hi! I'M
Silvana Acosta.
ECONOMETRICIAN &
DATA SCIENCE ENTHUSIAST
SA
Italian - Uruguayan.
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I currently work as a Quantitative Risk Analyst modeling and analysing financial data using R and SQL Server and I work in Python on my free time. I hold a Ph.D. specialized in econometrics with graduate education in mathematics, during which I developed estimators for high-frequency financial data sets using R and Matlab. Before that, as an economist, I have worked with macroeconomic time series using Matlab, and previously, with different national-level panel data sets of a few waves on education economics and health economics problems using Stata.
I have many years of experience in teaching, and I have deeply enjoyed presenting and explaining models, discussing, and finding new ways to communicate and explain ideas in a simple manner. I also take pleasure from interdisciplinary and challenging work environments with creative people. I am highly-analytical, detail-oriented, curious, and a problem solver, and I would love to keep on developing in data science. I am planning on certificating in AWS Cloud Practitioner, and in the long-term future, expanding my skills to TensorFlow and Apache Spark.
skills
MY KNOWLEDGE & TOOLBOX
R - Rstudio
Python - PyCharm
GitHub
SQL Server
Matlab
Atlassian
LyX
LaTeX
AWS Cloud Practitioner Certificated - Expected February 2020
PROJECTS
A PEAK ON SOME OF MY FREE TIME. SEE MORE >
Experience
2019- Present
QUANTITATIVE RISK ANALYST
Nasdaq, Sweden
I have implemented dimension reduction techniques, clustering algorithms, and option pricing models, using data sets of millions of rows. Tasks include fetching data from the SQL Server, assembling data sets, inspection, analysis, modeling, documenting, elaborating automatic reporting, data visualization and presentations.
2013-2018
RESEARCHER & TEACHER
Aarhus University, Denmark
I was affiliated with the Center for Research in Econometric Analysis of Time-Series (CREATES) where I researched on parametric and non-parametric estimators, conducted simulations, and analysed the TAQ dataset of the NYSE. I gave tutorials on modeling with linear regression, dependent variables, ordered response, censored data, truncated samples, selection, static and dynamic panel data, and stationary and non-stationary time-series estimation and forecasting. I also took my graduate courses in Measure Theory, Real Analysis and Probability, Probability Theory, Markov Chains, Mathematical Analysis, Advanced Financial Econometrics, High-Frequency Econometrics, and Modelling and Forecasting Volatility.
2008-2013
RESEARCHER & TEACHER
UdelaR & UM Universities, Uruguay
I conducted research on policy impact analysis within economics of education using a few waves of a national panel data set, and I did research assistance on behavioural experiments and macroeconomics data sets running preliminary analysis. During these years, I also taught introductory micro and macroeconomics for undergraduates. Along 2011-2013, I took graduate courses on game theory, contract theory, panel data and time series econometrics, and mathematics. I later continued my graduate training with courses at the Department of Mathematics in Denmark during my Ph.D.
2007-2008
JUNIOR CONSULTANT
Cinve & Deloitte, Uruguay
I worked at Cinve analyzing health economics national data sets, writing reports, and meeting with managers and technical staff of the health care providers for assessing in the implementation of a national reform of the health system. At Deloitte, I worked as a junior analyst updating international finance data sets writing periodical analysis and reports.
CONTACT
I would love to hear from you! Whether is about comments on my projects, issues, modeling discussions, or any related topics!
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Phone:
(+45) 28 71 28 27
E-mail: