Victor Daniel Casas Hernandez

Head of Engineering, AI & Data Practices

MAS Global Consulting

Jan 2024 - Current (1 year 8 months)

Head of Engineering, Data & AI

MAS Global Consulting

Oct 2023 - Current (1 year 11 months)

Reporting directly to the CEO as the Head of Engineering, Data & AI, I lead a team of 100+ Managers, Architects, Engineers, AI Scientists, Product owners and Business analysts, some highlights of the role are: • Founded and expanded the AI and Data unit from 0 to 10 in 6 months. • Deployed 5 use cases in Data and AI, including an enterprise data mesh, several data migrations to a modern data stack and AI models into production including local LLM implementations. • Ideated, designed and oversight the deployment of the AI Assessment (public facing marketing product) • Ideated, designed and closed more than 2 MM in new deals for the company in the Data Streaming and AI vertical. • Ideated, designed and deployed the first Gen AI project o

Head of Artificial Intelligence & Data Practice

MAS Global Consulting

Oct 2023 - Jan 2024 (4 months)

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ED – Principal Data Architect for Corporate Responsibility & Morgan Health

JPMorgan Chase & Co

Oct 2022 - Aug 2023 (11 months)

LlamaIndex. As the Director of Intelligence, Data & Engineering for CR, I founded, lead and staffed a team of 7 Senior Engineers, Product Managers and Data Scientists, some highlights of the role: • Co-Led measurement and telemetry workstream for the Tech Sustainability Firmwide Program. • Co-Led the design, deployment and launch ofthe CR Data Lake in AWS, with Streaming, NLP, Reporting and Lake Formation capabilities. • Implemented Operational and Tech Sustainability Data Strategy, defining 5 Data domains and creating 10 Data products. • Conducted a Pilot using Large Language Models in public interest data (Grants & Policy Documentation) that reduce time for information from hours to minutes and allowed self-service. • Procured, Secur

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Executive Director

JPMorgan Chase Co

May 2022 - Aug 2023 (1 year 4 months)

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Global Head Data Science, Machine Learning & Artificial Intelligence - GTI

JPMorgan Chase Co

Jul 2021 - Jun 2022 (1 year)

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VP - Lead Data Scientist

JPMorgan Chase Co

Nov 2019 - Sep 2021 (1 year 11 months)

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Head of AI & ML for Global Technology Infrastructure

Feb 2019 - Oct 2022 (3 years 9 months)

Tech stack: Python, pySpark, HDFS, AWS S3, ElastiCache, TensorFlow, Pytorch, ONNX, AWS EMR, AWS EC2, AWS EKS, Kubernetes, Airflow, Grafana As the Head of ML for Global Technology Infrastructure. I led, scaled a team from 2 to 20Machine Learning Engineers, Data Scientists and ML Researchers (PhD and Postdoc), Ideated, designed and deployed the Operations AI Global Technology platform for a full OpsAI experience in the infrastructure, some highlights of the role: • Ideated, designed and deployed an AIaaS OpsAI portfolio that included: Anomaly Detection, Self-Healing, Forecasting, Toil Detection, Noise Detection and Graph Based Analytics. • Pitched, secured and expanded the usage ofthe platform from 1 to 17 business units that include: Payme

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VP - Lead Data Scientist

JPMorgan Chase Co

Jan 2019 - Nov 2019 (11 months)

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Senior Data Scientist

JPMorgan Chase Co

Feb 2018 - Jan 2019 (1 year)

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Lead Data Scientist for Global Technology Infrastructure

Feb 2018 - Feb 2019 (1 year 1 month)

• Led use case development and prioritization on different topics like NLP, Anomaly Detection, Signal detection and ad hoc supervised learning. • Voting member for different strategic firmwide technical forums like: AI Platform development, NLP External Collaborations and Explainable AI. • Firmwide owner for several Reinforcement Learning and Deep Learning Frameworks (i.e. Pyro, Pytorch).

