Short Bio

Senior Data Science Manager at Schonfeld Strategic Advisors with 10+ years of experience in AI/ML across various projects and data sets and a faculty lecturer at the IEOR department of Columbia University, with a significant academic background, extensive publication, and notable patent record.

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.

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.

Recently organized academic workshops:

• Graph Learning for Industrial Applications: Finance, Crime Detection, Medicine and Social Media, NeurIPS-2022:
• Graph and Knowledge Graphs in Finance, ICAIF-2022:
• Time-series in Finance, ICAIF-2021:
• AI in Financial Services: Adaptiveness, Resilience & Governance, AAAI-2022:

Education

• Ph.D. in Applied Mathematics, Courant Institute of Mathematical Sciences, New York University, New York NY, 2014
• M.Sc. in Atmospheric Sciences, The Hebrew University, Jerusalem, Israel, 2008
• B.Sc. in Atmospheric Sciences and Chemistry, The Hebrew University, Jerusalem, Israel, 2006

Work experience

• 2022 - present: Senior Data Scientist - Quantitative Investment Sciences
  • Schonfeld, New York NY
• 2022 - present: Lecturer - Columbia University
  • Teach Data-Driven Methods in Finance
• 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-12th-grade students

Skills

• Python: Numpy, Pandas, SciPy, Scikit-Learn, Beautiful Soup, Keras

• Distributed computing: PySpark, Spark-2, spark.ml

• Advanced Machine learning: Regression, Classification, Clustering, Supervised and Unsupervised learning, SVM, Ensemble Methods

• Neural Network and Deep Learning: Optimization, CNN, RNN, Keras

• Data Wrangling and Scraping: BeautifulSoup, re, ElementTree

• SQL: PostgreSQL

• NLP: NLTK, spaCy, Selenium

• Visualization: Matplotlib, Plotly

• Time Series: Seasonal, Spectral models, ARIMA

• Bayesian inference

• Bash

Publications

• Naftali Cohen, Keshav Ramani, and Manuela Veloso, 2019: Privacy-preserving method for summarizing desktop activity, in submittion

• Naftali Cohen, Simran Lamba, and Prashant Reddy, 2019: Predictability Bounds on Binned Ordinal Surveys, in submittion

• Naftali Cohen, Tucker Balch, and Manuela Veloso, 2019: Trading via Image Classification, arXiv:1907.10046

• Naftali Cohen, Tucker Balch, and Manuela Veloso, 2019: The effect of visual design in image classification, arXiv:1907.09567

• Naftali Y Cohen, and William R Boos, 2017: The influence of orographic Rossby and gravity waves on rainfall, Quarterly Journal of the Royal Meteorological Society, doi: 10.1002/qj.2969

• Naftali Y Cohen, and William R Boos, 2016: Perspectives on moist baroclinic instability: implications for the growth of monsoon depressions, Journal of the Atmospheric Sciences, 73:4, 1767–1788, doi: 10.1175/JAS-D-15-0254.1

• Naftali Y Cohen, and William R Boos, 2016: Modulation of subtropical stratospheric waves by equatorial rainfall, Geophysical Research Letters, 43, 466–471, doi: 10.1002/2015GL067028

• Naftali Y Cohen, and William R Boos, 2014: Has the number of Indian summer monsoon depressions decreased over the last thirty years? Geophysical Research Letters, 41, 7846–7853, doi: 10.1002/2014GL061895

• Naftali Y Cohen, Edwin P Gerber and Oliver Bühler, 2014: What drives the Brewer-Dobson circulation? Journal of the Atmospheric Sciences, 71, 3837–3855, doi: 10.1175/JAS-D-14-0021.1

• Naftali Y Cohen, Edwin P Gerber and Oliver Bühler, 2013: Compensation between Resolved and Unresolved Wave Driving in the Stratosphere: Implications for Downward Control, Journal of the Atmospheric Sciences, 70, 3780–3798, doi: 10.1175/JAS-D-12-0346.1

• Alexander P. Khain, Naftali Y Cohen, Barry Lynn and Andrei Pokrovsky, 2008: Possible aerosol effects on lightning activity and structure of hurricanes, Journal of the Atmospheric Sciences, 65, 3652–3677, doi: 10.1175/2008JAS2678.1

Books

• Naftali Y Cohen, Alexander P. Khain, 2009: Effects of aerosols on lightning and intensity of landfalling hurricanes, Chapter in the book: Hurricanes and Climate Change, Elsner and Jagger, doi: 10.1007/978-0-387-09410-6_11

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

• 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

• ~300 (based on Google Scholar metric, 2020)

Keynote, Invited, and Conference presentations

• 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