Machine Learning Data Scientist

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

EDUCATION

1. M.S., Artificial Intelligence Johns Hopkins University, Baltimore, MD 12/2023

2. Certificate in Data Science Columbia University, NY 2011

3. Advanced Coursework in Computer Science Columbia University, NY 2007

4. M.S., Mathematical Finance Georgia Institute of Technology, Atlanta, GA 12/2003

5. M.S., Physics Case Western Reserve University, Cleveland, OH 05/2002

EXPERIANCE

Prompt Engineer Scale AI (Consultant) San Francisco, CA 01/2024 to 03/2024

Designed and implemented machine learning system for mathematical problems.

Data Scientist Matthews Asia LLC San Francisco, CA 08/2018 to present

Designed and implemented machine learning systems in 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 Wells Fargo San Francisco, CA 06/2017 to 08/2018

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) CITI Corporation New York, NY 06/2011 to 02/2017

• 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/.NET/C

• Developed documentation for validation of internal models and model explanation for the federal reserve bank

Quantitative Analyst/Developer Deutsche Bank New York, NY 02/2006 TO 06/2011

• Led team of 6 quantitative developers in Equity Derivatives Pricing. Led team that provided MS SQL server support C#/C++/VBA programming, and developed Mat Lab and Perl applications in UNIX environment

• Led and conducted S-PLUS /R/SAS data analysis. Designed statistical model for portfolio of options

• Managed BARRA model/VAR modeling for portfolio of equities; Designed ORACLE and Sybase databases. Designed Risk management tools for portfolio of equity derivatives

• Created pricing analytics in Excel, SPLUS, R and DB Analytics. Developed analytical pricing tools for options trading, and designed trading models for equity derivatives.

Market Risk Analyst Washington Mutual Bank New York, NY 10/2005 to 02/2006

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 Analytic Trading LLC Fort Lee, NJ 01/2004 to 10/2005

Architect and implement trading strategies & models for long/short portfolio of Equities, Equity Futures and G6 Currency Futures; Performed analysis of trading strategies, risk and performance using MatLab, SAS and proprietary system written in visual C++ programming; Designed a trading platform system in visual C++/C# (dot.net)/ VB6/Fix Protocol; MS SQL : Created data base of over 2000 securities on intraday basis for 1 year, daily basis for 7 years VAR analysis (Risk Metrics and Bloomberg products); Neural Networks design and implementation, designing genetic algorithms for optimization of trading strategy, data mining

SKILLS

Proficient in Data Science, Python, C++, SQL; Python, AWS, C#, C++, Excel, Word, Java, MatLab, Mathematica, Perl, PHP, SAS, SPLUS, Microsoft SQL Server (development/DBA), Visual Basic, ORACLE, Sybase, Python, Microsoft Office, Languages

LANGUAGES

Proficient in English, Ukrainian, and Russian

SELECT PUBLICATIONS

1.Magnetic interactions in MnN and Mn_3N_2; Mar 2004; Lambrecht, Prikhodko, Miao

2.Electronic structure & magnetic interactions in MnN and Mn {3}N{2} Nov 2003; Lambrecht, Prikhodko, Miao

3.Atomic-Scale Spin-Polarized Scanning Tunneling Microscopy Applied to Mn3N2 Dec 2002; Yang, Smith, Prikhodko, Lambrecht

4.Pressure dependence of sound velocities in 3C-SiC and their relation to the high-pressure phase transition; Sep 2002; Prikhodko, Miao, Lambrecht

5.Changes of the geometry and band structure of SiC along the orthorhombic high-pressure transition path between the zinc-blende and rocksalt structures, Aug 2002, Miao, Prikhodko, Lambrecht

San Francisco, CA 94122 404-***-**** *************@*****.***

Margarita Prikhodko

Machine Learning Engineer with expertise in finance, physics, and data science

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