Michael Metts
Principal Data Engineer @Cornerstone Research
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WORK HISTORY
Principal Data Engineer @Cornerstone Research
Responsibilities: Project management. Data analysis, interpretation and problem solving in business, finance, and economics. Economic and financial modeling. Large data set analysis. Contribute to firm’s strategic direction using SAS, SQL, database systems and I/T infrastructure. Consult and educate within firm in statistical programming techniques, data management and database systems. Oversee analytics and programming best practices within the firm. Set standards for analytics training and curricula. Selected Accomplishments: Introduced advanced programming techniques which allowed significant improvements in productivity and accuracy. Created standards for data management and programming practices. Developed and conducted trainings in programming, analysis, and data management techniques. Contributed to consultant recruiting. Developed an automated and self-diagnostic system of SAS and scripting programs to generate over 500 complex financial reports on demand in a project aimed at remonetizing client assets for a “quant shop” whose asset allocation model had a bug. These reports generated by my team fueled a “roadshow” to clients all over the world in the wake of the discovery of the initial error. More than $300 million damages. Examined millions of entries and narratives for a matter involving claims of racial discrimination allegedly manifested as disproportionate strip searches by the US Customs Service. Used categorical methods and regression techniques to infer validity of claims. Evaluated millions of shareholder short-sale trades for market impact and compliance with industry regulations using a variety of regression analysis techniques. Potential impact $100 million. Performed analyses in mutual fund market timing matters examining billions of transactions. Damages of $500 million across all matters. Used non-parametric methods for identification of wrongdoing. Used regression and trading models to estimate fair value and damages.
EDUCATION
Stanford University
MS, Chemical Engineering
University of Michigan
BS, Chemistry
University of Michigan
BSE, Chemical Engineering, cum laude
SKILLS
ABOUT MICHAEL METTS
A highly accomplished data scientist with proven skills and leadership in quantitative…
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