Professional highlights

Nikolai Shokhirev, Ph.D.

Home | Experience | Education |

My forte

Self-starter with ability to work both independently and in a cross-functional team environment.
Ability to grasp several disciplines and be able to communicate with the respective subject-matter experts.
Ability to develop theories, derive equations, develop algorithms and implement them as efficient computer programs.
Research, Scientific programming, Computer simulation and modeling, Numerical methods, Algorithm development, Data analysis and processing, Large-scale computing.

Data science (10+ years):
- Data analysis and processing, Data transformation, aggregation and filtering;
- Statistics, regressions, correlations, Extreme value statistics;
- Machine learning, Pattern recognition, Anomaly and regime change detection;
- Advanced time series analysis, Fourier and Wavelet analysis;
- Bayesian non-parametric regression, Predictive analytics, Optimization and fitting;
- Classification, Dimensionality reduction and visualization.
Research and Scientific programming in scientific Labs in Russia and America (10+ years):
- Several awards (International Science Foundation, Russian Academy of Sciences, Mendeleev Chemical Society);
- Stochastic processes, Quantum physics, Spectroscopy, Chem-informatics;
- Indirect measurements and remote sensing, Computational chemistry, Kinetics, Chem-informatics;
- Analysis of accuracy and resolution, Inverse problems and regularization;
- Numerical methods and algorithms, Computer simulation, ODE, PDE, SDE;
- Dynamic, quantum and stochastic modeling, Monte Carlo simulations.
- Over 70 published papers; Ph. D. in Physics and Mathematics.
Professional software development (10+ years):
- Full software development lifecycle (SDLC);
- Design and development of Applications, Information systems and Databases, Frameworks and Libraries;
- Object-oriented, Procedural and Scripting languages under Windows/UNIX/Linux;
- Management of the Retail, Financial, Credit and risk data on multi-GB and TB scale;
- Source control, bug-tracking and project management;
- Agile, Test Driven, Iterative, Waterfall methodologies.
Quantitative research and development (7+ years):
- Financial engineering, Trading framework development; Stochastic algorithms;
- Financial instrument pricing, Financial analytics, VaR, Monte Carlo;
- Credit risk, Portfolio valuation, Risk management models and techniques.
Consulting in Inventive problem solving (TRIZ);
Teaching and Mentoring in Physics, Spectroscopy, Statistics, Numerical methods and Algorithms.

Experience summary

Research in Econophysics, Molecular physics, Quantum chemistry, Diffusion-controlled processes, Magnetic (NMR, EPR, MRI) spectroscopy, Kinetics (Chemical and quantum).
Theoretical and computational support in Biochemistry, Electrochemistry, Kinetics (Chemical and Quantum), 1D and 2D Spectroscopy
Modeling and Simulation (Dynamic, Stochastic and Quantum) in Physics, Chemistry, Environmental and Aerosol science.
Data processing and analysis: Pattern identification, Machine learning, Time series, Filtering, Statistics, Bayesian inference, Fitting and Parameter estimation, Accuracy, Resolution, Regularization, Indirect measurements and Remote sensing.
Algorithms and Numerical methods: Differential equations (ODE, PDE, SDE), Integral equations, Linear algebra, Monte Carlo, Fourier and Wavelet analysis, Optimization, Genetic algorithms, Gaussian process regression.

Technical skills

Analytical tools: Mathematica, Matlab, R, IPython, Pandas, NumPy, SciPy, Scikit-learn, Statistical and ML libraries, Pencil and paper.
Primary languages: OO Python, C#, C++, Delphi, R, Matlab, JavaScript, Pascal, FORTRAN, Algol.
Secondary languages: Java, VB.Net, PHP, Excel VBA, Perl, Ruby, Julia.
Databases: MS SQL Server, Oracle, MySQL, SQLite, Interbase, DB2, Access, PostgreSQL, MongoDB, Neo4j, RexDB, htSQL, T-SQL, PL/SQL, No SQL.
SDLC tools: MS Visual Studio, Eclipse, RAD Studio, GNU tools, Vault, SVN, Mercurial, Git, FogBugs, VSS, TFS, StarTeam, CVS, AQTime, SQL Developer, SQL Server Management Studio, Toad.
Platforms, Servers, Web: Windows, UNIX/Linux, OS-X; IIS, Apache, Nginx; LAMP, ASP, HTML, CSS, jQuery, d3, MathJax, React.
Excellent technical writing and presentation skills.

Home

Count: