06.09.2022 aktualisiert

JM
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Senior Data Scientist and Business Analyst

Potsdam, Deutschland
Weltweit
Msc in Theoretical Physics
Potsdam, Deutschland
Weltweit
Msc in Theoretical Physics

Profilanlagen

CV - Jörn Malich

Skills

Machine learning, Deep learning, Data Analysis, Data Visualization, Digital Signal processing, Regression, NLP, Active Learning, Symbolic Regression, Genetic Programming, LSTM, ARIMA, Google BERT, Advanced Analytics, Nolinear Dynamics, Stochastic Processes

C, C++, C#, Java, Scala, Python, R, SAS, MATLAB, x86ASM, JS, PHP
Word, Excel, PowerPoint, Access, Outlook, Lotus Notes, LaTeX, LyX, JasperReports,
Oracle, MS SQL Server, OrientDB, Hadoop, Spark, Kafka, SAP,



JNI, AWS, pandas, numpy, scikit-learn, tensorflow, requirement analysis, data mining, data migration, data security, JavaScript, ApacheCamel, Refactoring, gradient descent, SQL, VBA, Data Science, data mapping, Excel/Access VBA, DWH, Oracle/PL-SQL, JIRA, Excel/Access, Bayesian, mySQL,

Front Arena, SimCorp Dimensions, ZEB.Control, OpenRiskEngine, HP ALM, Analytics,

Sprachen

DeutschMutterspracheEnglischverhandlungssicherFranzösischgut

Projekthistorie

Senior Data Scientist and Project Manager PSD2

PRAGMALAB GmbH
Account Information Service Provider under EU PSD2 Regulation
PRAGMALAB GmbH Berlin

* Regulatory EU Payment Service Directive 2 requirement analysis
* Management of a BAFIN application as a registered PSD2 Account Information Service Provider
* Elaboration of commercial account information indicators and respective quantitative models
* Account information related data mining and statistical analysis, model calibration and
validation
* Coordination of business analysis and project management of the corresponding IT
implementation
* Definition of the necessary PSD2 transaction banking interfaces and data migration
activities, esp. transition to the ISO-20022 data household and new data security standards
* Preparation of statutory PSD2 and DGPR compliance documentation
* Technology: AWS, Scala, JavaScript, ApacheCamel, OrientDB, Python (pandas, numpy, genism,
scikit-learn, tensorflow), Semi-supervised Machine Learning, Google BERT, ULMFit, Active
Learning

Head of Advanced Analytics and AI

PRAGMALAB GmbH
PRAGMALAB GmbH Berlin

* Development of production-ready end-to-end Machine learning products using advanced methods
like deep learning, semi-supervised learning, active learning, nonconvex hyperparameter
optimization
* Advanced Analytics Research team lead with a variety projects like Financial Data Analysis
(Time Series Forecasting using RNN), fake news detection, intelligent lexical matching, high
performance audio signal processing
* Methods: Gradient Boosting Trees, Gaussian Process Regression, Google BERT, ULMFit, Advanced
NLP, Semi-supervised Machine Learning, Active Learning, Transfer Learning..
* Technology: Java, JNI, Scala, AWS, OrientDB, Python (pandas, numpy, genism, scikit-learn,
tensorflow, pytorch)..

Quantitative Analyst and Developer Risk Engine

Aareal Bank
Risk Simulation and P&L Explanation Library
Aareal Bank Wiesbaden

* Refactoring of an existing QuantLib risk control system
* Architectural re-design of the bank's risk-control simulation landscape
* Elaboration and validation of product specific system improvements and/or new modules
* Implementation of enhancements and cross-testing within the team
* Bond Price Estimation using conjugated gradient descent optimization
* Data analysis and result plausibilization
* Documentation of resulting modules
* Technology: C++, SQL, VBA, Python (pandas, plot.ly, numpy etc.)

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