Data Scientist @ From August 2015 to Present (3 months) San Francisco Bay AreaData Scientist Intern @ Developed an user engagement data aggregator for dictionary.com’s Word of the Day feature. Fetched data from Facebook, Instagram and Twitter APIs using Python. Presented the data in Tableau
Created a word popularity index to identify popular words based on user engagement data.
Working on developing a regression based model to predict a word’s popularity using Python’s Scikit and R. The model is to be used by marketing and content teams when deciding on a ‘Word of the Day’ From November 2014 to June 2015 (8 months) San Francisco Bay AreaFinancial Engineer, Equity Derivatives @ Support trading desks of major Asian banks handling queries regarding structuring, pricing models and sensitivities of equity exotics
Pricing and validation of equity exotics like autocallables, accumulators etc
Assists in coordinating and testing new feature development efforts based on client requirements (like call-spread for Autocalls)
Client training on new features, product upgrades and oversee troubleshooting production issues From August 2011 to May 2013 (1 year 10 months) SingaporeSolutions manager(Intern) @ RTS provides algorithmic and high frequency trading solutions.
As part of the solutions team, developed trading algorithms as per client requirements.
Designed and implemented algorithms based on Implementation Shortfall strategies including TWAP, VWAP, Peg, Iceberg Orders etc.
Developed automated trading strategy to seek arbitrage between CME and MCX crude oil futures. From January 2011 to April 2011 (4 months) SingaporeBusiness Development(Intern) @ Worked with the Planning and Accounts Division. Created a business plan to identify new areas of housing developmental activities in the midst of a decline in Indian housing industry.
Developed SPSS based predictive models to identify consumer demand using principles of Multiple Regression Analysis.
Analysed the Indian housing loan market products like fixed, floating and dual rate loans.
Also involved in developing deterministic and predictive models for other projects within the division. From April 2009 to May 2009 (2 months)
Master's Degree, Data Science, 3.85/4 @ University of San Francisco From 2014 to 2015 Computational Finance @ Carnegie Mellon University - Tepper School of Business From 2011 to 2011 Financial Engineering @ Nanyang Technological University From 2010 to 2011 Alice Benziger is skilled in: Machine Learning, Python, Data Acquisition, Data Analysis, Statistical Modeling, R, PL/SQL, Probability, Statistics, Time Series Analysis, Predictive Modeling, SQL, Business Development, Derivatives, Equities, Equity Derivatives, Interest Rate..., Financial Engineering, Matlab, Murex, Strategy, Trading