Senior data scientist at Schonfeld Strategic Advisors and a faculty member at the Engineering School of New York University with 10+ years of experience in AI/ML across a wide range of projects and data sets.

Experience building and managing teams of engineers, leading fast-paced data initiatives and strategies across financial corporations and hedge funds while working closely with technical and non-technical stakeholders.

Faculty at the Engineering School of New York University, with a significant academic background, extensive publication, and notable patent record.

Ph.D. in Applied Mathematics from the Courant Institute-New York University, M.Sc. and B.Sc. from the Hebrew University of Jerusalem.

Military veteran, Captain (res.), Israel Defense Forces.

Education

Work experience

  • 2022 - present: Senior Data Scientist - Quantitative Investment Sciences
    • Schonfeld, New York NY
    • Implementing machine learning, optimization, and modeling techniques for real-time trading
  • 2020 - present : Adjunct Professor
    • New York University, Tandon School, Brooklyn, NY
    • Teach Operation Research and Data Science, focusing on data-driven analytical methods for decision-making in business
  • 2018 - 2022 : Vice President and Research Lead - AI Research + Asset Wealth Management + JPMIS
    • JPMorgan Chase & Co., New York NY
    • Lead a team of data-science professionals to conduct end-to-end research in AI/ ML
    • Develop models for financial forecasting, trading, anomaly detection, analysis of proprietary and alternative data, and many more
    • Serve as an AI/ML solutions expert to address critical business needs in partnership with business teams and technology, including designing and delivering proofs of concept
    • Guide on AI/ML capabilities to determine the best path forward, factoring in feasibility, maturity of solutions, cost, time to market, etc
    • Lead strategic collaborations with universities and external organizations: Break Through AI, JPM AI faculty awards, Capstone mentorings, and Prep to Prep
    • Organize conferences and workshops on AI/ML in Finance in collaboration with Bank of America, Capital One, BNY Mellon, and more
  • 2016 - 2017: Research Scientist
    • Columbia University in the City of New York, New York, NY
    • Developed data mining algorithms to identify extreme weather events in big data for risk evaluation and forecasting
    • Mine climate-change patterns in satellite data using ML algorithms
  • 2014 - 2015: Research Scientist
    • Yale University, New Haven, CT
    • Developed numerical models for analyzing storm activity and turbulence in atmospheric data
  • 2009 - 2013: Graduate Research
    • New York University, New York, NY
    • Design and develop algorithms to structure the chaotic climate system (1+ TB data) using pattern recognition, dimensional reduction, signal detection, and bootstrap techniques
  • 2009 - 2013: Teaching Assistant
    • New York University, New York, NY
    • Instructor for the following courses: Mathematical Analysis, Mathematical Methods, Ordinary Differential Equations, Calculus
  • 2006 - 2008: Teaching Assistant
    • The Hebrew University, Israel
    • Instructor for the following courses: Climate Change, Introduction to Climate, Environmental Remote Sensing
  • 2005 - 2008: Head Of Chemistry and Meteorology
    • The Hebrew University, Israel
    • Chemistry and Meteorology instructor for 3rd- to 12th-grade students

Capstone Mentoring

  • Jingwen Du, David Schemitsch, David Woo, 2021: M5 Forecasting Competition Research, Columbia University, Data-Science Institute

  • Hariz Johnson, Yu Liu, Mamunur Rashid, Asaf Gal, 2021: Reinforcement Learning in Trading, Columbia University, Data-Science Institute

  • Kevin Womack, Benjamin Livingston, Shreyas Jadhav, Mariem Ayadi, and Amogh Mishra, 2020: Reinforcement Learning for Trading, Columbia University, Data-Science Institute

  • Romane Goldmuntz, Hritik Jain, Kassiani Papasotiriou, Amaury Sudrie, Maxime Tchibozo, and Vy Tran, 2020: Identifying Trading Opportunities through Unsupervised Learning, Columbia University, Data-Science Institute

  • Jesse Cahill, Thomas Causero, James DeAntonis, Ryan McNally, 2020: Know Your Client Dashboard, Columbia University, Data-Science Institute

  • Minghao Chen, Fan Feng, Lehui Liu, Shaofei Wang, Zhida Zhang, 2019: Eye Gaze Prediction Using Webcam, Columbia University, Data-Science Institute