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Senior Quantitative Analyst

CRISIL GR&A - S&P COMPANY

Feb 2017 - Feb 2018 (1 year 1 month)

As a consultant I worked for three major clients: Wells Fargo, Mizuho Americas and GE Capital, my responsibilities include: • Led quantitative projects that where sourced by LOBs. Built and deployed the implemented solutions to the client servers. Presented the results to the LOB and Senior Management. • Built Model Validation Reports for the OCC. Built Challenger models for identifying areas ofimprovement. • Mentored 3 Junior Quant Analyst. Project Highlights ◦ A corporate credit alpha signal model using Deep Learning for fixed income trading. ◦ Performed end-to-end in depth model validation for all the model Inventory ofthe Asset & Wealth Management Division (25+ Models). A Capital Market Assumption model portfolio risk management

Senior Data Scientist Gran Data

Grandata

Feb 2017 - Feb 2018 (1 year 1 month)

Python, R, Scala, HDFS, TensorFlow, Pytorch, ONNX, Kubernetes, Airflow, Grafana, AutoML, • Technical Lead for several Banking, capital markets and telco use cases. • Built and maintained Credit, Graph specialized in-house features. • Led, guided and advised all the Deep Learning activity in the firm. • Mentored 2 junior members on Deep Learning and Big Data tech. • Achievements Social-credit model building and deployment. Credit card acquisition model building and deployment. • Model benchmarking and auto-ensembling libraries. Successfully led a part of a PoC for becoming BAU for a client.

Sr. Data Scientist

Grandata

Jan 2017 - Feb 2018 (1 year 2 months)

Being part of the Core Data Science team, I participated in several projects. My projects involved but were not limited to: Development of end to end predictive models. This includes feature engineering, feature selection, unsupervised analysis, supervised learning, predictive assessment and model selection. Building and enhancing the predictive modelling library in an efficient and scalable manner, which focus on the encapsulation of each analysis for future re-usage. Deep learning library construction for NLP, general classification and regression problems. Additionally, implemented convolutional and recurrence applications in different data types. (Using as baseline Tensor flow and SKLearn) Explore and specialize in Telco, Banking a

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Machine Learning Consultant

IndependentFreelance

Mar 2016 - Feb 2018 (2 years)

I have been working as an Independent consultant for various projects in Upwork. My projects invoved but are not limited to: + Regression, Clasificacion, Clustering and Matrix Factorization algorithms development and optimization. + Implementing different Machine Learning techniques in a ad-hoc base for solving specific client problems. + Implement and Develop Machine Learning algorithms in R and Python. + Debuging and writing code documentation in order to keep track of all the features and solutions provided to the client. Technical Knowledge Used: Artificial Neural Networks, Recurrent Neural Networks, Lasso, Bridge Regression, SVM, CRU Factorizacion, PCA, K-means, Fast k-means, k-means++, logistic regression, backpropagation, casca

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Senior Quantitative & Risk Analyst – Wealth and Investment Management

CRISIL Global Research Analytics

Jan 2016 - Jan 2017 (1 year 1 month)

Model Validation Team. I lead the offshore model validation team within the Wealth, Investment, Asset Management line of bussiness. The oversight models cover a wide spectrum within the Asset Management industry and are focused from the retail perspective (mutual funds) to the Ultra High Net Worth Individuals (Private Equity). the responsabilities consist but are not limited to: + Full Model validation activities for one of the biggest US Banks in a variety of subjects within the wealth and investment line of business, this includes: multi-factor models, tail risk models, portfolio optimization models, portfolio hedging models, asset allocation models, risk disaggregation and segmentation models, financial planning models, econometric f

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Quantitative Analyst - Wealth and Investment Management

CRISIL Global Research Analytics

Sep 2015 - Dec 2015 (4 months)

Model Validation Team. In the team I am currently in charge of the entire validation, benchmarking and challenging of models within the line of bussiness, these models comprises but are not limited to: + Full Model validation activities in a variety of subjects within the wealth and investment line of business, this includes: multi-factor models, tail risk models, portfolio optimization models, portfolio hedging models, asset allocation models, risk disaggregation and segmentation models, financial planning models, econometric forecasting models and trading strategy quantification. + Model development, the development where focused on creating a benchmark to challenge the current in use model and methodology, all the models stated above

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Quantitative Analyst

CRISIL Global Research Analytics

Jul 2014 - Sep 2015 (1 year 3 months)

