Data Scientist

Skylar DeTure Seattle, WA ************@*****.*** 910-***-****

WORK EXPERIENCE

Paranormal Ghostwriter, Independent Contractor, 1.5 years

• Engaged a private client and defined a formal scope of work for a memoir centered on a formative event.

• Drafted a compelling narrative and maintained client’s desired brand and voice.

• Conducted months of qualitative research, including 100+ hours of intensive interviewing. Quantitative Research Analyst, The University of Texas at Austin, 6 years

• Developed a novel measure of financial reporting comparability, a notoriously abstract and important concept, using structural estimation and an economic model. https://github.com/sdeture/portfolio-comparability-measure- excerpts

• Assembled and coordinated a multi-continental research team based on complementary skills and training.

• Eliminated restrictive market price assumptions from prior models, removed the necessity for stock price as an input, halved data requirements, and enabled research in markets lacking active trading data.

• Improved accuracy by 34% over the existing standard in validation tests on data generated according to standard measure’s underlying economic model.

• Coded advanced model-fitting techniques in R and Python, including GMM, MLE, and SMM using packages and custom code.

• Derived closed form solutions, wrote efficient code, and deployed parallel Amazon AWS EC2 to increase calculation speed by 85%, allowing us to measure comparability for 2+ million pairs of firms at scale.

• Presented to experts and non-experts, including regulators, business leaders, academics, and conference audiences of 50+.

• Maintained aggressive timelines on multiple active projects while contributing to the professional community.

• Received clearance as a Research Fellow at the Federal Deposit Insurance Corporation (FDIC) to estimate a model of pro-cyclicality and systemic banking risks with FDIC data.

• Self-taught AWS EC2 interface and engineered a pipeline to process 1.5 TB of EDGAR logs and 16 million rows of IP registration data, saved 2 months of collection time, and reduced human interventions by 80%.

• Quickly learned a niche functional programming language to create dynamic agent-based simulations and presented results to an audience of 50+ at the Southwest Meeting of the American Accounting Association.

• Delivered meaningful feedback on ~100 academic papers studying capital markets accounting topics, including asset pricing, mechanism design, market trust, and informational efficiency.

• Provided junior colleagues a nonjudgmental space for clarifying questions, the option to receive and offer honest feedback, and guidance with respect to identifying relevant knowledge, resources, and tools. EDUCATION

University of Texas at Austin, PhD (ABD)

• Completed PhD coursework, qualifying exams, and qualifying papers in economics-based accounting research.

• Received advanced training in economic theory, including contract theory and mechanism design.

• Received advanced training in empirical research on asset pricing consequences of accounting disclosure/ regulation.

• Won named and competitive fellowships totaling over $100,000 beyond TA/RA funding by crafting effective proposals for diverse teams of decision-makers.

University of Texas at Austin, Master of Science, 2018

• Awarded en route to PhD.

University of Chicago, Bachelor of Arts, 2016

• Double majored in mathematics and statistics, honors, with accelerated and graduate level coursework.

• GMAT 750.

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