  • Xiaoyu Chen, Lizhou He, Siyu Tao, Litchi Yang, Jinhao Zhang 2019: Utilizing Eye Gaze Data: Sudoku Game Decision Modelling of Experts/Novices, Columbia University, Data-Science Institute

Journal & Conference Publications

Patents

  • Method and System For Data-Driven Financial Planning, 2021

  • Method for detecting, segmenting, and extracting salient regions in documents using attention tracking sensors, 2021

  • Method for accounting for impact of uncertainty in customer surveys, 2020

  • Time Series Forecasting Using Images, 2020

  • A method for automatically identifying signals or patterns in time series data by treating series as image - extention, 2020

  • Privacy-preserving method for summarization digital activity, 2019

  • Method for automatically identifying signals or patterns in time series data by treating series as image, 2019

Books

Other Publications

  • Patterns in Monsoons: Climate Change or Human Error?, Yale Scientific, (interview), 3/29/2015

  • Naftali Y Cohen, 2014: What drives the Brewer-Dobson Circulation? Wave mean-flow theories, interactions between resolved and unresolved waves, and the limits of downward control. Ph.D. thesis

  • Naftali Y Cohen, 2008: Possible aerosol effects on lightning activity and structure of hurricanes, M.Sc. thesis

  • Khain Alexander P, Naftali Y Cohen, Nir Ben-Moshe, and Andrei Pokrovsky, 2008: Mysterious small aerosols or why lightning may take place in the eyewalls of hurricanes, Proc. The 15th International Conference on Clouds and Precipitation, Cancun, Mexico

  • Naftali Y Cohen, and Alexander P Khain, 2008: Effects of aerosols on lightning and intensity of hurricanes, Proc. The 15th International Conference on Clouds and Precipitation, Cancun, Mexico

  • Khain, Alexander P, Naftali Y Cohen, Yaron Segal, Barry Lynn, and Daniel Rosenfeld, 2007: Effects of aerosols on lightning and structure of tropical cyclones, Proc. IUGG XXIV, Perugia, Italy, International Association of Meteorology and Atmospheric Sciences, 986

Awards and Honors

  • JP Morgan, New York, JPMC Prolific Inventor - Lifetime award, 2022

  • The Data Incubator, New York Fellow, 2017

  • SPARC Gravity Wave Symposium Award, 2016

  • SPARC-SHARP Young Scientist Award, 2016

  • IPAM-UCLA Fellowship, 2014

  • GSAS MacCracken Fellowship, 2009-2014

  • ICCP Fellowship, 2008

  • Excellence Fellowship, The Hebrew University, Israel, 2007-7008

  • Reserve Fellowship, The Jewish Agency for Israel, 2006

  • Dean’s list of excellence, The Hebrew University, Israel, 2004-2005

  • Fellowship, Ministry of Education, 2004

Publication citations

  • ~400 (based on Google Scholar metric, 2021)

Keynote, Invited, and Conference presentations

  • ACM International Conference on AI in Finance, New York, NY, USA October 2020: What can be learned from satisfaction assessments?

  • ACM International Conference on AI in Finance, New York, NY, USA October 2020: Trading via Image Classification

  • OAISS NY, New York, NY, USA May 2019: Countdown to 2020 - The tipping point for convergence of digital, Automation and AI

  • DeepWave workshop, Yale, New Haven, CT, USA, August 2017: The impact of gravity waves on the large-scale circulation

  • Colloquium, Climate Change Research Center, UNSW, Sydney, Australia, May 2017: Recent developments in the study of monsoon depressions: genesis, growth, propagation, and trend

  • Colloquium, Tel Aviv University, Tel Aviv, Israel, January 2017: Recent developments in the study of monsoon depressions: genesis, growth, propagation, and trend

  • Colloquium, The Hebrew University, Jerusalem, Israel, January 2017: Recent developments in the study of monsoon depressions: genesis, growth, propagation, and trend

  • Postdoc Research Symposium, Columbia University, NY, USA, October 2016: Spectral trend estimation using raw data: application for the solar activity and climatological variability over India

  • SPARC Gravity Wave Symposium, Penn University, PA, USA, May 2016: Modulation of subtropical stratospheric gravity waves by equatorial rainfall

