Toby B.

Data Scientist

690 dollar
Freelancer
10 years
Coventry, UNITED KINGDOM

My experience

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OxFORD Asset Management LLPJuly 2019 - Present

* Researched (mainly using Python) trading strategies for a greenfield statistical arbitrage project.
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OxFORD Asset Management LLPJanuary 2016 - June 2019

* As part of the Risk Team, worked on several projects (C++ with Python wrappers) that were fundamental to the operation of the fund:

a Researched, developed, and deployed a data-process that forecasts stock volumes and a library/data-process that estimates stock betas for most publicly traded stocks.

b Helped develop and evolve the core statistics library.

c Developed several tools for P&L attribution.
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CST AGDecember 2012 - January 2015

* Developed (C++, OpenMP) an algorithm for system identification and netlist synthesis via inverse Fourier transformation that beat the top competitor.

* Conducted research projects in signal processing and microwave filter identification.
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SFE GmbHJanuary 2008 - January 2010

* Developed (FORTRAN, MPI) large-scale solvers for generalized eigenvalue problems and linear equations that were tailored to structural engineering problems.

My stack

IT Infrastructure

Git, Linux

Machine Learning

Linear Regression

Technologies

BOOST, Pandas, Machine Learning, NumPy

Others

Software Design

Languages

STL, Python, Fortran, Matlab, C/C++, C++

My education and trainings

Doctor of Philosophy, Applied Mathematics - TU Berlin2007 - 2012

Master's Degree - Mathematical Economics - TU Berlin2002 - 2007