DI Martin Schmidt
I hold a Master's degree in Financial and Actuarial Mathematics from the Vienna University of Technology (graduation with highest distinction) and have been working as a Quantitative Credit Risk Manager within an international banking group in Austria for more than 4 years. In 2020, I joined the National Bank of Austria as an Examiner for IRB credit risk models of significant financial institutions. I have excellent programming and database (Python, R, SAS, SQL, VBA) as well as statistical/mathematical skills and gained hands-on machine learning experience during various Data Science Hackathons (amongst others: Winner of the ‘Coding Challenge on Risk Management‘ hosted by the European Central Bank).
Portfolio
Curriculum Vitae
Projects
Diploma Thesis - Financial and Actuarial Mathematics (R)
Summary of the main results (including R-Code) of my diploma thesis ‘Aggregation of Integer-Valued Risks with Copula Induced Dependency Structure’ at the Vienna University of Technology under the supervision of Dr. Uwe Schmock.
Web-Scraping using Scrapy (Python)
This project serves to demonstrate web scraping in Python using Scrapy on the example of Reuters. URL, publication date, title and text of the news articles are stored in a pandas dataframe.
NLP - Topic Modeling (Python)
For this project I have scraped news articles from Reuters and clustered them using Latent Dirichlet Allocation (LDA). Since there is no proper classification of articles on Reuters, my model supports the reader in finding articles relating to a specific topic. Furthermore, the model could be used to classify future articles as well. Graphical results can be found here.
Route Optimization - Brute Force (Python)
The program gets as input a csv-file with locations (longitude and latitude) and determines the best route (based on time or distance) starting from a specified location using Google’s Distance Matrix API.