Model Validation Team In the team I were involved in the validation, benchmarking and challenging of models that come in the pipeline of projects, these models comprises but are not limited to: + Full Model validation processes for a top tier company in a variety of subjects within the investment and treasury category, this includes: Conditional Prepayment Models, Segmentation Models, and Tenor Basis Risk Models, Time Series forecasting models.. + Model development as a benchmark for the validation models in order to challenge the developer results and methodology, this includes: Conditional Prepayment Benchmark, Cancellable Swap Valuation, Interest Rate Lattices, Tenor Basis Risk, Non linear Optimization Models and Time Series Filtering

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Data & App Specialist

Thomson Reuters

Jan 2014 - Jul 2017 (3 years 7 months)

Python, Excel, VBA, MATLAB, C++ Quant Pricing developer for the LATAM Desk Data Feed handler building for the LATAM exchanges

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Data and Applications Specialist

Thomson Reuters

Jan 2014 - Jul 2014 (7 months)

++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++ Front line of support to clients with specialiced data content and specific applications request enhancing the user experience and helping to improve the quality of the financial and risk solutions provided by Thomson Reuters to his retail and institutional clients. Special support on the derivatives/financial markets/commodities/FX/ Fixed Income and Pricing products. ++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++ Brindar soporte de primera linea a los clientes con demandas especializadas de contenido y preguntas especificas de las aplicaciones con el fin de mejorar la experiencia del usuario y ayudando a que la calidad de las soluciones fina

Columnist

Corpoemprende

May 2013 - Mar 2014 (11 months)

++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++ Write periodical critics, advices and analysis related to Colombian's start-up topics. Mainly focused on survavial bias of the bussiness, profit and sustainbility ideas. ++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++ Escribir de manera periódica, criticas, analisis y consejos en relacion a temas emprendimientos Colombianos. Concentrado principalmente en sesgo de supervivencia de negocio, rentabilidad y sostenibilidad. ++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++

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Derivatives pricing professor // Profesor en valoración de derivados

UniversidaddeMedellin

Aug 2012 - Jan 2013 (6 months)

+++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++ In charge of teaching pricing derivatives, teaching the subject and assisting the full time professors in the research. The course is focused on a general options theory and in an introductory course of stochastic processes in discrete time and an overview of the continuous time. The course is heavily focused in the Black-Scholes model implementation but from a non-PDE perspective but from an functionallity perspective. ++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++ Elaboración y ejecución del microcurriculo solicitado por la materia. Enseñanza de metodologías de valoración de derivados y coberturas financieras. Apoyo a las investigaciones de

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Trader - Estratega // Trader - Strategist

Independent

Jun 2011 - Feb 2012 (9 months)

++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++ A private investment company was stablished to trade in the futures market. Strategy generation, analisys and decition making in capital positions in the financial markets (Fx, Futures and Equity). Limits control and stop-loss execution. Mean Portfolio held : 500.000 ++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++ Diseño de estrategias de inversión en los mercados de futuros en commodities : experiencia con WTI, porcino vivo, madera. Diseño de estrategias de inversión en los mercados de foreign exchange. Imposición de limites de la posición propia de la firma. Portafolio promedio de 500.000 Dolares. ++++++++++++++++++++++++++++++++++++++++++++++++

Auxiliar de Riesgos // Risk Assistant

Global Securities Group

Dec 2010 - Jun 2011 (7 months)

++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++ Identification, measurement, administration and control of risks (market, liquidity and credit). In charge of the market FX risk division, market equity risk division, market fixed income risk division credit client risk division, emisor risk division, watching the regulatory limits and following the reports process to the financial regulator. ++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++ Análisis de riesgo de crédito, liquidez, de mercado y emisor para la firma comisionista (SARM, SARC, SARL, SARO). Administración de todos los riesgos de la posición propia de la firma. Administración del riesgo de liquidez de los fondos de inversión administra

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Researcher and Associate Professor Derivatives Pricing

UniversidaddeMedellin

Feb 2008 - Feb 2012 (4 years 1 month)

Teaching and building the micro curriculum for Derivatives Pricing. Research Production within the GINIF Research Group in Derivatives Topics

Victor Daniel Casas Hernandez

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