Experience
Independent Consultant
Management Consulting
Consultant
6/2017 - Present
Independent consulting service providing expertise in business analysis, data analytics, and data science.
Point72 Asset Management
Finance
Vice President, Data Science
5/2015 - 1/2017
Managed a data science team at Aperio Investments, a big data research unit serving both the long-short investment portfolio teams and the firm's venture capital unit, Point72 Ventures. Planned and spearheaded a deep learning-based strategy for the identification of key entities in unstructured text. Provided a leading role in evaluating the efficacy of new data sets and the technology of potential startup investments for Point72 Ventures.
Royal Bank of Canada
Other
Senior Manager, Data Quality
5/2012 - 5/2015
Managed a team of MIS professionals with the responsibility for the design, development, maintenance, and ongoing quality control of the bank's enterprise wholesale credit risk portfolio. Led a successful $11 million project to replace the legacy risk reporting system with a new one capable of reporting risk as-at next day across the enterprise (versus the previous monthly system). The project was the top priority of the CRO and I was personally recognized by him for its successful delivery.
Royal Bank of Canada
Other
Manager, Risk Methodologies
1/2009 - 5/2012
Served as a risk quant in the Enterprise Risk Management department responsible for the development of quantitative methodologies in support of credit risk portfolio management. Overhauled the bank's methodology for the calculation of credit economic capital, a critical measure of tail-risk. Updated the inter-risk correlation model used to compute the diversification benefit to economic capital arising from the bank's particular mix of risk types (e.g., credit, market, operational).
RBC Capital Markets
Finance
Generalist, Global Credit Rotation Program
5/2007 - 12/2008
Post-MBA rotational training program in Global Credit, the Corporate Banking unit of RBC's Capital Markets division. Three 6-7 month rotations, consisting of: front-office corporate lending with the Consumer Diversified team, middle-office support of existing credit facilities with the Non-Bank Financial Institutions team, and a rotation in the enterprise portfolio risk management team.
Quantcast Corp.
Start-Up
Consultant
6/2006 - 8/2006
Contributed to the design and implementation of the Java and Hadoop-based software architecture for a Web traffic analytics and Ad Tech startup specializing in online audience measurement and real-time advertising. The engagement was during the recess between the first and second years of my MBA studies.
Searchspace Corp. (now NICE Actimize)
Start-Up
Sentinel Architect (3 promotions)
1/2000 - 7/2005
Designed and created enterprise risk management solutions (known as "Sentinels") for major banks to combat money laundering and fraud. Served as a subject matter expert on the firm's risk management applications and coordinated with all stakeholders, including direct engagements with clients. Conducted several pilot projects, including one that led to the firm's first anti-fraud product suite to detect ATM fraud, check fraud, and check kiting.