  • Tropical AMS, Puerto Rico, April 2016: Moist baroclinic growth and the spinup of monsoon depressions

  • Tropical AMS, Puerto Rico, April 2016: Spectral trend estimation using incomplete data: application to Indian monsoon depressions (poster)

  • SHARP2016, Freie Universität Berlin, Berlin, Germany, February 2016: Investigation of structural changes to the stratospheric circulation in future climate

  • SEAS Colloquium in Climate Science, Columbia University, NY, USA, September 2015: Perspectives on moist baroclinic instability: implications for the growth of monsoon depressions

  • Monsoons and ITCZ Workshop, Columbia University, NY, USA, September 2015: Interaction between gravity wave drag over the Tibetan Plateau and Tropical Convection

  • AOFD AMS, Minneapolis, MN, USA, June 2015: Interaction between gravity wave breaking over the Tibetan Plateau and Tropical Convection

  • AOFD AMS, Minneapolis, MN, USA, June 2015: Mechanisms for interactions between resolved and parameterized waves in the stratosphere (poster)

  • Tropical Extremes Workshop, Yale University, New Haven, CT, USA, April 2015: Has the number of Indian summer monsoon depressions decreased over the last 30 years?

  • Colloquium, Stony Brook University, NY, USA, January 2015: What drives the Brewer-Dobson Circulation?

  • Annual AMS, Phoenix, AZ, USA, January 2015: What drives the Brewer-Dobson Circulation?

  • Postdoc Seminar, Yale University, CT, USA, April 2014: What drives the Brewer-Dobson Circulation?

  • International Space Science Institute, Bern, Switzerland, April 2014: What drives the Brewer-Dobson Circulation?

  • SEAS Colloquium in Climate Science, Columbia University, NY, USA, October 2013: Stratospheric interactions between resolved and unresolved waves: mechanisms, implications, and limitations of downward control

  • AOFD Seminar, Yale University, CT, USA, September 2013: Stratospheric interactions between resolved and unresolved waves: mechanisms, implications, and limitations of downward control

  • Colloquium, Tel Aviv University, Israel, August 2013: Stratospheric interactions between resolved and unresolved waves - the limits of downward control

  • Middle Atmosphere AMS, Newport, RI, USA, June 2013: Constraints on the Wave Forcing in the Stratosphere: The Illusion of downward control

  • AOFD AMS, Newport, RI, USA, June 2013: On the evolution of the potential vorticity. A new perspective on the role of the Eliassen-Palm flux divergence and the downward control principle (poster)

  • AOS days, Princeton University, NJ, USA, June 2012: Stratospheric interactions between resolved and unresolved waves

  • Colloquium, University of Frankfurt/Main, Frankfurt, Germany, November 2011: Stratospheric interactions between resolved and unresolved waves

  • Colloquium, Max-Planck-Institute, Hamburg, Germany, November 2011: Stratospheric interactions between resolved and unresolved waves

  • GCC meeting, Woods Hole, MA, USA, October 2011: Stratospheric interactions between resolved and unresolved waves

  • AOS days, MIT, Cambridge, MA, USA, June 2011: A modeling framework to study the interaction between resolved and parameterized waves

  • AOFD AMS, Spokane, WA, USA, June 2011: A modeling framework to study the interaction between resolved and parameterized waves

  • AOS days, University of Maryland, MD, USA, May 2010: On the momentum flux of internal waves for different stratified shear flows

  • cSplash, Courant Institute, NY, USA, April 2010: Sunrise, sunset, and local time calculations

  • ICCP-2008, Cancun, Mexico, June 2008: Effects of aerosols on lightning and intensity of hurricanes (Poster)

  • Israeli Association for Aerosol Research meeting, Be’er-Sheba University, Israel, December 2007: Possible aerosol effects on lightning activity and structure of hurricanes

  • Colloquium, The Hebrew University of Jerusalem, Israel, December 2007: On possible aerosol effects on lightning activity and structure of landfalling hurricanes

Academic visits

  • DeepWave annual workshop, Yale University, New Haven, CT, US, August 2016

  • ONR/COLA workshop on large-scale intra-seasonal diabatic heating variability, George Mason University, VA, US, June 2016

  • Workshop on Geophysical Turbulence, IPAM, University of California, Los Angeles, CA, US, October 2014

