Experience

Nikolai Shokhirev, Ph.D.

10/2023 - present

Numerical Expert Consultancy, Norwalk, CT.

Data Science, Numerical Methods and Algorithms, Statistics, Data analysis and processing, Software Architecture.

Numerical Expert

07/2018 - 09/2023

Cohen Veterans Bioscience, New York Office.
Senior Data Scientist, Data Science Department.

Data analysis and processing, Algorithm development, Machine learning, Statistics, Time series, Fourier and wavelet analysis, Sensor data processing.

Development of a pipeline for standardization and analysis of data from multiple sleep monitoring sensors.

Cohen Veterans Bioscience is a non-profit 501(c)(3) biomedical research and technology organization dedicated to advancing brain health by fast-tracking precision diagnostics and tailored therapeutics.

Languages, Libraries, Tools: R, Python, NumPy/SciPy, IPython, Matlab, Git, Gira, Linux, OS-X, AWS.

10/2016 - 07/2018

Early Signal, Inc., New York, NY.
Senior Data Scientist.

Data analysis and processing, Algorithm development, Machine learning, Statistics, Time series, Fourier and wavelet analysis, Sensor data processing.

Early Signal is a non profit organization centered on a universal yet personalized health-monitoring solution based on wearable and smart devices that generate extensive real-time biometric data.

Languages, Libraries, Tools: R, Python, NumPy/SciPy, IPython, Matlab, Git, Gira, Linux, OS-X, AWS.

01/2016 - 12/2016

Ipgrip LLC, Campbell, CA (remote).
Data Scientist, Model development.

Particle size distribution data analysis and processing. Model development for coincidence errors. Monte Carlo simulations. Inverse problem solution, Analysis of accuracy and resolution.

Languages, Libraries, Tools: Stochastic modeling, Numerical methods, Mathematica, Python, NumPy/SciPy, IPython, Mercurial (Hg).

03/2015 - 10/2015

Prometheus Research LLC, New Haven, CT.
Senior Software Engineer, Professional Services Department.

Support and development of medical research information systems for data acquisition and management; Database-driven Python applications; Migration, Data transformation and validation tool development; Technical lead for several projects.

Languages, Libraries, Frameworks: Python, Pandas, JavaScript, HTML, CSS, JSON, YAML, React, RexDB, HTSQL, PostgreSQL, Linux, Mac OS X.
SDLC methodologies and tools: Agile methodology, JIRA, Mercurial, Git, GNU tools, Open source.

01/2015 - 02/2015

Mol3D Research, LLC, Salt Lake City, UT (remote).
Data Science Consultant .

Research on QSAR/QPAR (Structure- and property-activity relationship) and Machine learning algorithms for computer-aided drug design. Developed recommendations for using Ensemble learning (Boosting) for the prediction of property-activity relationship.

Languages, Libraries, Tools: Python, NumPy, Pandas, IPython, scikit-learn.

9/2013 - 9/2014

JPMorgan Chase & Co. Manhattan, NY; Brooklyn, NY.
Application Developer, Corporate Investment Bank, Credit Portfolio Group.

Backtesting within the GAUSS platform, Risk metrics, Statistics, Reporting, Comprehensive data management on a TB scale; Support for team releases, Oracle, Windows, Linux.

Responsibilities and expertise: Development using Object-Oriented Python, NumPy, SciPy, IPython, Pandas and in-house libraries, Web interface development, Data management on a terabyte scale.

• Server side (Linux): loading of raw data (market, Monte Carlo simulations) into databases, initial aggregation and calculations. Data storage: file system, Oracle DB.
• Client side (Windows): maintenance development of Regulatory application (GUI application in TraitsUI), risk metrics calculations, data aggregation and filtering, report generation, displaying results in grids and export to various formats.
• Web interface development: Django, jQuery.

Languages and Development tools: Python, NumPy, Pandas, Eclipse, PyDev, SQL Developer, GNU tools.
SDLC methodologies and tools

Unit testing, Agile methodology with 2-3 weeks release cycle, unit tests; Subversion (SVN), Jira.

5/2007 - 2/2013

Graham Capital Management, L.P. (Global Alternative Investment Strategies), Rowayton / Norwalk, CT.
Quantitative Research Developer, Research (Quant) Department, Financial Engineering Group.

Quantitative trading framework development; Development of algorithms and libraries for Data analysis, processing and transformation; Statistical and Machine learning libraries.

Responsibilities and expertise

• Trading/testing Framework development, maintenance and development of the main C++ interface to this framework; Development of the Python interface.
• Numerical support of the Portfolio Application (VaR, Portfolio valuation algorithms).
• Development of Numerical, Statistical and Machine learning libraries (Robust statistical algorithms, Extreme values statistics, Non-parametric Bayesian regression, Stochastic volatility models, Random matrix covariance filtering).
• Development of libraries and tools for Data transformation and aggregation, Time series analysis, Fourier and wavelet analysis, Anomaly detection and Visualization.
• Implementation of time-zone synchronization.
• Support of the web application for trade monitoring.
• Implementation of data access from File system, MS SQL Server and KDB.
• Mentoring in Numerical methods and Statistics.

Languages, Techniques, Analytical tools: .Net, C++, COM, ADO, XML, Delphi/Pascal, Python, Ruby, Excel VBA, Matlab, R.
Development tools: MS Visual Studio 2010, RAD Studio, SQL Server Management Studio.
SDLC methodologies and tools: Agile, iterative methodology; Unit tests; AQTime, Vault, FogBugz.

2/2006 - 4/2007

Environmental Systems Products Holdings Inc., Tucson, AZ.
Sr. Software Design Engineer, New Product Development Department, Smart automotive management project.

Development and implementation of the distributed automobile testing system, .Net development, System integration, Software-hardware integration. Design and development of web-based information management system.

