Data scientist

Resume posted by nejc9921 in Finance.
Desired salary: $150,000.00
Desired position type: Freelance
Location: Berlin Berlin, Germany

Contact nejc9921

Summary

I am a data scientist based in Berlin.
See nejcznidar.com
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.

Education

  • Bsc. in financial mathematics at University of Ljubljana (math faculty). Time period: 1st October 2012 – 8th September 2014.
  • Msc. in Quantitative finance at Tilburg University (located in the Netherlands). Time period: 1st September 2014 – May 2016.
  • Exchange student, Humboldt University (Berlin). Time period: 1st October 2015-31st March 2016.

Experience

  • Zalando SE. Tamara-Danz-Straße 1, 10243 Berlin, Germany.  Period: July 2016 – Februar 2018.
    • Making statistical and machine learning models (main models used: ARIMA, OLS, probit and logit, random forest, multilayer perceptron and some other models about time series analysis). Furthermore, preparing reports and forecast of different KPIs for different marketing channels which help optimizing the marketing expenditure budget (Working in marketing intelligence department).
  • SingularityNET. Period: September 2017-today.
    • Creating a stochastic financial model which quantifies risks for investors in SingularityNET. Model is based on past data of similar performances and current outlooks for the future.
  • Foreman assistant in Cestno gradbeno podjetje Novo mesto (CGP) (construction company). Period: June and July 2009 and July, August 2010.
    • Assistance at accounting, quotation creation, terrain work and others.
  • Actuarial practice at Triglav d.d. Miklošičeva cesta 19, 1000 Ljubljana. Period: September 2013.
    • Basic actuarial tasks, examination of new program code, examination of online insurances and examining competitiveness.
  • Head of human resources AEGEE – non profit. Oct 2013 – Oct 2014.
    • Was in the board of Aegee Ljubljana 2013-2014. My role: Human resources. We organised several events in Ljubljana and other Slovenian towns and summer university in cooperation with Aegee Udine.

Skills

  • See detailed list of skills at http://nejcznidar.com/#services
  • Brief summary:
  • – 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.

Spoken Languages

    Croation, English, German B1, Slovenian