Dr. Brian Sallans
Angestellt, Senior Data Scientist C&M Data Intelligence, Erste Group Bank AG
Vienna, Österreich
Werdegang
Berufserfahrung von Brian Sallans
Bis heute 2 Jahre und 1 Monat, seit Mai 2022
Senior Data Scientist C&M Data Intelligence
Erste Group Bank AG
Senior data scientist for data intelligence in corporates and markets. Strategy for data intelligence in division C&M. Mentoring new data scientists. Data analysis and reporting. Data discovery, model building and deployment. Spark / Hadoop, Python, Jira, Confluence
1 Jahr und 1 Monat, Mai 2021 - Mai 2022
Data Scientist, corporates and markets data intelligence
Erste Group Bank AG
Data Scientist in corporates and markets. Data analysis and reporting for corporate products. Data discovery, model building and deployment in Spark / Hadoop environment with Python. Data visualization with Python and Tableau.
6 Jahre und 2 Monate, Apr. 2015 - Mai 2021
Product Management Corporates & Markets, C&M Digital
Erste Group Bank AG, Wien
Business Development, Corporates and Markets. Research and evaluate new technologies, design solutions, proof-of-concept and prototyping. Expert in machine learning, mobile development, Bayesian statistics.
6 Jahre und 7 Monate, Okt. 2008 - Apr. 2015
Quantitative Analyst
Erste Group Bank
Software development for automated trading systems. Design and development of quantitative credit risk methods. Software development in C++, Matlab, R.
7 Monate, März 2008 - Sep. 2008
Group Leader Portfolio Optimization
FSC Financial Soft Computing GmbH
Strategic planning of R&D activities, mentoring, project management, R&D of portfolio optimization methods, portfolio simulation, performance analysis, product development, customer presentations, sales support. Software development in R, Excel, VB, LINGO under Windows XP.
10 Monate, Mai 2007 - Feb. 2008
Mathematician and Risk Manager
FSC Financial Soft Computing GmbH (fin4cast)
Research and development of Portfolio optimization methods (Markowitz, Conditional Value at Risk, fund-of-funds). Time series analysis, shrinkage methods, portfolio simulation, performance analysis, product development, customer presentations. Software development in R, Excel, VB, LINGO under Windows XP.
2 Jahre und 8 Monate, Sep. 2004 - Apr. 2007
Researcher
Austrian Research Centers
Research and development of technology and applications in time series analysis, statistical modeling, novelty detection, data mining. Interaction with customers and partners, international project management, software development in Matlab, C/C++, Delphi in XP, MS-SQL Server. Scientific writing, presentations, patents.
3 Jahre, Sep. 2001 - Aug. 2004
Postdoctoral Researcher
Austrian Research Institute for Artificial Intelligence
Research in agent-based economic models, decision theory, time series analysis, risk modeling, data visualization, data mining. Software development in Matlab, C, under Linux. Scientific writing, presentations.
4 Monate, Sep. 1996 - Dez. 1996
Tutor Discrete Mathematics
Dept. of Computer Science, University of Toronto
8 Monate, Jan. 1996 - Aug. 1996
Researcher
IBM Center for Advanced Study, IBM Canada
Multi-tier Web-Database development in Java and C under AIX, Win32, Solaris, OS/2. Design and development of Java Database Connectivity (JDBC) for IBMs DB/2 Database. Interaction with other development departments and management.
4 Monate, Mai 1994 - Aug. 1994
Software developer
Bank of Nova Scotia
Software development in Smalltalk and C under Windows. Maintenance and porting of legacy software. Implementation of productivity tracking tools. Design and development of automatic software testing system.
8 Monate, Mai 1993 - Dez. 1993
Quality Assurance Tester
IBM Canada
Software development and testing in C and C++. Design and implementation of test cases for IBMs C/C++ compiler, based on language standards. Execution of test and error tracking. Cooperation with development department for new feature and regression testing.
4 Monate, Mai 1992 - Aug. 1992
Research Assistant
University of Toronto
User interface and database programming in Smalltalk.
Ausbildung von Brian Sallans
3 Jahre und 4 Monate, Sep. 1998 - Dez. 2001
Machine Learning
University College London
3 Jahre und 4 Monate, Sep. 1998 - Dez. 2001
Computer Science
University of Toronto
Machine Learning, reinforcement learning, decision theory, Bayesian statistics. Thesis title: "Reinforcement Learning for Factored Markov Decision Processes". Supervisor: Geoffrey E. Hinton
2 Jahre und 1 Monat, Sep. 1996 - Sep. 1998
Computer Science
University of Toronto
Machine Learning, Bayesian Statistics. Thesis title: "A Hierarchical Community of Experts". Supervisor: Geoffrey E. Hinton
5 Jahre und 1 Monat, Sep. 1991 - Sep. 1996
Computer Science and Physical Sciences
University of Toronto
Graduated with high distinction
Sprachen
Englisch
Muttersprache
Deutsch
Fließend
Französisch
Grundlagen