About Me

I am a PhD economist with years of experience in data science, full-stack web development, and econometric modeling. I have passions for innovative coding practices in software development and predictive modeling, statistical and financial modeling, and inspiring passions in others for coding.

My Resume

  • Work Experience

  • Senior Data Scientist

    i360, LLC 2018 - Present

    Develop predictive models/software for commercial and financial market use. Build/deploy full-stack computational tools in cloud/container/k8s context. Design cloud-based maintanable model training/deployment paradigms. Evangelize on best practices at the intersection of predictive modeling and software development.

  • Adjunct Professor

    The Catholic University of America - Spring 2021

    Created new upper-level Options/Futures course. Taught both theoretical and applied approaches to derivatives modeling.

  • Senior Quantitative Analyst, Vice President

    Citizens Financial Group, Inc. - April 2015 - April 2018

    Developed financial stress test models for DFAST, CCAR, and CECL uses, specifically commercial default probability models. Evangelized version control and coding best practices within company.

  • Senior Consultant

    Deloitte - Feb 2013 - Mar 2015

    Led development team creating interactive data visualization dashboard and productivity application for federal agency department developed in Django/Python, PostgreSQL, JavaScript, and HTML. Led development team creating data dashboard for federal agency HR department developed in MS .NET C#, SQL Server, JavaScript, and HTML. Advised on econometric time series and statistical approaches to measuring return on investment for training courses. Taught team members how to develop in Python, JavaScript, HTML, and C# and how to use modern software development practices such as version control, test-driven development, and bug/issue reporting. Developed and deployed project-wide version control and issue tracking systems. Responsible for delivery and deployment of applications used directly by agency personnel making workforce decisions. Independently developed workforce modeling command line and web tool for simulating workforce events such as retirement, plant closings, with business rules input by user, written in Python.

  • Adjunct Professor

    The Catholic University of America - Fall 2014

    Created new Masters-level Public Finance course. Taught both structural macroeconomic modeling approaches and time series econometric approaches to modeling the impact of fiscal shocks.

  • Senior Programmer

    Mathematica Policy Research - Jun 2011 - Feb 2013

    Developed complex SAS programs to import and analyze Medicare, Medicaid, and commercial health care claims (>10 GB) across multiple years' databases to produce hospital and patient level outcomes. Entrusted with automated system utilizing Perl and SAS to estimate hospital level health outcome point estimates and bootstrapped confidence intervals achieved by customized parallel processing and non-linear modelling. Introduced company-wide git source code management to Research Programming Division, expediting code review, and formalized version control. Independently developed and taught R software training courses to increase R programming support at company. Provided crucial Linux support to programming team, writing several bash and Python scripts to aid transition from MS Windows to Linux environment, in addition to monitoring Linux system performance. Reviewed SQL, R, MATLAB, and Stata code of incoming job candidates.

  • Software Developer

    Google - May 2011 - Aug 2011

    Contributed time series analysis functionality to the statsmodels Python module. Created the SVAR module, along with unit-root tests and impulse response function options. Contributions funded by Google Summer of Code.

  • Quantitative Analyst

    Financial Crisis Inquiry Commission - Sep 2010 - Dec 2010

    Constructed and analyzed internal data sets from a variety of commercial banks involved in the sub-prime mortgage crisis. Created data used for quantities, graphs, and charts used in official report requested by President and US Congress.

  • Mathematical Analyst

    U.S. Census Bureau - May 2010 - Aug 2010

    In 2010, wrote SAS macros for use by the Poverty Branch of the Housing and Household Economic Statistics Division in order to run descriptive statistic queries on Current Population Survey (CPS) data going back to 1963. Worked with internal ACS and CPS data to produce statistics for the Income, Poverty and Health Insurance Coverage Reports.

  • Mathematical Analyst

    U.S. Census Bureau - May 2009 - Aug 2009

    In 2009, made extensive use of internal American Community Survey (ACS) data to assess the quality of new health insurance coverage data. Worked with internal ACS and CPS data to produce statistics for the Income, Poverty and Health Insurance Coverage Reports.


  • Education

  • Doctor of Philosophy (PhD), Economics

    American University - 2008 - 2014

    Dissertation: A Computational Approach to Affine Models of the Term Structure

  • BA, Economics

    University of Massachusetts, Amherst - 2004 - 2008

Core Competencies

Predictive Modeling

Core expertise in time series, panel, non-linear, and unobserved component models in commercial/financial contexts.

Software Development

Full-stack software development using test-driven development, continuous integration, and container orchestration.

Instructing

Passion for teaching best practices for software development, production predictive modeling, version control (git), and how to merge the worlds of software development and predictive modeling.

Technical Skills

Python
Django
Docker/kubernetes
PostgreSQL
Selenium
JavaScript
R
Stata
SAS
Linux/Bash
C#/.NET
C