External Doctorate Student - research focus on Reinforcement Learning / Deep Learning.

Doctorate Student

Freelancing for various clients - especially for companies in the financial sector and startups

Freelancing Data Scientist

Data Science Consulting for one company in the Healthcare sector and one company in the Industrial Goods industry

Intern Data Scientist - Advanced Analytics

Portfolio Valuation and Bloomberg queries 

Intern Data Scientist - Financial Accounting Advisory Service

Intern Audit - Industrial Services

Implementation of various Data Science and ML solutions

Implementation of Data Science solutions; plain Data analysis

Implementation of a Data Science/ML project (algorithms written almost completely from scratch)

Statistics, Data Science & Machine Learning

Sarem Seitz

Together with the founders and other quants, I discussed and advised on the use of Machine Learning/AI approaches for the company's product for the future. For the initial rollout I implemented various portfolio optimization algorithms. 

Impact: The project is still running - right now, the company is close to launching.

Machine Learning consulting and quantitative programming.

Together with the in-house Data Scientist, I co-created the first data pipelines to start the client's data initiative. This also included building statistical models and experimenting with more sophisticated Machine Learning approaches.

Impact: The resulting models were able to significantly outperform previously manual approaches with the same data.

Data pipelining and model building

In order to allow Private Equity firms to get a reliable initial valuation of potential companies, I built a Machine Learning algorithm to value a company based on its financials. 

Impact: The resulting model beat the set benchmark from a published paper while being much less complex and easier to understand.

Building a company valuation engine

Structured Products are generally hard to price due to infrequent trading on financial market. I built a Machine Learning algorithm to estimate a fair market price at any given point in time when no market data is available. To ensure its usability for non-technical users, I also built a Tkinter based frontend.

Quote from the client in the handover call: "We should try to sell this to Bloomberg"

Personal details

Sarem S.

Summary

Technical skills

Work Experience

Personal Projects