Sep 2019 – Sep 2022 · 3 yrs · Makati, National Capital Region, Philippines · Remote

• For AQR Capital Management (aqr.com), one of the top global hedge funds.
• Worked with a team of quantitative traders/analysts and investment professionals to conduct advanced analysis, research, studies, and exploration of trading data (order, market, model, etc.) from various sources (API, data lakes, data warehouses) with varying formats (structured/unstructured) and complexities, using SQL, Python and its numerical/scientific computing packages (Pandas, NumPy, etc.), and Excel.
• Developed and maintained advanced analytical programs and BI tools designed and implemented from scratch for execution traders, portfolio managers, researchers, and other internal users.
• Developed and maintained backend data services (ETL) serving various BI reports for Fixed Income (Rates and Credit), FX Analytics, Options and several other trading monitors, such as market impact analysis, prices, etc., deployed in the company’s production Linux boxes/servers, cloud infrastructures and containers.
• Conducted and supported manual and automated Transaction Cost Analysis (TCA) processes for Fixed Income and FX while ensuring data quality through outlier/anomaly detection and typical data engineering validation techniques.
• Pioneered the offshore research and analytics team and managed a highly diverse team in Manila, Philippines including, but not limited to, hiring, training, and ensuring that the team is excelling in their functional responsibilities, is engaged and motivated, and is continuously learning.

Jan 2019 – Sep 2019 · 8 mos · Pasig, National Capital Region, Philippines

• Lead Finance & Accounting Department’s digital transformation initiatives through the use of spreadsheet automation (VBA), RPA (Blue Prism), programming (Python, C#), and out-of-the-box applications in MS ecosystem (such as MS Flow, MS Power Apps, etc.).
• Carried out advanced financial data analysis & reporting though Power BI, Power Query (DAX, M Lang), and Python's scientific/numerical computing packages (Pandas, NumPy).
• Developed bespoke reporting and analytics platforms with more advanced features and functionalities using a traditional 3-tier application architecture with Python (backend: Flask, REST), JavaScript (frontend: React) and SQL (MS SQL Server, Oracle).
• Lead the company’s data science initiatives, participated in internal data hackathons, and applied classical machine learning models (logistic regression, decision trees, random forests, KNN, etc.) to several use cases for different departments.

Oct 2017 – Jan 2019 · 1 yr 3 mos · Pasig, National Capital Region, Philippines

• Prepared financial models, budgets & forecasts of various departments (cost centers) in the company.
• Removed 90% of the manual review and analysis for the monthly closing process through digitalization (SharePoint Online) and automation (mostly VBA and MS Access).

Mar 2017 – Sep 2017 · 6 mos · Makati, National Capital Region, Philippines · On-site

• Reconciliation of balance sheet accounts and ensuring that reported items are quickly resolved using SAP and Blackline.
• Operation of controls where applicable and ensuring compliance and effectiveness at all times.
• Developed minor automations using VBA and advanced Excel functionalities.

Apr 2015 – Mar 2017 · 1 yr 11 mos · Makati, National Capital Region, Philippines · On-site

• Performed work on lower risk areas and receives coaching from a senior or team manager, conducted internal controls assessments, and performed work on higher risk areas and receives coaching from a team manager. Higher risk audit areas may require two levels of detailed review which will be performed by the team manager and the engagement leader.
• Gained familiarity with the peculiarities of the industry to which the clients belong; and documented and evaluated the client's internal control system.

Jun 2013 – Dec 2013 · 6 mos · Philippines · On-site

• Assessment Division