resume
General Information
| Full Name | Stefan Vladusic |
| Location | Toronto, ON Canada |
| Languages | English (Native), Serbo-Croatian (Fluent), French (Professional Working Proficiency) |
Education
- Sept 21 - Dec 22
Master in Computational Mathematics
University of Waterloo, waterloo, Canada
- Co-supervised by Professors Chris Bauch and Chris Fletcher.
- Recipient of Keith & Debbie Geddes and Waterloo Graduate Scholarships (valued at $6,000).
- Graduated with 4.0/4.0 cGPA
- Coursework
- AMATH 651 - Introduction to Dynamical Systems
- CM 740/CO 602/CS 795 - Fundamentals of Optimization
- CM 763/STAT 841 - Statistical Learning - Classification
- CM 750/AMATH 741/CS 778 - Numerical Solutions of Partial Differential Equations
- CM 770/AMATH 740/CS 770 - Numerical Analysis
- GEOG 652 - Climate Prediction, Modeling and Scenarios
- Sept 20 - Aug 21
Master in Financial Mathematics
McMaster University, Hamilton, Canada
- Completed industrial research project on deriving ISDA's SIMM model from Gaussian Value-at-Risk models.
- Graduated with 11.875/12.0 cGPA.
- Coursework
- MFM 701 - Foundations of Financial Mathematics
- MFM 702 - Risk and Financial Markets
- MFM 703 - Computational Finance I
- MFM 704 - Statistics of Financial Data
- MFM 711 - Portfolio Theory and Optimization
- MFM 712 - Credit Risk Modelling
- MFM 713 - Computational Finance II
- MFM 714 - Topics in Risk Management
- Sept 15 - Jan 20
Physics and Philosophy Specialist (Bachelors of Science)
University of Toronto, Toronto, Canada
- Under the supervision of Prof. Micheal Miller, completed a research project focusing on causal explanations of quantum correlations
- Received six $1,000 merit-based scholarships, one $2,000 grant for a humanities research position.
- Graduated with High Distinction and a 3.71/4.0 cGPA.
Experience
- Sept 22 - Dec 22
Research Assistant
University of Waterloo, Waterloo, Canada
- Trained hybrid CNN-LSTM neural networks to detect climate early warning signals of tipping points of Atlantic circulation.
- Wrote a numerical solver for low-order Atlantic circulation models.
- Generated a database of 500,000 time series to train and test the hybrid networks using HPC cluster.
- Hybrid neural networks outperform more generic state-of-the-art network in accuracy, precision, and recall (~13%, ~11.5%, ~19% improvements, respectively).
- May 22 - Aug 22
Junior Data Scientist
Praemo Inc., Kitchener, Canada
- Created a production-level anomaly detection model for industrial time series data in a two-member team.
- Model uses a combination of machine learning clustering techniques and traditional statistical methods (bootstrapping, Levene’s test, etc.).
- Involved both in the formal mathematical model components, as well as the model’s implementation in Python.
- Sept 21 - Apr 22
Teaching Assistant
University of Waterloo, Waterloo, Canada
- Responsibilities include grading students and running office hours for first year linear algebra and introductory proof courses (MATH 115, MATH 135, and MATH 136).
- May 21 - Aug 21
Model Analyst Intern
Bank of Nova Scotia (Scotiabank), Toronto, Canada
- Created and maintained data pipeline and scripts to generate reports on market trends and key risk metrics for bank portfolios. Implemented in Python, SQL and Bash.
- Wrote Python script that computes initial margin for large derivatives transactions with small team.
- Wrote reports summarizing quantitative features and limitations of exotic option pricing models for internal audits.
Skills
-
Programming Languages (In order of Proficiency)
- Python
- MATLAB
- R
- SQL
-
Libraries
- TensorFlow
- NumPy
- Scikit-learn
-
Tools
- Git
- Bash
- SLURM
- LaTeX
- Markdown
- Microsoft Office
-
Technical Knowledge
- Familiar with numerical methods used to solve linear systems, non-linear equations, PDEs.
- Familiar with regression analysis, neural networks, tree-based classifiers, time series analysis.
Other Interests
- Hobbies: Sound Design, Tetris, Basketball, Cycling.