Data Science Consultant, Quantitative Trading Strategies (QTS)
Royal Bank of Canada Capital Markets
Apr 2024 - Current (2 years 7 months)
• Engineered and optimized machine learning models using Python, focusing on LightGBM models, to predict bond spreads, improving prediction accuracy and efficiency.
• Developed and deployed classification models for municipal bond adjustments.
• Automated data processing and feature engineering pipelines using Airflow, which involved designing workflows that ingest market data into Amazon S3.
• Performed hyperparameter tuning and cross-validation to optimize model performance, ensuring robust and reliable predictions under varying market conditions.
• Monitored and maintained models in production, utilizing advanced statistical techniques and machine learning algorithms to support trading strategies and prov