Matej Jusup

Projects

Education

Since 2020

PhD in Reinforcement Learning
ETH Zurich, Switzerland

2013 - 2017

MSc in Mathematical Statistics
University of Zagreb, Croatia

• Dissertation title: Network optimization in railway transport planning

2015 - 2016

Erasmus exchange
University of Bielefeld, Germany

2010 - 2013

BSc in Mathematics
University of Zagreb, Croatia

Professional experience

2019 - 2020

Data science team leader at Cantab Predictive Intelligence
Developed products:

• E-commerce recommender system
• Delivery delay estimation model
• Behavioural credit scoring model
• Personalized newsletter recommender system
• Machine learning driven marketing campaign

2017 - 2019

Data scientist at Morgan Stanley
Projects:

• Systemic risk mixed-integer convex programming model execution efficiency improvement
  
• E-trading execution limits calibration
• Treasury department cash traceability system
• Data-driven listed derivatives liquidity model

2016 - 2017

Software developer at Morgan Stanley
Project:

• Margin calculator features integration

2016

Technology analyst program at Morgan Stanley
Topics:

• Object-oriented programming in C++ and Java
• Functional programming in Scala
• Web development in Javascript and Angular
• Multi-threaded programming
• Operating systems  

Interests and awards

Chess

• Silver medalist at individual Croatian junior (under 20 years) championship in 2011
• Member of chess club Reti—playing for a team in 1st Swiss league

Publications

Conference contributions

Working papers and other publications