Resume of Lev Selector, Ph.D.
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LEV SELECTOR, Ph.D.
Phone: 212-795-3979 (home) (New York)
Email: selector AT pipeline.com
Web: www.LevSelector.com , www.selectorweb.com
- Ph.D., Experienced Data Scientist, Machine Learning & AI Researcher, Software Engineer
- More than 15 years of hands-on engineering and architecture experience working with data.
- Ph.D. in mathematical modeling and computer simulations.
- Lots of experience with high-volume data processing and calculations, big data feeds. Amazon cloud (AWS EC2), high-volume web scraping, Hadoop, databases (SQL and key-value stores like Redis), high-volume ETL, real-time algorithmic trading, web applications, and business intelligence & analytics.
- Proven track record of ability to find & implement pragmatic solutions to complicated problems, to design new software architectures, and deliver them on time.
- Experience with both Fortune 500 and small companies, in the Finance, AdTech, e-Commerce, Publishing and Marketing industries.
- Machine Learning & Artificial Intelligence
- Mathematics and Finance: Ph.D. (Math. Modeling), advanced calculus, probability and statistics, time series analysis, numerical methods, Machine Learning, Deep Learning.
- Project management, software architecture
November 2014 - Present - Penguin Random House, Consultant, Machine Learning & AI, Big Data Processing and Analysis.
Machine Learning and AI, Business Intelligence/Analytics, Big Data, Data Integration (ETL/ELT), Enterprise Reporting. Python (pandas, numpy, numba, cython), IBM/Netezza, SQL, Redis, Amazon Cloud (EC2 Linux).
- Taught Python language and analytics tools.
- Organized "Deep Learning Book Club" to promote the use of Machine Learning and AI in-house.
- Created Python framework and tools to work with IBM Netezza database.
- Worked with several business groups to design workflows for multiple data feeds.
- Created various data feeds and tools to clean and ingest millions of rows of data daily.
- Configured AWS EC2 instances and wrote software for high-volume web scraping.
- Wrote analytics tools for price analysis and estimation.
April 2012 - April 2014 - Appnexus, Inc., Consultant, Financial Data Analytics.
Responsible for designing and implementing systems for data extraction and aggregation, data analytics, billing, and reporting in a fast growing ad-tech company (AppNexus generates ~60 TB of data per day from its RTB platform).
Technologies: Linux, Python, Pandas, Vertica, Mysql, Hadoop, Hive, git.
- Designed and implemented a new billing and reporting framework, which extracts, aggregates, and processes hourly trading data. Designing of new architecture required working with multiple teams (Data Team, Finance, Product, and Sales Operations)
- Redesigned monthly data extraction process (more than 30 Bln rows), cut extraction time from 3 hours to 7 minutes
- Implemented the framework using Pandas (Panel/Tabular Data) libraries (personally wrote more than 43 thousand lines of compact structured python/pandas code). Data comes from multiple sources (Vertica & MySQL databases, Excel and CSV files). Framework performs data filtering, aggregation, sorting, adjusting, and processing using different custom rules for different clients. Data is output into the database, and also into files for uploading into ERP system. Code is designed in a way to perform multiple automatic tests (including back-testing) to validate both data and code. Since creation, the code was responsible for more than 2 Bln dollars in billing (invoices and payments)
- Designed the cost & revenue reporting database. Designed intelligent self-recoverable ETL processes and health-monitoring processes, allowing automatic self-recovery after outages
- Designed business intelligence & analytics systems (multiple reports, graphs)
- Was responsible for daily operations of running billing and reporting. This included monitoring data loaders, collecting and validating the data and business requirements, running calculations, validating the numbers before importing them into ERP system. Resolving problems, answering customer’s requests
- Analyzed billing data in Infor ERP system for two years. Created reporting framework for analyzing the dynamics of both receiving payments from customers and making payments to suppliers
- Trained the team to use and maintain the billing/reporting systems and cost_revenue database. Documented the code and processes. Designed and taught courses on python/pandas and on billing procedures to the company’s employees
April 2010 – April 2012 – JPMorgan Chase & Co., Investment Banking, Consultant
Mortgage Analytics (Structured Products Group). Technologies: Unix/Linux, C/C++, Perl, Python, Sybase, Excel VBA.
