huy vu

data scientist

About

I am a PhD in Computer Science from Oxford University and have been working at Winton, a top systematic investment manager, since 2012. I have recently completed an MSc in Applied Statistics, which uses macroeconomic data for bond yield prediction. Before that, I spent one year working as a postdoctoral researcher at the Statistics Department, Oxford University. My skillset includes CS and Statistics topics: - Software development, Project management - Machine learning, Neural Networks, Deep learning, NLP, Data mining - Statistics: Statistical analysis / inference / learning, Bayesian methods - Financial data and market: High frequency tick data KDB+/q, daily data, reference data - Other data: SQL, XML, RDF, Graph, Ontology, JSON, MongoDB, Neo4j - Programming languages: Scala, Python, q, Java, C++, C#, Haskell, Go - Distributed Systems, cloud computing, Mesos, AWS

Country

united kingdom

City

london

Industry

investment management

Skill

algorithms, data mining, java, programming, xml, machine learning, c++, databases, latex, sql, semantic web, artificial intelligence, software development, postgresql, linux, statistics, python, mathematical modeling, matlab, statistical modeling, natural language processing, scala, kdb+/q, c#, information exchange, software engineering, xquery, r, microsoft sql server, computer science, distributed systems, neo4j, project management, apache spark, apache mesos

Experience

master student in applied statistics

birkbeck, university of london

2017-10 - 2019-9 · 2 yrs

Research topic: Using macroeconomic data for modelling and analysing government bonds

member

university of oxford

2008-1 - 2012-1 · 4 yrs 1 mo

doctoral student

department of computer science, university of oxford

2008-10 - 2012-3 · 3 yrs 6 mos

In my DPhil thesis, I investigated higher-order queries which combine higher-order transformations with traditional database query languages, such as SQL and XQuery. In addition to theoretical results, I implemented an evaluation system in Java (together with PostgreSQL and BaseX) for these higher-order queries.

postdoctoral researcher

university of oxford

2011-1 - 2012-1 · 1 yr 1 mo

Working on the COGANGS project, I implemented statistical models and heuristics for applying evolutionary model inference techniques to large phylogenies.

master student

tu dresden

2007-7 - 2008-10 · 1 yr 4 mos

The thesis is about a Description Logics language for representing and reasoning about conceptual knowledge, such as ontologies.

master student

free university of bozen - bolzano

2006-9 - 2007-7 · 11 mos

I took a number of courses including advanced algorithms, database theory, data mining, data warehousing, semantic web, XML.

data scientist

winton group

2012-1 - Present · 14 yrs 9 mos

Winton combines the rigour of the scientific method with advanced investment technology to invest in financial markets. We have been doing this on behalf of our clients around the world for more than 20 years.

Education

oxford university

free university of bozen - bolzano

computer science

2006-1 - 2008-1 · 2 yrs 1 mo

hanoi university of science and technology

computer science

2001-1 - 2006-1 · 5 yrs 1 mo

institute of lightweight engineering and polymer technology (ilk). technische universität dresden

computer science

2006-1 - 2008-1 · 2 yrs 1 mo

university of oxford

computer science

2008-1 - 2012-1 · 4 yrs 1 mo

My PhD thesis investigates higher-order query languages that combine higher order transformations with ordinary database query languages. Our theoretical analysis is complemented by an implementation of the languages, our Higher-Order Mapping Evaluation System (HOMES). The thesis is available at: http://www.cs.ox.ac.uk/people/huy.vu/PhDThesis.pdf