Sergio Romero Zambrano

About Sergio Romero Zambrano

I\'m a passionate and experienced Data Scientist keen on delivering value and impact by…

Experience

1. Senior Data Scientist - Azure Identity Security and Protection

   Microsoft

   May 2019 — Present

   Built ML based detections for account compromise designed to perform at Microsoft scale, running on billions of authentications every hour• Participated in the development of a real-time ML compromise detection model that runs as part of Microsoft\'s enterprise authentication stack, processing billions of authentications per hour, with <1ms latency. This model helps millions of corporate customers prevent and detect cloud identity intrusions. I continually monitor the performance of the model to inform adjustments, investments in new features and to guide model re-training.• Built an ML based (LGBM) model for Password Spray detection, enabling us to increase the recall of existing brute-forcing detections two-fold, whilst maintaining high (90%+) precision.• Built models for detection of advanced techniques of account compromise, including Token Theft and SAML Token Minting• Built models for detection of anomalous post-authentication activity by leveraging scalable unsupervised ML (Isolation Forests)• Owner of our manual grading service, including leading a team of 15 security analysts, and maintaining the grading pipeline that enables us to generate thousands of labels every day, which are used to continually monitor model performance and to train new models• Implemented the measure of Account Compromise Rate, a main indicator of the security stance of our service

Education

• Universidad de Los Andes

  Master's Degree, Operations Research and Statistics

  2010 — 2011

• Carnegie Mellon University - Heinz College of Information Systems and Public Policy

  Master's Degree, Information Systems Management, Business Intelligence and Data Analytics

  2014 — 2015

• Universidad de Los Andes

  BSc, Industrial Engineering

  2005 — 2010

Skills

• Ssas 2008
• R
• Data Analysis
• Predictive Modeling
• Statistical Modeling
• Git
• Eviews
• Research
• Mapreduce
• Simulation
• English
• Databases
• Business Analysis
• Optimization
• Credit Risk
• Data Mining
• Ios Development
• Financial Modeling
• Financial Analysis
• Database Design
• Risk Management
• Access
• Problem Solving
• Team Leadership
• Analysis
• Spss
• Sql
• Apache Spark
• Programming
• Python
• Microsoft Sql Server
• Time Series Analysis
• Teamwork
• Visual Basic for Applications (Vba)
• Microsoft Office
• Machine Learning
• Tableau
• Statistics
• Vba
• Vb.net