ferpapi

Created a high-frequency trading company with colleagues from Transfero. Developed the infrastructure to control PnL of strategies, connecting to crypto accounts in exchanges and pulling data.

Transfero is an international financial solutions company based on blockchain technology. As data scientist at the proprietary desk, I research, develop, deploy and monitor machine learning algorithms to support our high frequency trading activities • Designed and developed the data ETL pipeline to compute massive financial datasets, reducing computation time from several days to hours (PySpark - Databricks - Azure) • Created a ”methodology on code” to guide new Machine Learning projects development, from which 2 projects were structured • Developed Machine Learning Models for forecasting Bitcoin Trading Volume (XGBoost) and Crypto Volatility (Temporal Fusion Transformer) • Developed a MLOps pipeline to put models to production: calculation of hundreds of features, streaming inferences in real-time using FastAPI Websocket server, model monitoring using SQL database and Slack API (Docker containers on ECS, AWS FeatureStore, FastAPI, SQL, Slack), with an uptime of over 99% • Created a numerical Index to score Time Series data and help build trading strategies (statistical correlations, cointegration, ACE score, time series analysis)

Joga is a startup focused on performance tracking for football lovers. We want to improve football players' performance and health using AI, bringing a professional football experience to all • Hired as Data Scientist from Day 1 of the company, from 0 to over 50000 users • Developed GPS analysis algorithms for performance evaluation of elite football athletes and amateur players • Assessed customers’ demands and feedback in a client-facing role, defining the backlog, OKRs, and metrics • Integrated Python algorithms with AWS on Serverless Framework (Lambda, S3, EC2, DynamoDB, CloudWatch) • Researched and developed tasks such as Data Analysis, Kalman Filters, Neural Networks, Fuzzy Filters, scientific algorithms, statistical insights engine, basic computer vision, and facial recognition algorithms • Coded powerful data visualization with Python (charts, reports, insights, and achievements cards) • Maintained all of our Python/AWS infrastructure for automatic delivery of hundreds of daily reports