Kelvin Rocha, Ph.D.

Financial Data Science Lecturer at Yale-NUS College
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Contact Information
us****@****om
(386) 825-5501
Location
Singapore, SG
Languages
  • English Full professional proficiency
  • Spanish Native or bilingual proficiency

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Bio

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Credentials

  • Passed Level I of the CFA Program
    -

Experience

    • Singapore
    • Higher Education
    • 200 - 300 Employee
    • Financial Data Science Lecturer
      • Jan 2021 - Present

    • United Kingdom
    • Financial Services
    • 700 & Above Employee
    • Lead Data Scientist
      • Jan 2021 - Present

    • United Kingdom
    • Financial Services
    • 700 & Above Employee
    • Lead Data Scientist
      • Oct 2019 - Jan 2021

    • Canada
    • Investment Management
    • 1 - 100 Employee
    • Manager, Quantitative Research
      • Jan 2017 - Oct 2019

    • Quantitative Research Analyst
      • Sep 2014 - Dec 2016

    • Bermuda
    • Investment Management
    • 300 - 400 Employee
    • Software Developer
      • Mar 2011 - Sep 2014

      • Applied C#, VB.NET, and SQL Server to extend and support a complex proprietary trading system for equity, fixed income, and currencies paper portfolios that uses market data and that is utilized by equity and quant analysts as well as traders and portfolio managers• Applied non-linear integer programming methods to solve complex constrained combinatorial optimization problems in which FX currency trades are efficiently allocated among a set of brokers• Designed and implemented an intricate system that creates and computes custom portfolio benchmark prices on a daily basis by combining country and sector indices from providers such as FTSE, MSCI, S&P, and TSE

    • United States
    • Pharmaceutical Manufacturing
    • 1 - 100 Employee
    • Analytic Consultant
      • Aug 2008 - Mar 2011

      • Worked under tight deadlines and provided management, sales, and marketing analytics to pharmaceutical manufacturers by applying Machine Learning to large data sets, running test/control analyses, and developing complex business tools using C#, SQL, Excel & Access (Macros), VBA, VB.NET and SQLite• Led a team that developed an application capable of scraping and parsing large amounts of consumer data from online forums and Social Media and applying Machine Learning and natural language processing (NLP) to it in order to understand how patients use drugs and the reasons of their discontent

    • United States
    • Higher Education
    • 700 & Above Employee
    • Research Assistant
      • Aug 2003 - Aug 2008

    • Teaching Assistant
      • Aug 2002 - Aug 2003

    • Higher Education
    • 700 & Above Employee
    • Research Assistant
      • Jan 2001 - May 2002

      • Developed two novel multiplierless algorithms for NASA using C and MATLAB to efficiently recover lost samples from noisy images for high-speed, real-time onboard digital image processing• Conducted statistical analysis and applied the Monte Carlo simulation method to a digital channel to evaluate the efficiency of the various multiplierless algorithms in channel equalization

    • Automation Engineer
      • Aug 1998 - Aug 2000

      • Managed and troubleshot the electrical controls of several production lines for packaging beer• Designed and implemented automated improvement processes using Programmable Logic Controllers

    • Part-Time Math Professor
      • May 1998 - Aug 2000

      • Taught the following courses: Differential Equations, Multivariate Calculus, Numerical Methods, Calculus I & II, and College Algebra

Education

  • Georgia Institute of Technology
    Ph.D., Electrical and Computer Engineering
    2002 - 2008
  • Georgia Tech Scheller College of Business
    M.B.A., Finance
    2004 - 2006
  • Georgia Institute of Technology
    M.S., Applied Mathematics
    2002 - 2004
  • Utah State University
    M.S., Electrical and Computer Engineering
    2000 - 2002
  • Pontificia Universidad Catolica Madre y Maestra
    B.S., Electronics Engineering
    1994 - 1997

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