Responsibilities and expertise

• Testing stations (Windows XP Embedded): Development of objects for data acquisition and local storage in MS SQL Express, Payment system, Software-hardware integration.
• Central server (Windows Server): data exchange between the testing stations with the central server using Web services, Database design and integration with the third-party database (MS SQL Server).
• Web interface to the central server: ASP.Net, Webforms, IIS, JavaScript.

Languages, Techniques: .Net, C#, VB.Net, Winforms, ASP.Net, Webforms, ADO.Net, XML, SOAP, Web services, WSDL.
Development tools: MS Visual Studio, SQL Server Management Studio.
SDLC methodologies and tools: Waterfall methodology; Unit tests; VSS, TSF.

1/2005 - 1/2006

University of Arizona, Tucson, AZ.
Scientist/Scientific Programmer, Department of Chemistry, Prof. F.A. Walker Group.
Research in Theoretical chemistry and Magnetic spectroscopy, Data analysis and processing, Dimensionality reduction and visualization.
• Development of algorithms and software for Data processing in biochemical research.
• Development of statistical and machine learning libraries.
• Development of web-based research information systems.
Techniques, Tools Pencil and paper, Mathematica, Matlab, Perl, Python, Delphi/Pascal, R, Java, Excel VBA, SQLite, SVN, PHP, MySQL, Linux, Apache.
Published over 10 scientific papers.

11/2004 - 4/2005

Consulting, Tucson, AZ.
Contractor. - LAMP Development.

Development and implementation of Database-driven web application, Content management system (CMS), Payment and template-based ad systems for an E-commerce website.

Languages, Techniques: LAMP stack (Linux, Apache, MySQL, PHP), JavaScript, CSS.
SDLC methodologies and tools: Agile methodology; Subversion (SVN).

3/2004 - 11/2004

Ionatron, Inc., (Directed energy technology), Tucson, AZ.
Sr. Research Scientist - Laser physics and technology.

Development and implementation of the framework for computer simulation of Laser-induced discharge processes.

Responsibilities and expertise

• Electrodynamics, heat-mass transfer, physical and chemical models, numerical algorithms.
• C++ object-oriented implementation of the Flux-Corrected Transport (FCT) algorithm for the solution of partial differential equations.
• Large-scale computer simulations.

Languages, Techniques, Tools: Numerical PDE, C++, Matlab, FORTRAN, CVS.

1999 - 2004

TCI Solutions, Inc., (Software solutions for the retail industry), Tucson, AZ.
Software Engineer.

• Maintenance and development of information systems for stores and store chains supporting pricing, invoicing, receiving, inventory, transfers, authorization;
• Design and development of business data objects and COM objects for data access in Wireless and Web subsystems.

Languages, Techniques, Databases: Delphi/Pascal, VB Script, ASP, COM, MS VS, .Net, C#, Interbase, MS SQL Server, Oracle, DB2.
Development tools: Borland RAD Studio, SQL Server Management Studio.
SDLC methodologies and tools: Extreme programming, Pair-programming; Unit tests; Star Team, AQTime;

1998 - 1999

Ideation International Inc., (Bringing the Science of innovation to the World), Southfield, MI.
Sr. Scientist / Analyst - Innovative consulting, Inventive problem solving (TRIZ).
• Conduction and management of projects in innovation, assessment of existing intellectual property and evolution of technology.
• Facilitated inventive problem solving brainstorming.
• Successfully conduction of projects in mechanical and chemical engineering (Amoco).
• Participation in the design of innovation software based on the Theory of Inventive Problem Solving.

1993 - 1997

University of Arizona, Tucson, AZ.
Scientist / Scientific programmer, Department of Chemistry.

Research in theoretical chemistry and spectroscopy.
Computer simulation, Quantum and stochastic modeling, Experimental data processing and visualization.

• Creation of the theory of temperature dependence of NMR spectra in paramagnetic complexes.
The theory was applied to the interpretation electronic structure of paramagnetic porphyrinate complexes.
• Development of the theory of Co- and Counter-rotation of magnetic axes and axial ligands in Ferriheme systems.
• Development of numerical and statistical libraries for optimization, fitting, pattern identification.
• Increase of efficiency of computer simulation algorithms, in some cases more than tenfold.
Techniques used: Pencil and paper, Mathematica, C/C++, Delphi, Pascal, DOS, Windows, Java, Perl, FORTRAN, UNIX.
Published over 20 scientific papers.

1988 - 1993

Institute of Chemical Kinetics and Combustion, Novosibirsk, Russia.
Sr. Scientist, Theoretical Chemistry Group.
• Research in Physics, Theoretical and computational chemistry, Kinetics, Thermodynamics, Magnetic spectroscopy.
• Algorithm and software development, computer simulation, Dynamic, stochastic and quantum modeling.
• Data analysis and processing, Analysis of accuracy and resolution in indirect measurements and remote sensing.
Application to the geophysical NMR tomography in the Earth's magnetic field (Theory, algorithms, software, field tests), Aerosol size measurements and Photoelectrochemistry.
• Creation of the theory of diffusion-controlled recombination and magnetic effects in ion-radical reactions.
• Theoretical study of ligand-substitution reactions in octahedral complexes of transition metals
Techniques used: Pencil and paper, Quantum chemistry, Theory of Stochastic processes, FORTRAN, C, Pascal, CDC, IBM.
Published over 30 scientific papers.
Award of The International Science Foundation for Fundamental Research.

1988 - 1993

Novosibirsk State University, Novosibirsk, Russia.
Associate Professor (part-time).
• Teaching: Quantum mechanics, Magnetic spectroscopy, Numerical methods.
• Lead development of a computer-assisted education system and courses.
Award of the Russian Academy of Sciences.

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