Jayash Koshal

AI Researcher

Seattle, Washington, United States17 yrs 8 mos experience

Most Likely To SwitchHighly Stable

Key Highlights

Expert in distributed optimization algorithms for large-scale problems.
Proficient in multiple programming languages including C++, Python, and R.
Strong background in statistical learning and operations research.

Stackforce AI infers this person is a Data Science and Optimization expert with a strong focus on algorithm development.

Contact

Skills

Core Skills

Distributed AlgorithmsOptimizationC++Quantitative Analysis

Other Skills

Stochastic ProcessesSTLRegression AnalysisSix SigmaFinancial EngineeringStochastic CalculusOptions PricingProbability TheoryStatisticsSASDatabasesMySQLMachine LearningQuantitative AnalyticsMathematical Modeling

About

Statistical Learning: Multivariate regression analysis, clustering techniques, classification, information retrieval Operations Research: Convex optimization, Linear and Nonlinear programming, Stochastic processes, Stochastic simulation Mathematical finance: Derivative pricing, Monte Carlo simulation, Stochastic Calculus in Finance Big Data: Hadoop, Hbase, Map Reduce, Spark, SOLR Programming: C/C++ with STL, Java, Python, Scala, Design Patterns, Matlab, R, SQL, Proficient in Linux Research experience: • Developed distributed optimization algorithms to solve a range of large scale networked problems; applications include network resource management, rate allocation in communication networks, transportation networks, information diffusion in social networks, oligopoly

Experience

17 yrs 8 mos

Total Experience

2 yrs 6 mos

Average Tenure

4 yrs 4 mos

Current Experience

Pinterest ads

Applied Scientist

Jan 2021 – Jan 2022 · 1 yr · Seattle, Washington, United States

Amazon

2 roles

Senior Applied Scientist

Oct 2018 – Feb 2021 · 2 yrs 4 mos · Greater Seattle Area

Research Scientist II

Aug 2016 – Sep 2018 · 2 yrs 1 mo · Greater Seattle Area

Goldman sachs

Associate

Jun 2015 – Aug 2016 · 1 yr 2 mos

Bloomberg lp

Financial Application Engineer

Sep 2012 – Jun 2015 · 2 yrs 9 mos · New York City Metropolitan Area

Argonne national laboratory

Givens Associate

May 2011 – Aug 2011 · 3 mos · Argonne, IL

Contributed to the development of MINOTAUR, a widely used state-of-the-art optimization solver, by writing over 3000 lines of C++ code with application of STL
Designed, programmed and tested multiple heuristics for mixed integer nonlinear programs
Improved solution bounds and reduced computational time for over 50% of standard instances

Industrial and enterprise system engineering

PhD student

Jul 2008 – Aug 2012 · 4 yrs 1 mo · Urbana-Champaign Area

Thesis : "Distributed algorithms for multi-agent systems : optimization and competition"
Developed algorithms for a generalized multiuser optimization problem
which has a wide range of applications such as network resource management, rate allocation in communication networks
Proposed two classes of regularized iterative stochastic approximation methods for stochastic optimization; such methods reduce the complexity of traditional methods by a factor of 2
Proved convergence of gossip based algorithm for aggregative Nash games on dynamic graphs. Proof uses consensus estimates and submartingale convergence

Reliance industried limited

Summer Intern

May 2007 – Jul 2007 · 2 mos · Greater Rajkot Area

Built an analytical model to estimate the efficiency of turbine generator using regression analysis
Employed six-sigma methodology to radically improve the efficiency of turbine generator by 2%