nejc9921 –

I am a data scientist based in Berlin.
I do the following tasks:
– Big data analysis.
– Statistical modeling.
– Machine learning – Gaussian mixture model, random forest (inlc. bagging), multilayer perceptron.
– Econometrics, regression;
– logit, probit model, linear regression, ordinary least squares, polynomial regression, GLM (generalized linear model), mixed probit and logit, fixed and random effects, nonlinear regression and others.
– Time series analysis and forecasting; ARIMA, MA (moving average) models, GARCH, TARCH, etc.
– Evaluating and interpreting statistical measures (deviation, kurtosis, mean, median, skewenes, percentiles, quantiles, etc.)
– Data retirement from Business objects, Microstrategy, SQL databases (including bigQuery), Google analytics, etc.
– Programming in R, Python (Anaconda) and Matlab.
– Excel, PowerPivot, PowerBI and Tableau.
– Risk management and modeling.
– Financial modeling (stohastic modeling, option pricing, modeling interest rate, credit and exotic derivatives and other).
– Portfolio optimization, modeling term structure of interest rates.

nejc9921's resumes

  1. Resume title
    Data scientist in Finance
    BerlinBerlin, Germany
    Date Posted
    18 Apr 2018