Tamer Darwazeh
Toronto, ON +1-365-***-**** ️ ************@*******.***
Professional Summary
Data Scientist and Quantitative Analyst with 5+ years of experience leveraging Python, machine learning, and statistical modeling to analyze financial markets and derive actionable insights. Strong foundation in time series forecasting, risk modeling, backtesting, and automated trading strategies. Adept at using large datasets and predictive analytics to optimize financial performance, reduce risk, and support strategic decision-making. Recent training in aviation analytics and real-time systems enhances ability to work on complex, regulated environments.
Skills
Programming: Python, R, SQL, Bash, VBA
Libraries & Tools: NumPy, Pandas, Scikit-learn, Statsmodels, TensorFlow, PyTorch, XGBoost, Matplotlib, Plotly
Finance & Quant: Time Series Analysis, Portfolio Optimization, CAPM, Black-Scholes, Monte Carlo Simulations, Options Pricing, VaR
Data Engineering: ETL Pipelines, Web Scraping, API Integration, PostgreSQL, MySQL
Data Visualization: Power BI, Tableau, Matplotlib, Seaborn
Machine Learning: Regression, Classification, Clustering, Random Forest, Gradient Boosting, Neural Networks
Platforms: AWS (EC2, S3), Git, Jupyter, Excel, Bloomberg (basic familiarity)
Professional Experience
Independent Quant & Data Scientist Remote
Jan 2019 – Present
Built and deployed automated trading algorithms for forex, crypto, and equities using mean reversion, momentum, and statistical arbitrage strategies.
Performed backtesting and performance analysis using historical tick and OHLCV data, improving Sharpe ratio of strategies by 20–40%.
Conducted portfolio risk analysis and asset allocation optimization using Python-based financial models and Monte Carlo simulations.
Designed web scraping and API pipelines for real-time market data from sources like Yahoo Finance, Binance, and Alpha Vantage.
Created dashboards and visualizations for profit/loss tracking, drawdowns, and equity curve monitoring.
Applied machine learning models to predict short-term asset price movements using features like RSI, MACD, Bollinger Bands, and volume.
Developed custom solutions for clients involving ETL pipelines, options Greeks calculators, and factor modeling.
Education
Fanshawe College
Remotely Piloted Aerial Systems – Commercial Operations (RPAS)
Jan 2024 – Aug 2024
Trained in data acquisition, aviation regulations, and real-time systems.
Gained expertise in geospatial analytics, aerial data processing, and predictive modeling.
Applied knowledge in safety-critical domains, enhancing understanding of data-driven operations in regulated industries.
Bachelor of Business Administration (BBA) – Finance & Marketing
Wilfrid Laurier University
Graduation Year: 2010-2014
Focused on financial modeling, market analysis, investment strategies, and behavioral finance.
Certifications
AI for Trading Nanodegree – Udacity (2021)
Data Scientist with Python Track – DataCamp
Machine Learning Specialization – Coursera (Andrew Ng)
AWS Cloud Practitioner (In Progress)
Projects
Pairs Trading Bot – Statistical Arbitrage
Implemented cointegration-based pairs trading strategy using z-score mean reversion logic.
Developed entry/exit signal generator and backtested on 3 years of stock pairs data, achieving a simulated annual return of 18%.
Crypto Price Forecasting using LSTM
Used deep learning (LSTM neural networks) to predict short-term price movements of Bitcoin.
Achieved MAPE below 5% and visualized rolling forecasts on test sets.
Options Pricing Engine
Built a Black-Scholes and Binomial Tree calculator for European and American options.
Integrated volatility surface and real-time data using Yahoo Finance API.
Additional Details
Comfortable working with quant teams, data engineers, and portfolio managers in agile environments.
Strong understanding of market microstructure, trading signals, and risk-reward profiles.
Open to remote, hybrid, or on-site opportunities across finance, fintech, hedge funds, asset management, and aviation analytics.