jason sippie

data scientist

About

Jason has an eclectic skill set including programming, data warehousing, business intelligence, and risk management, spanning Pharma and Finance domains. With one career in technology consulting and a second in financial services, he is excited about leveraging these capabilities in a data science career. Jason’s skills are complemented by the CFA, an MBA from McGill University, and significant international work experience.

Country

united states

City

new york

Industry

information technology and services

Skill

business analysis, project management, derivatives, risk management, financial analysis, data analysis, change management, analysis, data integration, it strategy, data warehousing, data warehouse architecture, r, statistics, regression, machine learning, support vector machines, clustering, decision trees, principal component analysis, sql

Experience

data scientist

nyc data science academy

2016-9 - Present · 10 yrs 1 mo

market risk manager

deutsche bank

2011-1 - 2016-1 · 5 yrs 1 mo

* Developed and monitored statistical Value at Risk models and stress tests for an interest rate derivatives portfolio. Key stakeholders included senior management, sales & trading and regulators. * ● Built dynamic data visualization tools that allowed the team to retire legacy production processes * ● Developed custom stress tests and scenario analyses for the portfolio based on historical statistical analysis of market data * ● Presented risk analysis and recommendations to senior management and trading desk * ● Improved the accuracy of risk model yielding significant improvement in capital requirements * ● Conducted periodic backtest validation of VaR model * ● Acted as internal consultant on implementation of the Dodd Frank Volcker Rule

global valuations

deutsche bank

2007-8 - 2010-12 · 3 yrs 5 mos

* The Global Valuations Group provides independent price verification to ensure the valuation of the banks assets and liabilities are accurate for financial reporting purposes. * ● Developed and implemented valuation models for Fixed Income and Real Estate products * ● Trained offshore team and oversaw offshore implementation and daily production of routine work * ● Led change initiatives and conducted business process analysis and project management

data warehouse architect

hartford life insurance k.k japan

2005-7 - 2006-7 · 1 yr 1 mo

Responsible for all aspects of the design and construction of a new data mart to support the company's burgeoning portfolio of annuities products.

data warehouse architect, siebel crm integrator

c3i

1998-8 - 2005-3 · 6 yrs 8 mos

* Key contributor to building C3i’s Business Analytics and CRM practice areas in pharmaceutical industry. Client-facing roles on high-risk projects. * ● Responsible for system design, implementation and testing (Informatica, Oracle, Java) * ● Planned multi-phase projects and oversaw technical staff * ● Performed dimensional data, process modeling and documentation * ● Loaded large data sets from syndicated data vendors using SQL stored procedures, query tuning, and batch loaders * ● Responsible for Siebel CRM design, legacy migration and data integration (Siebel, SQL Server) * ● Built automation tools using Visual Basic * ● Clients: Berlex Pharmaceuticals, Medicis Pharmaceuticals, Boehringer Ingelheim, Johnson & Johnson, Genzyme Pharmaceuticals