Jörn Malich verfügbar

Jörn Malich

Senior Data Scientist and Business Analyst

Profilbild von Joern Malich Senior Data Scientist and Business Analyst aus Potsdam
  • 14482 Potsdam Freelancer in
  • Abschluss: Msc in Theoretical Physics
  • Stunden-/Tagessatz:
  • Sprachkenntnisse: deutsch (Muttersprache) | englisch (verhandlungssicher) | französisch (gut)
  • Letztes Update: 02.12.2019
CV - Jörn Malich

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Machine learning, Deep learning, Data Analysis, Data Visualization, Digital Signal processing, Regression, NLP, Active Learning, Symbolic Regression, Genetic Programming, LSTM, ARIMA, Google BERT, Advanced Analytics, Nolinear Dynamics, Stochastic Processes

C, C++, C#, Java, Scala, Python, R, SAS, MATLAB, x86ASM, JS, PHP
Word, Excel, PowerPoint, Access, Outlook, Lotus Notes, LaTeX, LyX, JasperReports,
Oracle, MS SQL Server, OrientDB, Hadoop, Spark, Kafka, SAP,

JNI, AWS, pandas, numpy, scikit-learn, tensorflow, requirement analysis, data mining, data migration, data security, JavaScript, ApacheCamel, Refactoring, gradient descent, SQL, VBA, Data Science, data mapping, Excel/Access VBA, DWH, Oracle/PL-SQL, JIRA, Excel/Access, Bayesian, mySQL,

Front Arena, SimCorp Dimensions, ZEB.Control, OpenRiskEngine, HP ALM, Analytics,
  • 02/2018 - bis jetzt

  • Senior Data Scientist and Project Manager PSD2
  • Account Information Service Provider under EU PSD2 Regulation
    PRAGMALAB GmbH Berlin

    * Regulatory EU Payment Service Directive 2 requirement analysis
    * Management of a BAFIN application as a registered PSD2 Account Information Service Provider
    * Elaboration of commercial account information indicators and respective quantitative models
    * Account information related data mining and statistical analysis, model calibration and
    * Coordination of business analysis and project management of the corresponding IT
    * Definition of the necessary PSD2 transaction banking interfaces and data migration
    activities, esp. transition to the ISO-20022 data household and new data security standards
    * Preparation of statutory PSD2 and DGPR compliance documentation
    * Technology: AWS, Scala, JavaScript, ApacheCamel, OrientDB, Python (pandas, numpy, genism,
    scikit-learn, tensorflow), Semi-supervised Machine Learning, Google BERT, ULMFit, Active

  • 01/2018 - bis jetzt

  • Head of Advanced Analytics and AI
  • PRAGMALAB GmbH Berlin

    * Development of production-ready end-to-end Machine learning products using advanced methods
    like deep learning, semi-supervised learning, active learning, nonconvex hyperparameter
    * Advanced Analytics Research team lead with a variety projects like Financial Data Analysis
    (Time Series Forecasting using RNN), fake news detection, intelligent lexical matching, high
    performance audio signal processing
    * Methods: Gradient Boosting Trees, Gaussian Process Regression, Google BERT, ULMFit, Advanced
    NLP, Semi-supervised Machine Learning, Active Learning, Transfer Learning..
    * Technology: Java, JNI, Scala, AWS, OrientDB, Python (pandas, numpy, genism, scikit-learn,
    tensorflow, pytorch)..

  • 01/2017 - 06/2019

    • Aareal Bank
  • Quantitative Analyst and Developer Risk Engine
  • Risk Simulation and P&L Explanation Library
    Aareal Bank Wiesbaden

    * Refactoring of an existing QuantLib risk control system
    * Architectural re-design of the bank's risk-control simulation landscape
    * Elaboration and validation of product specific system improvements and/or new modules
    * Implementation of enhancements and cross-testing within the team
    * Bond Price Estimation using conjugated gradient descent optimization
    * Data analysis and result plausibilization
    * Documentation of resulting modules
    * Technology: C++, SQL, VBA, Python (pandas, plot.ly, numpy etc.)

  • 01/2017 - 06/2017

    • Raiffeisen Landesbank Oberösterreich
  • IFRS9 Data Household and Ad-Hoc Data Mining Analyst
  • Regulatory Impairment Reporting and Data Science Analysis
    Raiffeisen Landesbank Oberösterreich Linz
    * Modelling IFRS9 dataflows and interfaces incl. IFRS9 LLP engine data mapping from source
    * Gap Analysis regarding IFRS9 data household definition and reconciling of workarounds
    * IFRS9 data science analysis ad-hoc datamining and results plausibilization (esp.
    * Moderate a weekly cross-business working group and stakeholder management / documentation
    * Technology: Oracle, Java, MS SQL Server, Excel/Access VBA, SAP BA, Front Arena, ZEB.Control,
    SAS, SimCorp Dimensions, various in-house systems / DWH

  • 06/2016 - 11/2016

    • Ambrosys GmbH
  • Machine Learning Consultant in Energy Time Series Forecasting Statistical / Environmental Model
  • Ambrosys GmbH Potsdam
    * Elaborate and code a new windmill network machine learning model
    * Validation and hyperparameter optimization using Bayesian global optimization
    * Implement a fully functional working solution
    * Technology: Python, mySQL, MATLAB, Deep Learning, Gaussian Process Regession
    * Methods: Symbolic Regression, Genetic Programming, Gaussian Process Regression, Deep Neural
    Networks (RNN, LSTM, GRU), ARIMA etc.

  • 01/2016 - 11/2016

    • Deutsche Bank AG
  • Quantitative and Business Analyst Regulatory Risk Models
  • Deutsche Bank AG Frankfurt
    * Implementation and testing of new regulatory reporting models, esp. CRD4 and BCBS239
    * IFRS 9 concept and result simulation for SAP/BA IFRS9 Classification and expected credit
    * Support of Group Finance testing activities esp. functional test cases and ad-hoc datamining
    * Technology: R, Python, Oracle/PL-SQL, SAS, JIRA, HP ALM, Excel/Access

  • 01/2015 - 01/2016

    • Statistical Analysis Software; PRAGMALAB GmbH
  • Business Analyst and Quantitative Developer
  • Statistical Analysis Software
    PRAGMALAB GmbH Berlin
    * Concept and implement a greenfield rapid model prototype and datamining PL-tool
    * Business analysis and testing of new PL-tool modules
    * Design and implement regulatory and banking demo use cases
    * Technology:AWS, R, Python, Java, OrientDB, Oracle/PL-SQL, JasperReports