- Played a key role in migrating legacy C++ calculators (Fixed Income MBS) across data centers. Personally fixed and migrated ~100 applications, including old C/C++ applications, batch jobs, scripts used by modeling groups, and web applications. Wrote multiple Perl modules and applications (data feeds, utilities, monitoring, docs-builder system) to both help the migration and to streamline the nightly batch processes
- Instrumented analytical calculators to measure cpu time, instrument ids and categories, etc. These metrics would later be used to generate reports to identify how the resources were allocated
- Developed Excel VBA applications used for regression analysis, and as a frontend for analytical calculators implemented in C++
2009 - WorldQuant, LLC. Trading Support for algorithmic trading systems
Technologies: Unix, Perl, C++, MySQL, Excel VBA.
- Trading support. Created new strategies, analyzed their performance. Created monitoring tools. Used parameters such as position similarity, fillrate, imbalance, PnL, draw-down, sharpe ratio, slippage measure, etc. in monitoring. Resized strategies as needed. Resolved problems, generated custom reports.
- Ran simulations to back-test strategies.
2009 - Citigroup. Equity Financing. Consultant
Migration of perl/java/SQL data and analytics jobs from Sybase to MS SQL Server. Data cleaning and validation. Technologies: Unix, Perl, C++, Java, Sybase, MS SQL Server
2007-2008 - HSBC. Asset Management Group. Consultant
Trading support: trade feeds and reports. PnL and risk reports. Analytics. Technologies: Perl, Sybase 12.5, Oracle, Windows Server 2003, Control-M
2006-2007 - Merrill Lynch. Consultant
EFS project (Enterprise File System). Responsible for EFS operations. Technologies: Unix, Perl, C/C++, Oracle, Sybase, NAS filers, NFS
2005-2006 - JPMorgan Chase. Consultant
Joint Distribution System (JDS). Database architecture, ETL, database performance tuning, automation of testing/deployment. Technologies: Unix, Perl, Java, Sybase
2004-2005 - CSFB, Prime Services. Programmer
Data Warehouse development and support. Products, pricing, risk, PnL. Technologies: Perl, shell scripts, Sybase, CGI, Java servlets / Weblogic server
2000-2003 - Goldman Sachs. FICC (Fixed Income Currencies and Commodities). Consultant
Development and maintaining of the OE (Organizational Entities) system – a web-based application with database of all FICC clients, their accounts, business interests, people and contact information. Technologies: Unix, Perl, C++, Java, Sybase, DB2, Informatica
2000 - Morgan Stanley. Consultant
Web application for portfolio management. Technologies: Unix, Perl, Java, Sybase
1999-2000 Cantor Fitzgerald / Espeed. Programmer
Distributed Trading System (DTS). Added history system and deployment system. Created documentation website. Technologies: Perl, mod_perl / cgi, Java, Sybase
1998-1999 Waterhouse Securities. Programmer
Development of online brokerage website. Technologies: Unix, Perl/cgi, web-design, Oracle
1994-1998 Infolink International, Inc. Project Lead
Web design for Business Clients. Technologies: Unix, Perl, HTML, Adobe Photoshop
1991-1994 Columbia University. Staff Associate
Mathematical modeling of dynamics of organic molecules. Programs were written in C and distributed to several unix computers in different labs, operations were controlled from one desktop Macintosh computer, results were fed from unix to Mac, custom programs (Mac C++ and IGOR software ) were used to automatically process the results
1981-1991 National Cardiology Research Center, Moscow, Russia. Researcher
- Real time data acquisition and computer processing in neuro-physiological experiments. Semi-automatic pattern recognition, categorizing of data. Computer simulations of nerve impulse generation and propagation along C-fibers. Partial differential equations, Hodgkin-Huxley model, Crank-Nicolson & modified Runge–Kutta methods
- Hardware and software design of medical equipment
- 1988 Ph.D. in Biophysics (computer simulation of nervous coding), Graduate School of Moscow Physics and Technology Institute
- 1981 MS in Electronics and Automation from Moscow Physics and Technology Institute.( www.mipt.ru ), Majors in computers, electronics and biophysics, Diploma - computer simulation of nerve activity
LICENSES, CERTIFICATIONS, COURSES:
- Machine Learning & AI courses
- Data Analysis with Python and Pandas
- SEC Registered Representative ( Series 7, Series 63 )
- CQF ( Certificate in Quantitative Finance 6-month course )
- Advanced Object Oriented Perl (by Damian Conway)
- C++ for Quantitative Finance
- Advanced Excel for Financial Applications
- Java 2 (Sun)