Skills and experience.
PREDICTING THE FUTURE TODAY.
Having studied financial mathematics (Bsc.) at University of Ljubljana and Quantitative finance on Tilburg university (Msc.), my skills are mainly IT and mathematics. I also had an exchange year at Humboldt Universtiy.
- Zalando SE. Tamara-Danz-Straße 1, 10243 Berlin, Germany. Period: July 2016 - Februar 2018.
- Making statistical and machine learning models (main models used: ARIMA, OLS, probit and logit, random forest, multilayer perceptron and some other models about time series analysis). Furthermore, preparing reports and forecast of different KPIs for different marketing channels which help optimizing the marketing expenditure budget (Working in marketing intelligence department).
- SingularityNET. Period: September 2017-today.
- Creating a stochastic financial model which quantifies risks for investors in SingularityNET. Model is based on past data of similar performances and current outlooks for the future.
- Foreman assistant in Cestno gradbeno podjetje Novo mesto (CGP) (construction company). Period: June and July 2009 and July, August 2010.
- Assistance at accounting, quotation creation, terrain work and others.
- Actuarial practice at Triglav d.d. Miklošičeva cesta 19, 1000 Ljubljana. Period: September 2013.
- Basic actuarial tasks, examination of new program code, examination of online insurances and examining competitiveness.
- Head of human resources AEGEE - non profit. Oct 2013 - Oct 2014.
- Was in the board of Aegee Ljubljana 2013-2014. My role: Human resources. We organised several events in Ljubljana and other Slovenian towns and summer university in cooperation with Aegee Udine.
List of my skills: Mathematics, SEO, econometrics, statistic, programming.
Statistical models: random forests, probit, logit, decision and regression trees, ARIMA, ARCH models, multilayer perceptron, causality detection and measurement, etc.
Computer skills: Basic program work (Office (including products such as PowerBI, Pivot tables, etc.), basics of HTML, LateX,…) and programming (in AutoIT (self-learned), Python, R, SQL and Matlab). Also Microstrategy, Business objects, Tableau.
- Bsc. in financial mathematics at University of Ljubljana (math faculty). Time period: 1st October 2012 - 8th September 2014.
- Msc. in Quantitative finance at Tilburg University (located in the Netherlands). Time period: 1st September 2014 - May 2016.
- Exchange student, Humboldt University (Berlin). Time period: 1st October 2015-31st March 2016.
- Worked in Zalando 1 year 8 months. Worked on statistical data driven models to optimize marketing performance of a company. The goal was to optimize spending and get as many profitable customers as possible. Moreover, trying to quantify the exact effect of different marketing campaigns. Programming languages used: R, Python, SQL.
- SingularityNET: Built a stochastic model to predict possible future movements of cryptocurrency prices; used for risk management and decision steering. Programmed in Python.
- Causality detection: Determining causality in neuroscientific research; did EEG wave scans react to given signal? Programmed in R.
- Building fantasy basketball tool which forecasts most likely amount of statistics per player based on their past performance. Data was scraped from nba.com using APIs. Programmed in Python.
- Make a model to forecast future electricity prices based on past data. Time series analysis and forecast done in R.
- Writing a critical review of different statistical methods chosen in scientific paper (mainly what could be improved to make conclusions stronger).
- Writing a code to track cryptocurrencies in Matlab together with different crypto index choices. And then translating this code into R.
- Made a predictive model to predict companies' chance of going laying off people based on past layoffs, stock price movements, etc. to get an early automated signal. Done in R.
- Replicating a scientific study which calculates market premium using Ross recovery theorem (get's current state prices from real world option data). Done in Matlab.
- Made a script connecting BigQuery and Adwords to get some data engineering tasks done that. Using APIs and Python.
- Created predictive model to forecast future sales based on past data, seasonality and marketing efforts. Using Python.
- Simulating the burning forest given the wind directions, forest distribution, etc. Programmed in R.
- Creating R shiny application that determines the success of an add on SEA based on content written in description, headlines, path taken, etc.
- Teaching R (basics and some statistical approaches) 40+ people.