Myles Kornfeld

Data Scientist

I am a data scientist at Paloma Partners. On the side, I enjoy tutoring, reading, martial arts, running, and playing chess.

About Me

Polama Partners

At Paloma Partners, I am a data scientist.

Weiss Multi-Strategy Advisers

At Weiss Multi-Strategy Advisers, I was a senior data engineer on the Risk Team where I have ensured data quality and consistency throughout the firm. I designed and implemented schema for internal Bloomberg Data License Data, built out new advanced analytical tools in Python, and made those tools accesible to PMs so they could more easily manage risk.

IBM

At IBM, I was a full stack AI and Analytics consultant. There, I worked with clients to to drive insights through data science and ensure that their data can be accessed throughout their enterprise. For my last project, my team designed a data architecture solution for a Fortune 500 automotive company. In the past, I worked in-house to test and develop forecasting and data harmonization software for clients.

The University of Chicago

When I first enrolled in UChicago, my goal was to study physics, attend graduate school, and eventually be a professor and perform research. Finding patterns from data and to then understand a larger picture through math was exciting, and I was excited to pursue this field in such a rigorous environment. During my time at UChicago, I challenged myself while helping others grow. I graduated in July 2021 with a BA in Physics with honors and a BS in Mathematics; my favorite classes included Graduate Quantum Mechanics and Graduate Relativity; I became the President of the Society of Physics Students, where I ran several fundraisers to promote STEM education; I was a Teacher's Assistant for Calculus I-IV, where I helped students learn and understand the subject during my office hours.

I was fortunate enough to be able to intern at Fermilab, a national physics laboratory, throughout college. When I was a third-year, I worked in their theoretical physics department. For my main project, I worked alongside theoretical physicists, nuclear physicists, and neutrino physicists to develop software that could simulate the interactions between particles in any environment. More specifically, I developed software that simulated the interactions between known neutrinos and theoretical neutrinos using Monte Carlo simulations.

While at Fermilab, I found that my true passion lay in coding and running simulations. It was during this period that I taught myself how to implement neural networks for forecasting, NLP, and image recognition. I also took classes, such as Introduction to Random Matrices, to pursue this interest. After several side projects, I decided to pursue data science and engineering full time after college.

Skills

Here are a few tools and techniques I've been working with recently:
  • Python
  • Pandas
  • Numpy
  • Dash
  • Plotly
  • Flask
  • Swagger UI
  • MatPlotlib
  • Tensorflow
  • Sklearn
  • NLP
  • Forecasting
  • SQL
  • Cron
  • Factor decomposition analysis

Experience

Data Scientist - Paloma Partners
April 2024 - Present
I am a data scientist at Paloma Partners.
Senior Data Engineer (also worked in a Data Scientist capacity) - Weiss Multi-Strategy Advisers
Sep 2023 - Mar 2024

I was a senior data engineer at Weiss Multi-Strategy Advisers where I worked on the risk team and reported directly to the Chief Risk Officer. Below I list my experiences.

Main Responsibilities (Risk Team):

  • Worked directly under the chief risk officer to develop our data stack to run advanced analyses on our risk

Risk Dashboard with Advanced Statistical Modelling:

  • Developed and deployed a series of Plotly dashboards to provide live insights on intraday investment risk
  • Factor Analysis: Helped portfolio managers understand how an n-sigma factor move affects PnL via an interactive table utilizing minimum torsion analyses of internal and external factor-based models
  • Single-Name Analysis: Calculated intraday beta-adjusted excess returns on single names and detected outlier movers across strategies via a Mahalanobis Distance analysis

Internal API Data Migration:

  • Oversaw, developed, and implemented the migration of an internal API from R to Python that pulled data from an internal SQL server for use across the firm
  • Deployed the API within a Linux server; helped analysts add their own functionality
  • Created unit tests to ensure that the API functions were providing consistent, correct outputs

Bloomberg Data Migration:

