Shaun Lichter

About Shaun Lichter

I am a Data Scientist for Morgan Stanley, Fraud Analytics. I enjoy working with challenging math problems and learning new software technologies that can be leveraged by analytics.Specialties: Data Science, Cloud Analytics, Operations Research methodologies including but not limited to Optimization, Modeling, Simulation, and Analysis; Applied Mathematics including Game Theory; Network Science

Experience

1. Data Scientist, Vice President, Fraud Analytics

   Morgan Stanley

   Oct 2016 — Present · Baltimore, MD, US

   Use Data Science Skills to investigate data, develop models and analytics in order to prevent fraud. Work with technology team to integration and deploy to production. Technical skills used include PySpark (via Dataiku, Jupyter, and Zeppelin), SQL (Hive/Impala), Scala Spark GraphX, git, unit testing.We use a variety of algorithms including unsupervised and supervised learning, regression, and graph analytics.

Education

• The Pennsylvania State University

  PhD, Operations Research & Industrial Engineering

  2005 — 2013

• The Pennsylvania State University

  MA, Mathematics

  2006 — 2011

• Cornell University

  B.S., Operations Research & Industrial Engineering

  2001 — 2005

Skills

• Programming
• Statistics
• Java
• Graph Theory
• Mathematical Modeling
• Statistical Modeling
• Analysis
• Predictive Analytics
• Data Analysis
• Data Mining
• Mapreduce
• Cloud Computing
• Machine Learning
• Mathematical Programming
• R
• Matlab
• Analytics
• Quantitative Analytics
• Linear Programming
• Applied Mathematics
• Gams
• Mathematica
• Game Theory
• Hadoop
• Simulations
• Numerical Analysis
• Nonlinear Optimization
• Nonlinear Dynamics
• Vba
• Monte Carlo Simulation
• Python
• Operations Research
• Latex