MICHAEL DOBSON
Austin
Summary
Data Scientist with experience in statistical modeling, machine learning, causal inference, time-series forecasting, and optimization applied to energy markets. Strong foundation in Python, SQL, data analysis and power systems modeling. Experienced building end-to-end data pipelines, developing forecasting models, and conducting backtests to evaluate risk and performance. Skilled at communicating analytical insights to technical and non-technical audiences.
Overview
14
14
years of professional experience
Work History
Student / Researcher
Professional Development and Independent Studies
06.2019 - Current
- Structured self-study machine learning and data science cirriculum, applying learnings through indepedent research initiatives.
- Enhanced power market risk analysis precision using machine learning and optimization models improving VaR estimates and applied interpretable machine learning models to explain causes of power price volatility.
- Designed novel spectral partitioning algorithm and applied to networks exceeding 10,000 nodes to cluster them into less than 30 pseudo-random components, improving network analysis efficiency.
- Researched mixing conditions in large sparse networks, examining how structural regularity and symmetry connect through spectral and representation-theoretic decompositions.
Data Scientist / Promoted Machine Learning Researcher
CognitiveScale
07.2014 - 06.2019
- Directed data science efforts on high profile client projects, planning end-to-end workflows including problem scoping, exploratory analysis, model development, deployment, and stakeholder communication.
- Conducted causal analysis on medical claims data using covariate matching and causal trees to estimate the CATE of coding procedures, leading to actionable insights that reduced rejected claims by 11%.
- Developed and executed the experimental design for an A/B test on a retail recommendation engine, encompassing data collection and causal interpretation resulting in a conversion lift of 1.5%.
- Applied state-of-the-art LFMs to discover investment themes from sparse, anonymized financial data. Enabled personalized financial advice by mapping customer behaviors to interpretable latent profiles, improving recommendation top-K-precision to 15% and increasing user engagement by 9%.
- Guided summer interns in machine learning research projects and end of program presentations.
Investment Analyst
DC Energy
09.2011 - 08.2013
- Analyzed large volumes of data to identify trading opportunities in power markets.
- Forecasted congestion in ERCOT CRR auctions using phyics-based linear programmig to simulate binding conditions under thousands of weather, line outage and fuel price scenarios to quantify prediction uncertainty.
- Trained and tested machine learning models to predict power prices achieving improvements of 13% in average precision.
- Conducted time series analysis of weather data using a heteroskedastic volatility model with a generalized error distribution to capture non-negative heavy tail distributions.
Education
B.S. - Mechanical Engineering
Massachusetts Institute of Technology
Cambridge, MA01.2011
Skills
- Machine Learning
- Statistical Analysis
- Experimental Design
- Causal Inference
- Deep Learning
- Bayesian Inference – Variational and MCMC
- Data Visualization
- Python
- PyTorch
- R
- SQL
- Critical thinking
Strengths
- Collaboration and Communication: Aligned cross-functional stakeholders on technical priorities and communicated complex analytical concepts clearly to diverse audiences.
- Curiosity and Continuous Learning: Self-motivated and intellectually curious, continuously exploring innovative solutions and staying current with emerging technologies.
- Statistical and Analytical Rigor: Applies rigorous statistical and machine-learning techniques to generate insights and convert them into tangible business value.
Timeline
Student / Researcher
Professional Development and Independent Studies
06.2019 - Current
Data Scientist / Promoted Machine Learning Researcher
CognitiveScale
07.2014 - 06.2019
Investment Analyst
DC Energy
09.2011 - 08.2013
B.S. - Mechanical Engineering
Massachusetts Institute of Technology