas,Sklearn,Scipy):4 years.

•AWS Lambda: 8 months

• VBA: Academic experience

• C++: Academic experience

• R: 1 year.

•Scala: 6 months

•SQL 3 years

•MongoDb: 3 years

•ActiveMQ.6 months

•Agile Methodology: 1 year.

•Software Development: 4 years

EDUCATION

•Certificate in Quantitative Finance, Fitch Ratings Services (Level 1), July 2020

•B.S in Applied Mathematics, Universidad Metropolitana, Caracas, Venezuela, July 2017

•B.A Business Administration, Minor in Banking and Finance, Universidad Metropolitana, Caracas, Venezuela, March 2014

Contact this candidate