Machine Learning Data Scientist

Margarita Prikhodko

San Francisco, CA ● 404-***-**** ● *************@*****.***

PROFESSIONAL SUMMARY

Highly experienced data scientist and quantitative developer with expertise in machine learning, statistical analysis, and risk management. Skilled in Python, C++, SQL, and a variety of other programming languages. Seeking a challenging position in a dynamic environment where I can apply my skills to drive innovation and achieve business objectives. PROFESSIONAL EXPERIENCE

Data Scientist Aug 2018

Matthews Asia LLC San Francisco, CA

Designed and implemented machine learning systems using Python, MS SQL Server, and Tableau for investment analysis. Developed neural networks (CNN) using TensorFlow and RNN (PyTorch), as well as k-means clustering, random forest, decision trees, and NLP techniques.

Conducted statistical analysis and implemented machine learning algorithms. Created liquidity models for equities using Bloomberg volume data on a daily basis. Quantitative Developer Jun 2017 - Aug 2018

Wells Fargo San Francisco, CA

Designed algorithms and applications for pricing municipal bonds using C#, C++, and VBA. Developed callable municipal bonds applications and converted them to grid servers using WFC, WPF, and IBM grid computing.

Application Specialist (VP) Jun 2011 - Feb 2017

CITI Corporation New York, NY

Led a team of 10 quantitative developers to create pricing algorithms for investment portfolios of fixed income using Citi prop libraries.

Processed MBS in Yieldbook and designed Oracle and Sybase databases. Created stress testing analytics in R, Python, Excel, VBA, and .NET/C. Developed documentation for validation of internal models and model explanation for the Federal Reserve Bank. Quantitative Analyst/Developer Feb 2006 - Jun 2011 Deutsche Bank New York, NY

Led a team of 6 quantitative developers in Equity Derivatives Pricing. Provided MS SQL Server support and programming in C#, C++, and VBA. Developed MATLAB and Perl applications in a UNIX environment. Conducted data analysis using S-PLUS, R, and SAS, and designed statistical models for portfolios of options. Market Risk Analyst Oct 2005 - Feb 2006

Washington Mutual Bank New York, NY

Managed the pricing portfolio of mortgages (MBS) using Poly Paths and Visual Basic application. Led risk modeling and prepayment modeling development and implementation. Supported MS Access database.

Senior Quantitative Analyst Jan 2004 - Oct 2005

Analytic Trading LLC Fort Lee, NJ

Architected and implemented trading strategies and models for long/short portfolios of equities, equity futures, and G6 currency futures.

Performed analysis of trading strategies, risk, and performance using MATLAB, SAS, and proprietary systems written in Visual C++ programming.

Designed a trading platform system in Visual C++, C#, VB6, and addressed Fix Protocol. Created a database of over 2000 securities on an intraday basis for one year and daily for seven years; performed VAR analysis using Risk Metrics and Bloomberg products.

EDUCATION

Johns Hopkins University, MD, Baltimore

M.S., Artificial Intelligence, 2023

Columbia University, NY, New York

Certificate, Data Science, 2011

Columbia University, NY, New York

Advanced Coursework, Computer Science, 2007

Georgia Institute of Technology, GA, Atlanta

M.S., Mathematical Finance, 2003

Case Western Reserve University, OH, Cleveland

M.S., Physics, 2002

CERTIFICATES

Data Science, Columbia University, 2011

SKILLS

Proficient in Data Science, Python, C++, SQL, AWS, Excel, Word, Java, MatLab, Mathematica, Perl, PHP, SAS, SPLUS, Microsoft SQL Server, Visual Basic, ORACLE, Sybase, Microsoft Office

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