  • Workshop on atmospheric gravity waves in global climate prediction and weather forecasting applications, International Space Science Institute, Bern, Switzerland, April 2014

  • The Dynamical Core Model Intercomparison Project (DCMIP) and associated two-week summer school highlighting the newest modeling techniques for global climate and weather models, NCAR, Boulder, CO, US, August 2012

  • WRF-Var and WRF-Chem tutorials, NCAR, Boulder, CO, US, July 2008

Research proposals

  • Co-Principal Investigator on the NSF grant AGS- 1515960, 2015-2018. Project Title: Zonal Asymmetries in the Low-Latitude Hydrological Cycle over a Broad Range of Climates, $435K

  • Co-Principal Investigator on the NSF grant AGS-1317469, 2013-2017. Project Title: Stratospheric and Tropical Influences on the Mid-Latitude Circulation Response to Rising Greenhouse Gases, $662K

  • Co-Principal Investigator on the NSF grant AGS-1253222, 2013-2018. Project Title: The Influence of Desert Heat Lows on Monsoon Precipitation, $643K

  • Co-Principal Investigator on the NSF grant AGS-1264195, 2013-2017. Project Title: Understanding the Response of the Austral Jet Stream to Changes in Greenhouse Gases and Stratospheric Ozone, $507K

  • Co-Principal Investigator on the NSF grant AGS-0938325, 2013-2017. Project Title: Assessing the Impact of Parameterized Gravity Wave Drag on Climate Change Forecasts: A Systematic Investigation with Global Circulation Models, $376K

Teaching experiences

  • Courant Institute, New York University, Analysis I and II, Fall 2012, Spring 2013, Fall 2013

  • Courant Institute, New York University, Ordinary Differential Equations, Spring 2012

  • Courant Institute, New York University, Methods of Applied Mathematics, Fall 2011

  • Courant Institute, New York University, Calculus I, Fall 2010

  • The Hebrew University, Israel, Environmental Remote Sensing, Fall 2008

  • The Hebrew University, Israel, Introduction to Climate, Climate Change, Spring 2008

  • The Community Youth of the Hebrew University, Israel, Chemistry and Meteorology for 3rd-12th-grade students, 2006-2008

Memberships

  • American Geophysical Union

  • American Meteorology Society

Professional service

  • Member of the International Space Science Institute gravity-wave team, Switzerland

  • Journal Peer Reviewer: Journal of the Atmospheric Sciences, Journal of Climate, Climate Dynamics, Quarterly Journal of the Royal Meteorological Society, Scientific Reports, Geophysical Research Letter

Collaborators

  • William Boos, Yale University, Connecticut, USA

  • Oliver Bühler, Courant Institute, New York University, New York, USA

  • Edwin Gerber, Courant Institute, New York University, New York, USA

  • Ronald Smith, Yale University, Connecticut, USA

  • George Kiladis, NOAA/Earth System Research Laboratory, Colorado, USA

  • Maria Gehne, CIRES, University of Colorado, Colorado, USA

  • Lorenzo Polvani, Lamont-Doherty Earth Observatory, Columbia University, USA

  • Emmanouil Flaounas, National Observatory of Athens, Athina, Greece

  • Nan Chen, Courant Institute, New York University, New York, USA

  • Kieran Hunt, University of Reading, Reading, England

  • Deepti Singh, Lamont-Doherty Earth Observatory, Columbia University, USA

  • Yair Cohen, Caltech, Pasadena, California, USA

  • Isla Simpson, NCAR, Colorado, USA

  • Richard Seager, Lamont-Doherty Earth Observatory, Columbia University, USA

  • Joan Alexander, NorthWest Research Associates, Colorado, USA

  • Elisa Manzini, Max Planck Institute for Meteorology, Hamburg, Germany

  • Michael Sigmond, University of Toronto, Canada

  • Andrew Bushell, Met Office, UK

  • Manuel Pulido, Universidad Nacional del Nordeste, Argentina

  • Kaoru Sato, University of Tokyo, Japan

  • François Lott, École Normale Supérieur, France

  • Nir Ben-Moshe, Princeton University, USA

  • Alexander Khain, The Hebrew University, Israel

  • Daniel Rosenfeld, The Hebrew University, Israel

  • Barry Lynn, The Hebrew University, Israel