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 Other
    BerlinBerlin, Germany
    Date Posted
    25 Feb 2021
  2. Resume title
    Data scientist in Finance
    BerlinBerlin, Germany
    Date Posted
    18 Apr 2018