Crypto Quant strategy development, automated trade execution, onchain data client (Ethereum/Solana), data and trade architecture development for liquidity provision
Feb 2021 - Present
4 years 6 months
Berlin, Germany
Manager Data Science & Blockchain Technology
Roland Berger GmbH
Develop the digital asset strategy for multiple banks incl. custody technology set-up
Build the world’s largest BTC mining operation in Abu Dhabi, incl. 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
Managing Consultant for Data Science
Capgemini Invent
Lead Data Science teams (3-8 FTE) in prototyping projects, being responsible for Analytics use-case development, Machine Learning model development & Project Sales (sole responsibility for 2.4 Mio. EUR 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
Senior-Consultant / Data Scientist
Capgemini Invent
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/ unsupervised clustering to streamline the processing of text queries for financial products
Jun 2017 - Dec 2018
1 year 7 months
Berlin, Germany
Consultant / Data Scientist
Capgemini Invent
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
Research & Teaching Assistant
Stockholm School of Economics
Data sourcing and cleaning (R/Python), multivariate regression analysis, logistic regression
Teach weekly seminars of 20-30 students about statistics, micro-/-behavioral economics
Freelance Consulting Project
Multiple clients
Developer / Data Scientist / Advisor supporting protocols and blockchain-technology companies
Languages
German
Native
English
Advanced
Spanish
Intermediate
Swedish
Elementary
Education
Sep 2015 - Jun 2016
Nova University of Lisbon
MSc International Management – CEMS Double Degree · Portugal
Aug 2014 - Jan 2017
Stockholm School of Economics
MSc Economics, Applied Economic Analysis · Sweden
Sep 2011 - Jul 2014
Maastricht University
BSc International Business, Major in Finance · Netherlands