Raphael Mankopf - Founder / Quant Developer

Berlin, Germany

Experience

Nov 2021 - Oct 2022

1 year

New York, United States

Crypto quant strategy development, automated trade execution, onchain data client (Ethereum / Solana)
Data and trade architecture development for liquidity provision

Feb 2021 - Present

5 years

Berlin, Germany

Develop the digital asset strategy for multiple banks including custody technology set-up
Build the world’s largest BTC mining operation in Abu Dhabi, including venture development for establishing a secure digital asset custody and commercialization strategy
Oil & gas commodities price and volatility forecasting using deep neural networks, vector autoregressive models and multi-layer ensemble models – leading the end-to-end software implementation with a team of 3 data scientists and 2 data engineers

Jul 2020 - Jan 2021

7 months

Berlin, Germany

Lead data science teams (3-8 FTE) in prototyping projects, responsible for analytics use-case development, machine learning model development and project sales (sole responsibility for a EUR 2.4 million project volume in 2020)
Consult a global pharma corp. from use-case discovery to solution roll-out of ML-driven competition monitoring tools supported by sentiment analysis and topic extraction for unstructured text

Jan 2019 - Jun 2020

1 year 6 months

Berlin, Germany

Develop customized and machine-learning based trade surveillance solution, assessing trade volume, frequency, position size and traded contract type via ARIMA and LSTM models
Lead a team of 6 engineers in the implementation of an end-to-end real-time data feed (MS Kubernetes) to the leading energy exchanges globally (ICE, CME) via a FIX API protocol
Support a global investment bank to solve data quality issues by implementing customized machine learning applications for the back and middle office (Python / PySpark / Hadoop)
Natural language processing for text classification by applying Latent Dirichlet Allocation and unsupervised clustering to streamline the processing of text queries for financial products

Jun 2017 - Dec 2018

1 year 7 months

Berlin, Germany

Develop deep learning based anomaly detection model to allocate sensor errors and wrong data points via an autoencoder model (PySpark, TensorFlow, Keras)
Statistical trend modelling to specify next vehicle purchase point and machine learning based classification to suggest most suitable vehicle configuration for a German premium OEM

Sep 2015 - Dec 2016

1 year 4 months

Stockholm, Sweden

Data sourcing and cleaning (R / Python), multivariate regression analysis, logistic regression
Teach weekly seminars of 20-30 students about statistics, micro and behavioral economics