Nicholas Baskerville
Data Scientist
Tewkesbury, England, United Kingdom
Summary
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Top SchoolNicholas Baskerville is a Data Scientist and machine learning researcher with eight years' experience translating advanced mathematics into production-grade ML systems for finance and government. He builds and ships novel Gaussian process, Bayesian and deep learning methods for time-series nowcasting, counterfactuals and algorithmic trading while championing rigorous software engineering and code review practices. At Sibylla AI he rapid-prototypes and productionises trading strategies and contributes to the core research platform; previously he led ML research for the UK government alongside a part-time PhD in random matrix theory. His background combines a Cambridge double-first and Part III MMath with peer-reviewed publications, giving him rare depth in both theory and applied engineering. Colleagues rely on him for tight-deadline experimentation that balances mathematical rigor, trustworthy results and maintainable code.
8 years of coding experience
6 years of employment as a software developer
Master of Arts - MA, Mathematics, Double first, Master of Arts - MA, Mathematics, Double first at University of CambridgeDoctor of Philosophy - PhD, Mathematics, Doctor of Philosophy - PhD, Mathematics at University of Bristol
Github Skills (20)
gaussian-processes10
stochastic-processes10
gaussian10
modular9
ib-insync9
pytorch9
python9
machine-learning9
gpu9
deep-learning9
interactive-brokers9
gpu-acceleration9
twsapi8
numpy8
neural-network8
Programming languages (2)
Github contributions (5)
npbaskerville/dnn-rmt-spacings
Mar 2021 - Dec 2021
Contributions:2 commits, 2 PRs, 49 pushes in 9 months
npbaskerville/green-book
Jul 2024 - Sep 2024
Python library to manage contestants in a village show
Contributions:2 releases, 1 review, 20 PRs in 1 month
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