Jonathan Moreno Narváez

JONATHAN MORENO NARVÁEZ Data Scientist Dubai, United Arab Emirates Phone: (- |Email:-| Twitter: @TatanMorenoN LinkedIn: linkedin.com/in/jonathan-moreno-narvaez/ | Website: https://jmoreno127.github.io/ Data Scientist with four years of specific experience and four years of general experience in data-related roles in industries like Oil & Gas, Industrials, Retail, Supply Chain Management, Finance, Wealth Management, Trading, Marketing, Agriculture, Politics, Policymaking, Consulting, and Information Technologies. I successfully coded a wide range of Applied Math techniques, including ML and AI models, to solve real-life problems. Python coder and AI enthusiast. I am deeply interested in solving world-class problems in which my generalist/specialist experience could bring tremendous value to humanity. CORPORATIVE EXPERIENCE iBloxx Capital AG Dubai, United Arab Emirates Financial Data Scientist June. 21 – Sep. 21 • Data collection and storing from Crypto data providers to be effectively used in trading strategies development. • Crypto-based trading strategies developed in Python. • Development of forward-testing engine Web App based on Dash and Plotly. Globant Bogotá D.C., Colombia Data Scientist Aug. 19 – May. 21 • Data Visualization (Reporting and Dashboards) in D3.js and React.js (Some examples) • PoC on Computer Vision (OpenCV and Haar Cascade for Facial Detection) • For a Consulting client: PoC on Pricing & Forecasting. We used all the Data Modelling Pipeline to end up in the Prescriptive phase to solve this problem. Some topics handle for this project are: o Entity Relationship Diagram and SQL Server o Exploratory Data Analysis and Feature Engineering o Natural Language Processing o Unsupervised models – Clustering and Supervised models - Regression o Recommendation Engine (Memory-based and Model-based algorithms) o Model deployment with Flask via API o Mathematical optimization solver with Python • MLOps basics on AI/ML Production systems. • Time series analysis and forecasting. • Machine Learning based product development. • Dash development. • Time Series Analysis • Pricing Strategies – Optimization modeling (Predictive + Prescriptive Analytics) Premex - Asimetrix Data Scientist - Freelance • Data Visualization (Plotly) • Time series analysis and forecasting. • Machine Learning based product development. • Dash development. Bogotá D.C., Colombia Jul. 20 – Jan. 21 Presidencia de la República de Colombia Bogotá D.C., Colombia Lead Data Scientist Sept. 18 – Jun. 19 • I was working side-by-side with stakeholders in data-driven Government initiatives. • Descriptive statistics on Social Media data in Official accounts. • Data mining, data processing, and data visualization support decision-making over communications strategies. • Social Media Listening - Facebook API and Twitter API connection. • Network analysis (Gephi, Networkx - Python, and R). • Poll analysis. JONATHAN MORENO NARVÁEZ Financial Data Scientist and Quant Phone: (- |Email:-| Twitter: @TatanMorenoN LinkedIn: linkedin.com/in/jonathan-moreno-narvaez/ | Website: https://jmoreno127.github.io/ • • • • • • • • • We promoted and managed Big Data, Machine Learning, and AI solutions for projects at the Proof-Of-Concept stage within the Government. Sentiment Analysis in-house development with Python (NLTK, Textblob, Scikit-Learn). Lead the development of new mechanisms for Civic Engagement where data and new technologies generate trust and bring the Government with its citizens closer. Data Visualization: Exploring infogram and tableau. Implemented solutions on D3.js, Plotly, matplotlib. Dashboards for data visualization on PowerBI. Use data analysis tools & SQL (Postgres) to analyze and manipulate large data sets. Databases Management on Postgres/MySQL (localhost and AWS RDS). Web Apps Development. Django, Flask, and