Michael Chase

Quantitative Engineer

Moody's Analytics

Feb 2023 - Current (3 years 7 months)

• Developed Macro Scenario model for scenario analysis and stress testing, several PD and credit scoring models, as well as LGD model. • Created various quantitative tools with machine learning and data science methodology, such as missing value imputation toolbox, financial surveillance anomaly (fraud) detection model, classification under SVM, random forest PD challenger model. • Built standardized model calibration/recalibration framework for team members with object oriented setup to improve the consistency and efficiency of credit risk model developments. • Supervised model risk governance inside the quant & engineering groups, and helped to setup the standardized guidance for the internal RiskCalc model validation procedure. • Wo

Data Scientist

Cengage Group

May 2022 - Feb 2023 (10 months)

• Led all stages of the $2.0B sales revenue forecasting model including but not limited to problem formulation, data pre-processing, feature engineering, sample design, algorithm selection and evaluation, hyper-parameter tuning, deployment, implementation, and monitoring. • Wrangled 10TB of customer data stored in Hadoop distributed file system using Python/R to remodel and visualize 16 previously inaccessible datasets to allow 50+ stakeholders to track the impact of customer attributes on product performance. • Defined and tested strategies to improve products and drove team roadmaps using data-driven insights to inform, influence, and execute product strategy and investment decisions. • Conducted various A/B tests (R, Python) measurin

I

Data Engineer

IP3 Assess

Jan 2022 - May 2022 (5 months)

• Implemented Spark data pipeline to perform Spatial Temporal join and aggregation for 2TB+ clinical data enrichment. • Streamlined deployment automation for containers using Docker and Golang. Reduced the latency by 85%.

H

Data Science Intern

Hawaii Public Health Institute

Aug 2021 - Dec 2021 (5 months)

• Weather Risk Web App - Built a web app for stakeholder use using Reactjs, Nodejs, Python, and R to visualize ~0.5TB public health agricultural data scenario climate risk provided by clients and academic partners (NASA Harvest, United Nations, UH Manoa, University of Maryland, Maui United Way).

Machine Learning Scientist

NASA

Jan 2021 - Jan 2022 (1 year 1 month)

• Our mission at NASA Harvest focuses on developing crop yield prediction scoring models (Tensorflow/PyTorch) using recurrent neural networks (RNNs) to analyze satellite imagery for future harvests. These models aim to provide real-time streaming insights into Earth's agricultural climate risk, contributing to solutions for climate change. • Leveraged NOAA/MODIS and Landsat data to enhance CNN model robustness and provided detailed breakdown of crop conditions, significantly improving predictive capabilities for agricultural management in Maui. • Scaled the robustness of 2D/3D geospatial data processing using machine learning, and enhanced accuracy of computer vision models for effective large-scale Earth data capture. • Developed data

M

Analytics Consultant

Microanalytics

Jan 2021 - Jan 2022 (1 year 1 month)

• Provided data science consulting to 6+ biotech seed startup companies with the goal of building or expanding on efforts in experimental design, data architecture, research methods, and product release. • Developed, tested, and deployed 32+ project client-oriented features that improved platform customer retention by 18%. • Led the product development life cycle, including research/design (R, Python), QA testing (Postman, AWS Lambda), and deployment (Circleci, AWS, Docker), of 10+ ML algorithmic-based prediction apps or platforms, resulting in a notable 12% YoY revenue growth improvement for clients.

P

Analyst (Healthcare)

Penn State Investment Association State College,

Mar 2020 - Jan 2021 (11 months)

• Improved model portfolio performance by 10.7% ($1.1M) through the refinement of cost of capital calculations and strategic re-weighing based on financial projections of volatility and price dynamics in (biotech) healthcare space.

B

Founder & CEO

Biofusion Labs

Jan 2018 - Jan 2021 (3 years 1 month)

• Grew cross-functional team to implement effective product strategy for Biofusion Labs, a "biohacking" health optimization brand, resulting in 35% growth of customer base, 99.8% customerfeedback, and ~$11k MRR from 2019-2021 with ~1+ million average monthly views in sales channels.

About

Detail

Timeline

Résumé