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Marcelo Blinder

MIDS Student

Focus

Machine learning

Biography

I am an engineer and computer scientist with a strong analytical background. My goal is to make a career change and start working as a Data Scientist.

My academic background is in civil engineering (B.S. from Universidade Federal do Paraná, Brazil), computer science (Master of Engineering from Cornell University) and business (MBA from University of Washington). I started my career working as a civil engineer primarily in hydrology. After I got my Master of Engineering degree, I worked most of my career at J.P. Morgan and Microsoft. 

At J.P. Morgan, I worked on the implementation of systems that were used for pricing and risk management of foreign exchange products, short-term interest rate derivatives, and credit derivatives using Java and C++. The work involved modeling the interest rate yield curves of different currencies, applying financial and derivative models to price the financial instruments using those yield curves, analyzing how new trades affect the risk of an existing portfolio, and analyzing how changes in interest rates and market conditions would affect the prices of individual instruments and portfolios.

At Microsoft, I worked on Enterprise Reporting (using C++, SQL and C#) and Management Reporter (using C# and SQL). Both products are used for financial reports and for budgeting. They import, clean, and manipulate data from ERP systems using relational databases and later process the data in order to create financial reports and pro-forma reports. While I was on the Excel team, I worked on both the implementation of Slicers and the integration of PowerPivot into Excel (using C++ and C#)

Last updated:

June 24, 2018