Experience

Idiap Research Institute

• Switzerland
• Research
• 100 - 200 Employee

• PHD Student

  • Nov 2018 - Present

  PHD student in the Uncertainty Quantification and Optimal Design group of Prof. David Ginsbourger at IDIAP/UniBern.Working on conservative estimates for excursion sets of gaussian random fields. PHD student in the Uncertainty Quantification and Optimal Design group of Prof. David Ginsbourger at IDIAP/UniBern.Working on conservative estimates for excursion sets of gaussian random fields.



Deloitte

• Business Consulting and Services
• 700 & Above Employee

• Consultant

  • Apr 2018 - Oct 2018

  - Developping tools for pricing of OTC derivatives.- Automation of xVA calculations.- Providing software for Basel III calculations.- Development and implementation of credit risk models for banks.- Documentation of regulatory stress testing frameworks. - Developping tools for pricing of OTC derivatives.- Automation of xVA calculations.- Providing software for Basel III calculations.- Development and implementation of credit risk models for banks.- Documentation of regulatory stress testing frameworks.



Swiss Re

• Switzerland
• Insurance
• 700 & Above Employee

• Intern

  • Mar 2017 - Dec 2017

  - Developing algorithms to detect water in satellite images (radar and optical).- Analyzing GPS traffic data using machine learning.- Simulation of river floods on a global scale.- Assist the transition to the cloud.Technologies used: TensorFlow, Python, Javascript, Earth Engine, Google Cloud Compute, MS Azure. - Developing algorithms to detect water in satellite images (radar and optical).- Analyzing GPS traffic data using machine learning.- Simulation of river floods on a global scale.- Assist the transition to the cloud.Technologies used: TensorFlow, Python, Javascript, Earth Engine, Google Cloud Compute, MS Azure.



High Schools

• United Kingdom
• Education Administration Programs
• 700 & Above Employee

• Substitute Teacher

  • Aug 2016 - Mar 2017

  As a substitute teacher I had to prepare and teach courses in chemistry, informatics, mathematics and physics. As a substitute teacher I had to prepare and teach courses in chemistry, informatics, mathematics and physics.