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ALIN MORARIU Leveraging modern statistical methods to make data-driven decisions [email protected] 647-864-6852 Toronto, Canada A-Morariu.github.io A-Morariu alinmorariu @AlinMorariu2 ACADEMIC EXPERIENCE Teaching Assistant Ryerson Univeristy & University of Toronto Jan 2018 – Present Toronto Lead tutorials and office hours to strengthen understand- ing of analytical concepts in undergraduate courses Courses: Statistical Reasoning, Data Analysis I, Statistical Methods for Machine Learning I, Probability & Statistics I Summer Research Student St. Michael’s Hospital May 2019 – Aug. 2019 Toronto Spatio-temporal modeling of Personal Attrition Factors for prediction of lung cancer deaths in India Research Assistant University of Toronto Jan. 2018 – May 2019 Toronto Department of Statistics: Evaluate effectiveness of the university’s statistics programs to revamp curriculum Risk Lab: Create a quantitative methodology for indexing cryptocurrencies with use of time series and multivariate data analysis AREAS OF INTEREST Monte Carlo methods Reinforcement Learning Deep Learning Spatio- temporal modeling Model inter- pretability EDUCATION M.Sc . Applied Mathematics (Thesis Option) Ryerson University - Financial Mathematics Group Sept 2019 – June 2021 Toronto Thesis: Penalized Complexity Priors for Zero Inflated Poisson models, Reinforcement Learning B.Sc. Statistics & Mathematics University of Toronto Sept 2014 – June 2019 Toronto Key Courses: Machine Learning, Bayesian Data Analysis, Spatial Statistics, Multivariate Data Analysis, Statistical Computing, Time Series Analysis, Statistical Computation PROFESSIONAL EXPERIENCE Data Science Intern Ontario Teachers’ Pension Plan May 2020- Present Toronto Provide data driven decision making support to Capital Markets division Actuarial Analyst - Consumer Markets Pricing Manulife Financial Sept. 2017 – Exp. Dec. 2017 Toronto Standardized pricing models across health, dental, and travel products to eliminate need of per-product updates for repricing purposes Revitalized travel pricing methodology using fundamental machine learning techniques to predict claim patterns and highlight risk factors Investment Consulting Analyst Mercer (Canada) Limited May 2017 – Aug. 2017 Toronto Monitored quarterly performance of funds with a keen focus on past results in order to optimize asset allocation of institutional clients Automated significant portion of daily data entry process with VBA Macros to half run time of asset reconciliation Pension Consulting Analyst Mercer (Canada) Limited Jan. 2016 – May. 2016 Toronto Performed funding valuation to determine updated liabili- ties resulting in savings of $100,000 annually Linearized single benefit and PSPA calculations with the creation of an Excel-based calculator to reduce manual calculations by 90% Lifeguard and Swim Instructor City of Toronto, YMCA, Toronto Pan. Am. Sports Centre Dec. 2012 – Jan. 2018 Toronto Develop effective teaching methods for children and adults in order to improve swimming abilities STRENGTHS Systematic Problem Solving Detail Oriented Presentation Skills Collaborative Research R Statistical Analysis Spatio-temporal Models Bayesian Inference Supervised Learning
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ALINMORARIU · ALINMORARIU Leveragingmodernstatisticalmethodstomakedata-drivendecisions [[email protected] Ó647-864-6852 ‰Toronto,CanadafiA-Morariu.github.io ⁄A-Morariu

Sep 21, 2020

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Page 1: ALINMORARIU · ALINMORARIU Leveragingmodernstatisticalmethodstomakedata-drivendecisions [alin.morariu@ryerson.ca Ó647-864-6852 ‰Toronto,CanadafiA-Morariu.github.io ⁄A-Morariu

ALINMORARIULeveragingmodern statistical methods tomake data-driven decisions[ [email protected] Ó 647-864-6852 ½ Toronto, Canada® A-Morariu.github.io � A-Morariu ¯ alinmorariu 7 @AlinMorariu2

ACADEMIC EXPERIENCETeaching AssistantRyerson Univeristy &University of Toronto� Jan 2018 – Present ½ Toronto• Lead tutorials and office hours to strengthen understand-ing of analytical concepts in undergraduate courses

• Courses: Statistical Reasoning, Data Analysis I, StatisticalMethods forMachine Learning I, Probability & Statistics I

Summer Research StudentSt. Michael’s Hospital� May 2019 – Aug. 2019 ½ Toronto• Spatio-temporal modeling of Personal Attrition Factorsfor prediction of lung cancer deaths in India

Research AssistantUniversity of Toronto� Jan. 2018 –May 2019 ½ Toronto• Department of Statistics: Evaluate effectiveness of theuniversity’s statistics programs to revamp curriculum

• Risk Lab: Create a quantitativemethodology for indexingcryptocurrencies with use of time series andmultivariatedata analysis

AREASOF INTEREST

Monte Carlomethods

ReinforcementLearning Deep Learning

Spatio-temporalmodeling

Model inter-pretability

EDUCATIONM.Sc . AppliedMathematics (Thesis Option)Ryerson University - FinancialMathematics Group� Sept 2019 – June 2021 ½ Toronto• Thesis: Penalized Complexity Priors for Zero InflatedPoissonmodels, Reinforcement Learning

B.Sc. Statistics &MathematicsUniversity of Toronto� Sept 2014 – June 2019 ½ Toronto• Key Courses:Machine Learning, Bayesian Data Analysis,Spatial Statistics, Multivariate Data Analysis, StatisticalComputing, Time Series Analysis, Statistical Computation

PROFESSIONAL EXPERIENCEData Science InternOntario Teachers’ Pension Plan� May 2020- Present ½ Toronto• Provide data driven decisionmaking support to CapitalMarkets division

Actuarial Analyst - ConsumerMarkets PricingManulife Financial� Sept. 2017 – Exp. Dec. 2017 ½ Toronto• Standardized pricingmodels across health, dental, andtravel products to eliminate need of per-product updatesfor repricing purposes

• Revitalized travel pricingmethodology using fundamentalmachine learning techniques to predict claim patterns andhighlight risk factors

Investment Consulting AnalystMercer (Canada) Limited� May 2017 – Aug. 2017 ½ Toronto• Monitored quarterly performance of funds with a keenfocus on past results in order to optimize asset allocationof institutional clients

• Automated significant portion of daily data entry processwith VBAMacros to half run time of asset reconciliation

Pension Consulting AnalystMercer (Canada) Limited� Jan. 2016 –May. 2016 ½ Toronto• Performed funding valuation to determine updated liabili-ties resulting in savings of $100,000 annually

• Linearized single benefit and PSPA calculations with thecreation of an Excel-based calculator to reducemanualcalculations by 90%

Lifeguard and Swim InstructorCity of Toronto, YMCA, Toronto Pan. Am. Sports Centre� Dec. 2012 – Jan. 2018 ½ Toronto• Develop effective teachingmethods for children andadults in order to improve swimming abilities

STRENGTHSSystematic Problem Solving Detail OrientedPresentation Skills Collaborative Research

R Statistical Analysis Spatio-temporalModelsBayesian Inference Supervised Learning