John Cona Analytics Experience

Analytics: Digital/Media and Financial Services

Prudential• Leader of Data Analytics Technology Working Group, Line of Business

Architecture, and Relationship and Vendor Management for firm-wide Analytics (predictive, behavioral, machine learning, modeling, “big data”, etc.) “Hub” service creation. Defined process for Analytics initiatives via a process-driven PMO (for procurement, demand management, approvals, vendor management, etc.).

• Defined “horizontal” Managed Services offerings (speech analytics, text mining, clustering, time series).

• Dual-Platform (on-premises and cloud) standup of analytics reference architecture and discovery environment in support of analytics use cases. Oversaw 15 RFI/RFP submissions for Big Data platform development.

• Liaison to Prudential CIO Roundtable and “Leveraging Opportunities” (Enterprise) Executive Management.

• Advisory to all vertical business lines (Annuities, Group, Investments, Retirement, Individual Life, Digital, etc.) and horizontal units (EARB, COE, Privacy, Procurement…) on use of platform, data science, data management, tooling, and managed services within analytics projects.

• Project Manager for Digital Analytics and Predictive Underwriting core implementation teams.

Office of the Chief Medical Examiner for New York City (OCME) Analytics and Data Management for: Medico-Legal Investigations, Pathology,

Forensic Biology, Decedent Identification, Anthropology, SIDS/SUID Research, Legal, Records, Fulfillment, and Case Management, Communications, Transportation and Mortuary Operations.

Operational Workflow and Mathematical Model frameworks (including technical architecture and software development in C# and R/SPlus) in support of both disaster and day-to-day workflow for:

Chain of Custody (evidence and body part) Crime scene investigation operational controls System utilization Time series modeling of case arrivals Probabilistic similarity and Bayesian inference techniques for body

identification and Ante mortem/Postmortem data matching and dental records identification.

Research (SUID/SIDS, Suicides, Accidental Death Scene, etc.) Analytics of autopsy and morgue operations, including assessments and

metrics analyzing Missing Person Reports and Data Flow from 9/11 and other disaster and in-the-field mobilizations of OCME operations.

Member of Advisory Board.  Dual reporting accountability to both the Mayoral Office of New York City and U.S. Department of Homeland Security (for disaster operations).

NYPDMissing Persons operational system development and integration for both day-to-day and disaster operations modes. Analytics and Data Management for medico-legal crime scene investigations, Missing Persons and Reported Missing workflows. Clustering models and advanced similarity measurement for RM data and family assistance center operations. Antemortem / postmortem data matching. Accountability directly to NYPD MP Commanding Officer Christopher Zimmerman.

ItemizeAnalytics and machine learning architecture and product development supporting Receipt Management, Online Banking, Digital Wallet for B2B/B2C payments business. Machine Learning using Java and Mallet (Netbeans), Rules Engine and OCR development in C#. Conditional Random Fields (and Hidden Markov Model, Maximum Entropy) model training, feedback loop automation, testing, and tuning.   eReceipt Management iOS/Android app, online banking integration, iOS code / Objective C / Monotouch (C#) / Xamarin (iPhone) code and API design. Idempotent Messaging on Apollo, Stomp and IronPython, Web Services API development. eReceipting platform and cloud-based services (bought by large UK Bank).

Questus/NBC Universal Social, “big data”, mobile, apps, and data architecture for advertising product and

content development.  Predictive analytical model design for resulting data capture and real-time

automated decision support and recommendation engine. Information and Data Architecture for specializing Universal Orlando theme

park. Multichannel Responsive web and app architecture for UO vacation planning

digital property.

FannieMae Information architecture for metrics and analytics development in support of

managed services (“XaaS”) enterprise offerings. Operational and predictive models developed along three axes (cost, performance, quality) and five characteristics (quantitative, consistent, stable, derivative, or external) and driven by component measures and overall optimization of workflow and delivery.

PMO Lead for standup of “software factory” for Government Sponsored Enterprise. Development of architecture standards, technology roadmaps, and processes definition from Demand Management and Front-Door procedures, to SDLC and Compliance PMO, to hosting and maintenance software-as-a-service (SaaS) delivery. Numerous technologies and software frameworks and tool chain applied under holistic management.

AlphametrixDeveloped standardized liquidity measures that build on game-theoretic underpinnings (of previous Alphametrix work), adapted to the dynamics of financial markets. Generalized models for depth and resilience of limit order markets into the framework, resulting in expressions for classes of full probability distributions that are fully described given easily observable market measures. Proposed a novel, standardized use of a “liquidity Omega” representing consistency across asset types and markets for analysis.

ITC/Infotech“Big Data for Medium Companies” practice and PMO development in support of managed service analytics delivery of social market behavior and mappings to given business models (marketing to distinguish influence of customers from the channels that serve them, “the medium is the message, it shouldn't get the message”) in order to connect relay branding.  This is developed as a comprehensive model for buyer behavior, multi-channel data sourcing, big data capture and retention, advanced social, text and app metrics, and non-linear predictive analytics. Also in this offering is a service bureau initiative for horizontal model offerings (see catalogue), as well as for financial services - a comprehensive platform for all risk and liquidity models.

