Senior Director, Head of Data Science @ I lead the Data Science team at Lattice Engines. We use cutting edge methods and technology to bring insights to customers in the B2B space. From July 2015 to Present (6 months) Managing Consultant @ Develop quantitative strategies and build systems for trading and risk management. Projects include strategies and systems for leveraged agency mortgage trading, non-agency mortgage portfolio evaluation and risk monitoring, a home price forecast model, a mortgage loss severity model, and news based equity trading strategies.
Clients include Luminent Mortgage Capital, Private Law Firms, Family Investment Office From 2008 to Present (7 years) Associate Director, Big Data Insights @ I led Data Science teams as part of the Big Data effort within AT&T. We focused on incredibly rich sources of data including call/text social networks, data usage patterns, customer accounting data, television watching behavior, and at&t employee behavior.
Supervised and completed projects include: AT&T employee retention and performance modeling, AT&T customer upgrade and churn modeling, temporal and social network segments based on call/texting/data usage behavior, television watching segments, a platform for variable creation using AT&T social network data. From May 2014 to July 2015 (1 year 3 months) Principal Data Scientist @ Predictive Modeling of user behavior across the Sprint network. Projects include modeling of user activity based on social networks, time evolution of network behavior, emergent network patterns, emergent user clustering, and the application of these insights to different business units. From May 2013 to May 2014 (1 year 1 month) Principal Data Scientist @ Focus on modern machine learning and econometric techniques.
Provide data science consulting, modeling, and software to a broad range of businesses with a focus on actionable business value. From 2012 to 2013 (1 year) Consultant, Data Analytics and Modeling @ Consultant with a focus on econometrics and machine learning.
Developed predictive models for consumer product sales and profitability based on social media data. This work includes
developing models for signal boosting and feature extraction from social media. From 2011 to 2012 (1 year) Senior Portfolio Manager @ Portfolio Manager for all fixed income investments.
Built proprietary quantitative algorithms for portfolio construction. Built automated system for daily fixed income portfolio management. From 2009 to 2010 (1 year) Managing Director, PM @ Portfolio Manager for Mortgage and Asset Backed Securities From 2006 to 2008 (2 years) Portfolio Manager @ Portfolio Manager for Capital Structure Arbitrage Strategy From 2004 to 2006 (2 years) Quantitative Strategist @ Head Strategist/Quantitative Analyst for Xaraf LLC, subfund of Paloma Partners. Focused on Capital Structure Arbitrage Strategies From 2003 to 2004 (1 year) Portfolio Manager @ Managed an Equity Derivatives Portfolio focusing on Special Situations, Risk Arbitrage, and Capital Structure Arbitrage From 2000 to 2003 (3 years) Quantitative Analyst @ Developed Equity Derivative Strategies for Trading Desk. Designed and Built a Fixed Income Pricing, Trading, and Risk Management System From 1999 to 2000 (1 year) Consultant @ Managed Quantitative Analysts to update existing products. Developed and implemented a Credit Derivatives pricing model. Redesigned Convertible Bond & Interest Rate products to incorporate default risk From 1998 to 1999 (1 year) Quantitative Analyst @ Worked on trading strategies for U.S. Treasury and spread products From 1997 to 1998 (1 year)
Postdoc, Theoretical Physics @ Institute for Theoretical Physics, UCSB From 1994 to 1997 Ph.D., Physics @ Stanford University From 1990 to 1994 M.S., Physics @ University of California, Berkeley From 1988 to 1991 B.S., Physics, Applied Math @ Caltech From 1983 to 1987 Nicolet High School From 1983 to 1983 Andrew Tikofsky is skilled in: Derivatives, Trading, Equities, Portfolio Management, Quantitative Finance, Fixed Income, Multivariate Statistics, Predictive Analytics, Machine Learning, Data Science, Price Optimization, Time Series Analysis, Big Data, Quantitative Analytics, R, Equity Derivatives, Predictive Modeling, Risk Management, Financial Risk