Quant M.

Math Fin graduate from a top US university with hands on experience in macro modeling and financial economics. Implementation of financial models based on academic literature. Programming Skills: Python, R, SQL Packages: numpy, scipy, statsmodels, sklearn, tensorflow, theano, keras, nltk, lxml, requests, openpyxl, pandas Stochastic Calc,Econometrics, Macroeconomics statistics - data science / machine learning, pattern recognition, neural network, random forest, ridge regression, lasso, nearest neighbor, cluster analysis, logistic regression, logit / probit transformation, spline, kernel smoother, nonparametric statistics, support vector machines, cross-validation, model selection, principal component analysis ( PCA ), Monte Carlo, variance reduction, antithetic / importance sampling, Markov Chain Monte Carlo, EM algorithm, Gibbs sampler, KALMAN filter, Bayesian Statistics, conjugate prior, posterior distribution, conditional expectation, multivariate distribution