Agnes Folga
@agnesfolga
Associate Data Scientist passionate about machine learning and data analysis.
What I'm looking for
I am an Associate Data Scientist with a strong foundation in machine learning and data analysis, currently working at Northern Trust. My role involves developing and implementing advanced machine learning models, such as LightGBM, to enhance treasury forecasting accuracy and optimize investment strategies. I take pride in my ability to transition traditional forecasting methods to innovative predictive modeling, incorporating macroeconomic conditions and financial indicators.
My experience includes collaborating with cross-functional teams to leverage cloud infrastructure and AI tools, driving innovation in data science solutions. I have a solid educational background with a Master's in Computer Science from the University of Illinois at Chicago and a Bachelor's from the University of Minnesota. I am continuously exploring cutting-edge developments in deep learning, focusing on architectures like Kolmogorov-Arnold Networks and extended Long Short-Term Memory (×LSTM) models.
Experience
Work history, roles, and key accomplishments
Associate Data Scientist
Northern Trust
Jul 2023 - Present (2 years 2 months)
Developed and implemented a machine learning model using LightGBM for time-series forecasting, enhancing treasury forecasting accuracy. Transitioned to advanced predictive modeling for liquidity risk management, and streamlined workflows from SAS to Python using automation tools. Collaborated with the AI team to leverage Microsoft Azure's cloud infrastructure.
Data Analyst Intern
US Bank
Jun 2022 - Aug 2022 (2 months)
Leveraged the Capital One Data Profiler library to classify raw customer data, ensuring data quality and reducing errors by 20%. Collaborated with the Enterprise Data Governance AI and Machine Learning Team and contributed to technical documentation.
Education
Degrees, certifications, and relevant coursework
University of Illinois at Chicago
Master of Science, Computer Science
2021 - 2023
University of Minnesota, Twin Cities
Bachelor of Science, Computer Science
2017 - 2021
Activities and societies: Minor in Mathematics
Tech stack
Software and tools used professionally
Availability
Location
Authorized to work in
Job categories
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