  • Developed and implemented a new SQL schema for Bloomberg Data License data that improved data quality and consistency and enabled the easier identification of where bugs occurred
  • Built a program to automatically update the database and perform data validation checks daily

Mentorship/Leadership:

  • Helped a recent college graduate learn Python techniques, coding best practices, full-stack development, etc.
  • Aided in the deployment of an internal dashboard they built to track the firm’s spending
AI and Analytics Consultant - IBM
Jul 2021 - Aug 2023

I was an AI and Analytics Consultant at IBM. Below I list some of the projects I worked on. On the side, I delivered knowledge transfer sessions on data science topics to my team.

Current Project:

  • Developer
    • Increase sign-off delivery speed for new features for Fortune 500 company by developing custom software

Previous Projects:

  • Cloud Architecture Designer

    • Building a data management and analytical architecture for our client based on their needs
    • Analyzed employee sentiment based on unstructured data collected from a workshop to determine how to best fit their needs
  • Internal Developer

    • Developed a web-based application using the Django Python framework to forecast and map companies’ financial data
    • Built the unit testing functionality for the application to help other developers build and test new tools more efficiently
  • RTR Testing Coordinator

    • Deployed SAP, ALM and Scrum to help teams implement SAP S/4HANA for client
    • Facilitated the testing of the Record to Report (RTR) end to end processes
    • Deployed Excel and ALM to track my team’s testing progress, coordinated and directed testing between different teams, and presented the status of our testing to my team and my supervisors daily
Research Assistant - Fermilab
July 2018 - November 2020

During my time at Fermilab, I grew my coding and analytics skills. I developed classes to runs imulations, learned and deployed statistics, and worked in a team. More specifically, I

  • Developed software that simulated theoretical particle interactions by writing a custom class in Python, performing Monte Carlo and other integration techniques in Python, and developing the unit testing
  • Compared calculations with members of my team to determine the validity of our predictions
  • Implemented Monte Carlo simulations in Python to model particle interactions and compared these simulations to predictions made by Quantum Field Theory
Tutoring - Self-Employeed
Jan 2013 - Present
I was a TA for Calculus during my 4 years at UChicago, where I worked with students during office hours and graded assignments. Topics that I have taught include trigonometry, precalculus, calculus I-IV, linear algebra, differential equations, and mechanics. I have found success with my students by assigning them homework, creating problems that address their weaknesses, and reinforcing topics they are comfortable with.
Research Assistant - UChicago STEM Education
January 2020 - June 2021

As a third-year and fourth-year in college, I worked with the University of Chicago’s STEM Education Office, where I drew insights from a curriculum that we implemented at Chicago public schools and performed various office duties.

  • Designed, executed, and analyzed survey results using Python, Excel, and SQL to draw meaningful conclusions regarding the results of the implementation of a district wide school program
  • Identified and achieved savings opportunity to reclaim $600 of unused funds
  • Write reports on teachers’ experiences in the World Chicago’s Professional Fellows Program based off of interviews of participants in the program

Education

2017-2021
Bachelor of Arts in Physics with Honors, Bachelor of Sciences in Mathematics
The University of Chicago
GPA: 3.76/4.00

Extracurricular Activities

  • President of the Society of Physics Students
  • Assistant Chair of Model United Nations at the University of Chicago
  • Brother of Alpha Phi Omega, a national service fraternity

Favorite Classes

  • Graduate Quantum Mechanics I, II
  • Graduate General Relativity
  • Abstract Algebra

Achievements

Spark Chamber
Constructed a spark chamber with other students at UChicago that is now on display at the Kersten Physics Teaching Center.
Integral Bee
Planned and executed a competition where students solved integrals as fast as possible that raised money for girls to pursue STEM.
Half-marathon
Ran the Chicago half-marathon in 2019.

Get in Touch

My inbox is always open. Whether you have a question or just want to say hi, I’ll try my best to get back to you!