Mateo Restrepo Mejia

Mateo Restrepo Mejia

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Machine Learning Engineer
Medellín, Antioquia, Colombia

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Résumé


Jobs verified_user 0% verified
  • Lahaus
    Principal ML Engineer
    Lahaus
    Jul 2022 - Jan 2024 (1 year 7 months)
    Mantained and trained personalized property recommendation algorithms and adapted them to LH next generation data stack providing inventory and customer information. Built the first incarnation of LH feature store (using feast) to support rapid implementation iteration of ML algorithms. In 2023, built a question-answering system, using RAG (text embeddings, and vector db). This system later evolved to a full blown chat system using GPT-4 to streamline first contact with registered new home buyer leads.
  • Lahaus
    Head of Machine Learning
    Lahaus
    Apr 2019 - Jul 2022 (3 years 4 months)
    Developed automation valuation model (AVM) for supporting i-buyer stragegy.. Oversaw implementation of property recommendation algorithms, lead to agent assignment and, image classification and scoring DL models.
  • Y
    Head of Data Analytics
    YuxiGlobal
    Apr 2018 - Apr 2019 (1 year 1 month)
  • Grupo Bancolombia
    Analytic Capabilities Manager
    Grupo Bancolombia
    Aug 2014 - Apr 2018 (3 years 9 months)
    Oversaw development and strengthening of data analytics capabilities at various groups within the Bank. Assist in the adoption and use of Big Data technologies (CDH, Impala, Spark, HBase). Aided in selection and hiring of analytic personel, Develop advanced analytics models for the improvement of bank processes and services. Work together with outside consultants to bring in knowledge and models.
  • M
    Mathematical Modeling Consultant
    MathDecision
    Dec 2013 - Aug 2014 (9 months)
    Desarrollé e implementé modelos cuantitivos en áreas de actuaría y simulación de operaciones logísticas
  • B
    Assistant VP
    Benchmark Solutions
    Aug 2012 - Mar 2013 (8 months)
    Worked in the Complex Event Processing team and in R&D, mainly on post-processing and accuracy assesment of the corporate bond prices generated by the main pricing engine.
  • Goldmansachs
    VP
    Goldmansachs
    Jun 2011 - Mar 2012 (10 months)
    Vice president – Strategies ( Quant Developer ) Researched and implemented refinements and optimizations of the CME listed options Java based quoting engine, including: optimization of price interpolation routines, design of mass quote interface, reduction of garbage collection amounts and times. Implemented G10 FX options market data enrichment application in Java, which combines various pricing streams, performs calculations and stores expanded results in a data store (Sybase IQ). Developed SQL and Slang based reports based on afore-mentioned enriched data. These included: GS vs. CME market options spreads comparisons at cross, expiration and delta bucket levels; time series analysis of lead-lag behavior between GS mid-vols and CME imp
  • Bank of America
    VP Quantitative developer
    Bank of America
    Oct 2008 - Jun 2011 (2 years 9 months)
    Automated Market Making ( Listed Equity Options ) group: Developed two versions of the main “bias server” in C++, a HF component that constantly updates “biases” (i.e. price corrections) on all options on a name based on accumulated inventory and real-time calculated vega, skew and kurtosis risks. A module for index family bias for vega hedging across several closely related ETFs was later added. Designed and implemented C++ “risk server”; front-end risk aggregation engine for convenient monitoring of all the different option associated risks (delta, gamma, vega, theta, rho, etc. ) at the trade, contract, expiry, name, sector and book levels. Developed C++ scenario analysis server, that evaluated changes in portfolio value after sudde
  • B
    Associate
    Bank of America Merrill Lynch
    Jan 2008 - Dec 2009 (2 years)
    Implemented earnings event free volatility model in C++ which allowed for better interpolation of new expiration volatility curves and also systematic trading based on discrepancies between historical earning moves and implied future earnings moves. Researched wing parametrization and stability of automated fit of per-expiration volatility curves. This was integrated into existing multi-threaded C++ volatility server.
  • Merrill Lynch
    Summer Associate
    Merrill Lynch
    Jun 2007 - Aug 2007 (3 months)
Education verified_user 0% verified
  • Universidad de los Andes
    Master's degree, Inteligencia artificial
    Universidad de los Andes
    Jan 2024 - Current (2 years 5 months)
