My skills and knowledge domain (as of 2023):
- Fat-tailed distributions, quantitative finance and risk management: 5 years' Ph.D. research "We should use stable distribution and stochastic volatility models with coherent risk measures!!"" + 2 years' industry experience "Oh let's just truncate the outliers and compute the covariance.".
- Data science: 6 years' experience in handling variety of datasets from mobile location data, online advertising data and traditional financial data In other words, a lot of experience in typing Spark join groupby mean, Pandas merge groupby mean, SQL avg join group by.
- Machine learning: 2 years' experience in NLP pip install transformers and deep learning based recommendation systems.
- Coding: Python Leecode medium before job interviews, easy after landing on a job.