Marshall Alphonso specializes in quantitative finance and is currently the global lead engineer for the top five banks. He has over 10+ years’ experience training clients at over 250 companies, including top hedge funds, banks and other financial institutions around the world. As advisor to the CRO of McKinsey & Co. Investment Office, Marshall was responsible for the design and implementation of the fund liquidity framework, stress testing framework and a multitude of quantitative risk and investment tools, enabling evaluation of exposures for risk and attribution. Prior experience included use of artificial intelligence and advanced statistical signal processing in communication and geostationary satellite systems. He holds a B.S. in electrical engineering and mathematics from Purdue University and an M.S. in electrical engineering from George Mason University. Additional significant experiences include work with the European Space Agency to present at the UN on high inclination comets, NIH-sponsored research in proteomics at Harvard University and KISR-sponsored data science research at MIT.
· Machine learning to generate actionable financial insights
· Neural networks, deep learning, supervised and unsupervised machine learning techniques
· Performing text analytics for NLP, sentiment analysis and topic modelling
· Model governance and SR 11-17