Keith Woodfin
- Role
- Data Science Lead Analyst at Citi
- Location
- Scotch Plains, NJ, US
- LinkedIn followers
- 500 followers
About Keith Woodfin
Data Scientist with proven record of turning complex themes and dense datasets into…
Experience
Data Science Lead Analyst
Jun 2022 — Present
Design statistical models for institutional equities, futures, and options trading market surveillance. Use Bayesian Regression machine learning to refine model weights and features. Provide subject matter on cash and derivative products across equities, fixed income, commodities and FX. Present findings with our end user and refine models with our engineers across the globe. • Tech used: Python, SQL, Apache Impala, PySpark, Pandas, Pymc3, Scikit-Learn, Matplotlib, Plotly, JIRA • Drove use of supervised machine learning to improve existing models. • Designed features and offered domain expertise for our team’s Anomaly Detection model (Isolation Forest). • Built trend identification model now being used across our market surveillance platform. • Coded a method for joining nbbo data to client orders which resulted in 10x speed improvement. Now being used firm wide.
Skills
- Fixed Income
- Derivatives
- Equities
- Options
- Bloomberg
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