Aljosa Bilic, Developer in Zürich, Switzerland
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Aljosa Bilic

Verified Expert  in Engineering

Statistics Developer

Location
Zürich, Switzerland
Toptal Member Since
August 8, 2016

Aljosa is a data scientist and developer who has more than eight years of experience building statistical/predictive machine learning models, analyzing noisy data sets, and designing and developing decision support tools and services. He joined Toptal because freelancing intrigues him, and the best projects and people are to be found here.

Data AnalysisMachine LearningPythonPandasAlgorithmic TradingData EngineeringData Modeling ExpertDevOpsMATLABJupyterFlaskNoSQLMySQLMicrosoft SQL ServerUnderscore.jsData ScienceNeural Network

Portfolio

Ava AG
Amazon Web Services (AWS), TensorFlow, Scikit-learn, Python
Klapp
Ionic, AngularJS, JavaScript, CSS, HTML, Python
Swiss Re
Spark, R, Python

Experience

Statistics - 12 yearsData Analysis - 10 yearsPython - 6 yearsPandas - 4 yearsMachine Learning - 4 yearsScikit-learn - 4 yearsData Science - 4 yearsNeural Networks - 3 years

Availability

Part-time

Preferred Environment

Git, PyCharm, Jupyter, Python, OS X

The most amazing...

...project I've worked on is a statistical/ML based flight delay insurance pricing engine.

Work Experience

Senior Data Scientist

2018 - PRESENT
Ava AG
  • Led the data science contribution to a novel product for detecting pregnancy anomalies, additionally resulting in a new patent application.
  • Developed a sleep stage classification algorithm based on physiological data.
  • Performed user data mining for new insights and scientific publications.
Technologies: Amazon Web Services (AWS), TensorFlow, Scikit-learn, Python

Co-founder | CTO

2016 - PRESENT
Klapp
  • Acted as the co-founder and CTO of an edtech startup developing a parent-teacher communication platform.
Technologies: Ionic, AngularJS, JavaScript, CSS, HTML, Python

Data Scientist

2016 - 2018
Swiss Re
  • Developed the weather model for a statistical/ML based flight delay insurance pricing engine.
  • Built a probabilistic global tsunami risk model.
  • Created an ML-based predictive model for insurance premiums and claims.
Technologies: Spark, R, Python

Quantitative Analyst

2013 - 2016
MET International AG
  • Created a web-based commodity trading interface on top of a forward price curve generation algorithm for the straight-through order placement and processing of natural gas deals using Python for the numerical computation, STP, and web back-end and HTML, Bootstrap, and AngularJS for the front-end.
  • Developed a Monte Carlo-based method for the optimal pricing and hedging of natural gas storage and implemented it in Python (NumPy, Pandas).
  • Researched and developed a spread-based trading strategy on the German power markets and traded it live on the EEX.
  • Developed a detailed physical model for a natural-gas-fired power plant and used it to derive optimal hedging and trading strategies.
Technologies: Pandas, NumPy, JavaScript, CSS, HTML, Python

Quantitative Analyst

2010 - 2013
swissQuant Group AG
  • Developed a novel (non-heuristic) method for achieving higher asset diversification within the context of optimal portfolio construction and implemented it using MATLAB (computation) and Java (front-end).
  • Wrote a method for optimal hedging of currency exposure using arbitrary linear and non-linear instruments (e.g., options), based on normal or non-normal underlying distribution assumptions, and implemented a prototype using MATLAB and Java.
  • Created a method for tracking a non-investable insurance-linked securities index using a set of arbitrary investable products by modeling the index as a jump-diffusion process and minimizing the CVaR of the performance difference.
  • Developed a method for hedging the future power generation of a wind farm connected to a liquid power market using liquid instruments.
Technologies: Java, MATLAB

Insurance-linked Securities Index Tracker

http://www.ilsadvisers.com/wp-content/uploads/2012/03/Article-in-Bermuda-Re-Nov-20121.pdf
An article published in Bermuda:Re magazine; it describes the CVaR-based tracker that I developed for ILS Advisers.

Languages

Python, R, HTML, JavaScript, SQL, Java, Less, C#, CSS, SCSS

Frameworks

Flask, Ionic, Bootstrap, AngularJS, Spark

Libraries/APIs

Scikit-learn, Pandas, Underscore.js, Keras, Spark ML, Dask, NumPy, TensorFlow, Vue

Tools

MATLAB, Jupyter, Tableau, PyCharm, Git, Sketch, RabbitMQ

Paradigms

DevOps, Data Science

Industry Expertise

Banking & Finance

Other

Software Development, Machine Learning, Risk Management, Algorithmic Trading, Trading, Data Analysis, Neural Networks, Optimization, Statistics, Bayesian Statistics, Data Engineering, Data Modeling, Front-end Development, Airbnb, Data Modeling Expert, Mathematics, Applied Mathematics, Operations Research, Probability Theory, Numerical Methods, Options Theory, Pattern Recognition

Platforms

Oracle, OS X, Amazon Web Services (AWS), Azure

Storage

NoSQL, MySQL, Microsoft SQL Server, MongoDB, Amazon S3 (AWS S3)

2009 - 2010

Erasmus Certificate in Statistics and Financial Mathematics

ETH Zürich - Zurich, Switzerland

2005 - 2010

Master's Degree in Engineering Physics

Lund University, Faculty of Engineering LTH - Lund, Sweden

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