Ruby on Rails. (www.pactoporcolombia.gov.co and www.energiaevoluciona.org) E-Government: Web apps (Proof-Of-Concept) testing Civic Engagement, Open Government, and Data Analytics hosted on AWS (Linux Amazon, Ubuntu, macOS). Scalable Path Bogotá D.C., Colombia Data Scientist – Remote - @EnigmaData May. 18 – Apr. 19 • Involved in projects with Rehinged (https://rehinged.ai) o Monte Carlo Analysis and usage of Data Science toolkits, such as R, NumPy, Python, Dash, etc. o Data visualization tools, such as D3.js, ggplot, plot.ly, matplotlib, etc. o Nonconventional data viz structures Networkx, Sankey. o Data were crawled for market analysis and discovering new investment opportunities from unstructured data sources. o Database's design and—connection with data lakes and data warehouses. o Google API connection for getting information around given locations. Colombian Presidential Campaign – DUQUE- Bogotá D.C., Colombia Data Scientist Apr. 18 – Aug. 18 • Digital Marketing and decision-making support: Data Analysis for a Colombian Political Presidential Campaign applying Python, R, Web Crawling and Scraping, MySQL, Anaconda, Spyder, RStudio, APIs for Social Networks, VBA-Excel, Google Data Studio for visualization, Google Cloud, and Linux. • Pareto Analysis and Micro-Targeting models. Polls' analysis. • E-Government strategy evaluation. @EGovernmentCOL1 • Social Media Listening. Imperial Finance Bogotá D.C., Colombia Quantitative Researcher (Remote Work) Nov. 17 – to Feb. 18 • Implement trading models involving Time Series classification and prediction using Machine Learning and Deep Learning (CNN, LSTM) algorithms achieving nearly 55% Out-of-Sample. Generate new ideas for trading models. • Code and test models' performance. Coded enhancement techniques for python codes (cython) and memory handling for 30 GB of financial data. Reduced crunching time consumed by 15x with cython implementation. • Execute projects on Google Cloud Platform, including BigQuery, Google Cloud Storage, and Google Datalab. • Major FX pairs microstructure analysis and anomaly detection on Level II-DOM Market data. DecisionWare LTDA Bogotá D.C., Colombia Process Optimization Engineer (Remote work) June 16 – to Feb. 17 • Managed and concluded projects with a budget of ~20,000 USD: Mathematical optimization model for improving Energy Efficiency through Optimal Blending, Planning, and Scheduling. (GAMS application) Nonlinear programming; Supply chain optimization through mathematical programming. (GAMS application) Linear programming. 2 JONATHAN MORENO NARVÁEZ Financial Data Scientist and Quant Phone: (- |Email:-| Twitter: @TatanMorenoN LinkedIn: linkedin.com/in/jonathan-moreno-narvaez/ | Website: https://jmoreno127.github.io/ Wood Group Mustang Bogotá D.C., Colombia Consultant (Remote work) - Oleoducto de los Llanos Orientales (ODL) May 16 – to Dec. 16 • Algorithm making and development of optimization model for 250 km pipeline operation. • Programming on VBA to perform HCA (High Consequence Areas) Risk Analysis and Assessment of pipelines based on ASME-B31G. Process Engineer Aug. 17 – to Mar. 18 • P&ID checker for Process, Plant, and Industry projects. Managed, coordinated, and executed budgets ~10,000 USD per month at Work-sharing unit with US offices: Monomer Expansion Plant, Chemical Plants, Gas Station Plants and Terminals, Valve Maps development for Gas Complex. Hydraulic analysis. Basic and Detail Engineering: P&ID design and Process deliverables execution for Colombian Polymer plant. Process Engineer Jan. 15 – Apr. 16 • Deliverable execution of process equipment datasheet, mass and energy balances, P&ID, and PFD. • Line sizing, valve estimation, and significant facility equipment design. Hydraulic analysis. Relief device calculations. PSV studies. Pump systems assessment. Process Safety Engineer July 13 – Jan. 15 • Decision-making via modeling and simulation (DNV PHAST, VBA, and Stoner Pipeline Simulator). • Risk-based evaluations such as High Consequence Areas and Quantitative Risk Assessments. Support for developing Reliability, Availability, and Maintainability Analysis. Blogs Trading Enigma – Data Enigma Bogotá D.C., Colombia Quant & Data Scientist– @TradingEnigma from Mar. 17 – Sep. 21 • Trading Strategy Developer for different markets on R, Python, Metatrader 5 (MQL5), Multicharts, and TradeStation (EasyLanguage). BuildAlpha User (Data Mining). • Financial modeling: Time series analysis (ARIMA, GARCH, etc.). Black-Scholes implemented options pricing, Monte Carlo, Markov Chain, some techniques of Machine Learning. • I completed a research project on "Pair Trading: Statistical Arbitrage on Cash Stocks," which used tools like statistical analysis, Object-Oriented Backtesting (QSTrader), and Monte Carlo Analysis. • Jr. Data Scientist on Social Network Analysis for Twitter, Facebook, and Instagram. Conducted Natural Language Processing-based projects using Machine Learning to Sentiment Analysis projects. • I worked with a complete cycle of Algo trading development: Data Management and Technical Analysis, Algorithmic Development, Programming, Backtesting and Optimization, Trade execution and Risk Management, Portfolio Analysis, Live Execution Reporting, Position Management, Exposure Monitor to different Risk Factors. • Option active trading managing own money. TEACHING EXPERIENCE Universidad Jorge Tadeo Lozano Bogotá D.C., Colombia Adjunct Professor July 15 – Dec. 15 • Lecturer on Chemical Processes Optimization. Topics involved: Matlab/Octave/Scilab/GAMS programming basics, Numerical Methods in Chemical Engineering; Structure and solution methods for Optimization problems (Unconstrained, LP, NLP, MINLP, etc.) 3 JONATHAN MORENO NARVÁEZ Financial Data Scientist and Quant Phone: (- |Email:-| Twitter: @TatanMorenoN LinkedIn: linkedin.com/in/jonathan-moreno-narvaez/ | Website: https://jmoreno127.github.io/ Universidad de la Sabana Bogotá D.C., Colombia Adjunct Professor July 15 – Dec. 15 • Lecturer in Modelling and Simulation in Chemical Engineering. Topics included: Matlab programming basics, general mathematical modeling and its applications on thermodynamics, transport phenomena, and control of dynamic systems. Universidad de los Andes Bogotá D.C., Colombia Teaching Assistant Jan. 12 – June 13 • Lecturer in Modelling and Simulation in Chemical Engineering. Topics encompassed: Numerical Methods, Matlab programming basics, mathematical programming, thermodynamics, transport phenomena, and unit operations. EDUCATION Master of Science in Chemical Engineering • Universidad de los Andes, Bogotá D.C., Colombia from Jan. 12 – to June 13 Bachelor of Engineering, Chemical Engineering with Minor in Applied Mathematics • Universidad de los Andes, Bogotá D.C., Colombia from Jan. 08 – to Dec. 11 COMPUTER SKILLS Languages Known: Python, R, GAMS, Excel-VBA, Xpress, VBA, Ruby (Entry Level), Javascript (Entry Level)| Databases: MS SQL Server, MySql, PostgreSQL | Tools: LaTex, Microsoft Office, Matlab, Metatrader 4/5 & MQL4/5, Interactive Brokers API, OANDA API, BuildAlpha, Multicharts, TradeStation|Version Control System: Git ACTIVITIES & INTERESTS LANGUAGES: Spanish (Native Language), English (Intermediate to Advanced), German (Entry Level), French (Entry Level). ACTIVITIES: Programming, football fan and amateur practitioner, hiking, language studying, news reading, photograph, travel, and cultural exchange. INTERESTS: Systematic Trading, Investment Management, Machine Learning, Artificial Intelligence, Applied Mathematics on Finance, Modeling, Mathematical Programming, Operation Research, Data Analysis, Algorithmic Trading, Quantitative Trading Analysis, Stochastic Processes, IoT, Big Data, Web Apps, Data Visualization. 4