David Kozak

Director of Quantitative Strategies

David Kozak is a eficient expert, that works in Solea Energy on the position of Director of Quantitative Strategies since 2020. This expert has earned professional experience in more than six positions at various companies. David Kozak went to the Colorado School of Mines and received education there from 2015 to 2020. Boulder, Colorado is the city, where the professional was lastly known to live. The professional's email address and phone number are easily accessed through this website on demand.
Name variants:
Daved Kozak, Dayvid Kozak, Dave Kozak, Davey Kozak, Davie Kozak, Davy Kozak

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Contact Information

Last Update
Jul 5, 2022
Email
dk**@gmail.com, dk**@mines.edu, dk**@gmail.com
Location
Boulder, CO
Company
Solea Energy

Workplace

Director of Quantitative Strategies

Work History

Director of Quantitative Strategies

from Apr 2020

Research Statistician

At eXion I created interpretable models that provided insight into the virtuals trading process for MISO, SPP, and PJM. Projects I oversaw included: Forecasting day ahead and real time ene...
Jan 2016 — Feb 2018

Ph.d Candidate, Statistics

1500 Illinois St, Golden, CO
My current research is focused on optimization for large-scale machine learning and inverse problems using randomized algorithms. Particular emphasis is placed on proving convergence, rates,...
from Aug 2015

Consulting Statistician, Trader

Research Implemented machine learning algorithms to predict ISO-level and regional load curves, congestion component of real-time LMPs, volatility of real-time LMPs, Day-ahead LMP values, ...
Sep 2011 — May 2015

Intern

300 west Clarendon Ave SUITE 405, Phoenix, AZ 85013
Developed and backtested strategies using Sabrient's database and proprietary metrics to create indices to be tracked by ETF's. Co-wrote the algorithm that drives publicly traded ETF's 'KNOW...
May 2011 — Aug 2011

R and D Technician

Verification and Validation testing Test method development Design of test fixtures Research and Development testing
Sep 2008 — May 2010

Occupations

Executive
Director
Accountant
Finance and Accounting Specialist
Insurance Agent
Statistician
Operations Manager
Accounting Bookkeeper
Bookkeeper

Skills

Matlab
R
Trading
Sql
Statistical Modeling
Microsoft Excel
Quantitative Finance
Statistics
Data Analysis
Finance
Financial Modeling
Mathematical Modeling
Econometrics
Testing
Microsoft Office
Mathematica
Commodity Markets
Microsoft Sql Server
Machine Learning
Project Management
Statistical Computing
Latex
Predictive Analytics
Predictive Modeling
Research
Data Science
Large Scale Data Analysis
Python
Algorithms
Optimization
Applied Mathematics
Inverse Problems
Uncertainty Quantification
Parameter Estimation
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