    Skills: Reinforcement Learning · Deep Learning · Supervised Learning · Natural Language Processing · Semantic Web
  • Coursera Course Certificates
    Machine Learning: Classification
    Coursera Course Certificates
    Dec 2016
  • edX
    Professional Certificate for Text Mining & Analytics
    edX
    Oct 2015 - Nov 2015 (2 months)
  • edX
    Certificado Verificado de edX para el curso Scalable Machine Learning with Spark
    edX
    Jul 2015 - Aug 2015 (2 months)
  • Stanford Online
    Statistical Learning
    Stanford Online
    Apr 2015
  • Coursera Course Certificates
    R Programming
    Coursera Course Certificates
    Sep 2014
  • Coursera
    Probabilistic Graphical Models
    Coursera
    Dec 2012
  • Coursera
    Functional Programming Principles in Scala
    Coursera
    Nov 2012
  • Coursera
    Machine Learning
    Coursera
    Oct 2012
  • Coursera
    Machine Learning
    Coursera
    Aug 2012 - Nov 2012 (4 months)
  • Cornell University
    PhD, Applied Mathematics
    Cornell University
    Aug 2003 - Aug 2008 (5 years 1 month)
    Lots of course work in probability, stochastic processes, algorithms, discrete and continuous optimization and simulation. Research in algorithms for network flow, probabilistic spatial models in ecology, simulation of ambulance systems.
  • Universidad de los Andes
    Matemáticas
    Universidad de los Andes
    Jan 2003 - Dec 2003 (1 year)
    Started a Masters in pure mathemtics. Course work in convex optimization and functional analysis.
  • Universidad Nacional de Colombia
    BS, Physics
    Universidad Nacional de Colombia
    Jan 1998 - Dec 2002 (5 years)
    Degree work in Schur function based group representation theory applied to string theory and the symbolic computation thereof.
  • Olimpiadas Colombianas de Matemáticas
    Gold Medallist, Mathematics
    Olimpiadas Colombianas de Matemáticas
    Jan 1993 - Dec 1998 (6 years)
    Part of team of 6 who represented Colombia at the International Mathematical Olympiad (IMO'98). Earned Bronze medal.
  • Colegio Aleman
    Bachiller, Lenguas Modernas
    Colegio Aleman
    Jan 1984 - Dec 1997 (14 years)
    Estudio de lenguas modernas (Alemán e Inglés) y matemáticas.
Projects (professional or personal) verified_user 0% verified
  • B
    Build your Own Redis - with Rust
    Jun 2024
    Implement a simple Redis server (an in-memory value store) in pure rust, from scratch and with minimal use of outside libraries (basically only `tokio` for async I/O and `anyhow` for error handling). This project demonstrates setting up a Tcp listener and setting up coroutines for handling of incoming clients. There is serialization and deserialization to/from RESP format for converting incoming streams of bytes into internal data structures used internally. Also another coroutine for applying read/write operations to the internal database (essentially a hashmap) There is also a big part about handling replica handshake and synchronization.
  • R
    Rust Tracing
    Dec 2022 - Jan 2023 (2 months)
    An implementation of the ray tracing in one weekend project in pure Rust. Fully from scratch and with minimal dependencies.
Awards verified_user 0% verified
  • C
    Two Awards for “Outstanding accomplishments and contributions as a teaching assistant.”
    Cornell CS Department May Dec
    May 2005
  • Cornell University
    Olin Fellowship
    Cornell University
    Aug 2003
    Covering tuition and living expenses for my first year of PhD studies.
  • I
    Second Prize
    International Mathematics Competition for University Students
    Jan 2002
    held in Warsaw, Poland
  • I
    Gold Medal
    I Iberoamerican Mathematical Olympiad for University Students
    Jan 2000
  • Universidad Nacional de Colombia
    Full Scholarship for the whole course of studies (1998-2002)
    Universidad Nacional de Colombia
    Jan 1998
    Obtained as a result of achieving first place in the admissions test for the Physics major.
  • Ecopetrol
    Bachiller por Colombia
    Ecopetrol
    Dec 1997
  • I
    Bronze Medal – (IMO – 1997)
    IMO International Mathematical Olympiad
    Aug 1997
  • C
    Gold Medal
    Colombian Mathematical Olympiad for Highschool Students
    Jun 1997
    As a result of the latter, I was invited by Prof. Walter Mientka to attend MOP’97 (U.S.A. Mathematical Olympiad training camp together with the USA IMO team)
  • I
    Fourth place in Colombia, First place in Antioquia
    ICFES State examaniations
    Jan 1997
    Fourth place at the National level, and First Place in the Antioquia region in the National College Entrance Exam for Colombia (analog to SAT), administered by ICFES and taken by over 400,000 highschool studentents country wide.