Nielsen / G4 Analytics Developed core model structures as predictive models to generate lift factors and price points associating tactics and activities (whereby Account Managers invest with customers (i.e. Flyer ads, displays, price discounts, loyalty programs, etc.). Modeled of combinations of tactics and interactions to drive overall promotional lift, allowing optimization of promotional investment choices. Created predictive insights through best possible “lift factor” impact of various promotional tactics, or groups of tactics; and prediction and evaluate the probable impact of promotional activity on the key metrics of promotional:

1. Return on investment (ROI) 2. Margin and 3. Cost per incremental dollar (CID) for client firms

Consumption Baseline / Shipment Baseline transformation rules.

Calibrated models with Consumer Goods historical results for optimization of promotional programs during planning phases and retailer negotiation (with improved accuracy of sales forecasting and management of costs).

Developed What-If style interface for prediction of promotions lift, program cost and program margins. Overlaid consumer demographic data and retailer loyalty card information for modeling behavioral consumer dynamics (sources of Promotional volume, price switching, purchase timing, and loyalty effects).

Architected platform for ETL, analytics (in R server), and persistence of models and results to data warehouse for subsequent reporting and visualization, including Column-oriented solution for multi-dimensional reporting, OLAP, and data mining (to spec for master data management, hierarchies, and multi-tenancy) with SQL and sproc support. Cluster and scalability-managed performance instrumentation and monitoring. This supported the following analytics models:

Dimensionality o Feature Selection / Extraction (factor analysis, PCA, etc.)o Discretizing (EM algorithm, etc.)o De-trending. differencing

Forecasting Modelso Holt-Winters, Exponential Smoothing,…o Linear Regressiono Time Series (ARIMA, GARCH)

Categorization Modelso Neural Networko Logistic Regressiono Naïve Bayesian

Fitness Tests and Criteriono Goodness of Fit o Portmanteau / autocorrelationo Overtraining (regularization, Gaussian priors)o Likelihood ratio, Wald Test, etc.

Statz/IPIInformation architecture for sensor data auctions business. Established pricing model for data packages based on uniqueness measures and probability distributions. Auction market MC simulations programmed in R, tests of normality assumptions. Clustering (k-means, Ward Hierarchical, model-based, DBSCAN, and Lloyd’s algorithm) of auction behavioral data (as self-defined “events”), sequential clustering, time series (GARCH), implemented in R/Oracle.

Halyard / eLearners Technical Due Diligence for Digital Media Private Equity firms.  Mergers and

acquisitions integration fitness and valuation. Predictive modeling and buyer behavior models, and data auctions.  Clickstream, time series, and complex network analytics and modeling buyer

behavior through predictive analytics.  A/B Testing. Data Modeling and implementations in R/Splus, SQL Server and KDB+.  Social Networking metrics and architecture design incorporating affiliate

marketing data collection as well as Google analytics, Adwords, FacebookAPI, Webtrends, Coremetrics, iOS, Android and Windows Mobile App.

SunGard Data Systems Usual PMO metrics for $100MM in revenues, and financial services and

operational risk measures as Global Solutions Manager. In the early days of the SFDC API (SOAP/C#.NET), I owned the whole ($2B)

pipeline of software services for SunGard. I managed all reporting and analytics within the SFDC implementation, becoming popular by (1) discovering underlying business opportunities cross-product; (2) analyzing the sales and customer management strategy within the Miller-Heiman model (turns out that is what as good fit);

Developed proprietary allocation process for sharing revenue, costs and resources (e.g. offshore) across groups based on (game theoretic) Shapley Value. Volume discounts a problem with disparate BUs, yet we are trying to be perceived as one company. However, is this an allocation problem (solved with Shapley) or an accounting problem?

Lead on developer for compliance and regulatory benchmarking (client facing) projects, (STAC, ORX and Kriex based) and business process reengineering for operation risk metrics.

Salomon, Inc.FI/Bond trading and pricing models developed using Artificial Neural Networks developed in PC APL and Excel DDE.

SOPModeling and statistics for Auctions business for Fixed Income and property bundles at investment bank. Models of Real Estate Assets based on geographical target geodata and demographics statistical analysis. Data analyst for Commercial Bank IPO business. Data Warehouse design for web metrics and data capture and analytics for auctions business. Multi-channel interfaces for automated workflow of IPO proxy tabulation and shares allocation.

DoubleClickAdvertising search engine product development for firm CTO. Statistical models for matching and similarity metrics for content and search-re-search behavioral analytics.

Hearst Business MediaDeveloped operational and web metrics for B2B publisher data. Custom application development for “AmpleData,” an XML-based interpreted business and analytics language (predating XBRL and all others).

Independent Management AdvisorySoftware and metrics design, development, product management and client engagement for Hedge Fund Risk Management and Asset Management firms.   C/C++/.NET software development with interfaces to Mathematica and R.  Time Series/GARCH and portfolio analytics (VaR family, etc.), position management, options pricing and operations, securities master, reference data management,

market data integration (Reuters, Bloomberg), fund administration and prime broker interfaces, real time P&L, valuation and end of day processes, supporting equities, options, bonds, swaps (TRS, CDS, IRS) and FX.  Merger Arbitrage model and application coding.  Proprietary framework for IT measurement as part of GRC solutions.  Developed Liquidity Risk Measures based on simulations and point process modeling.

Clients include: MAN Financial, Perry Capital, Bank of Montreal, Questrade, Gravitas, RS Investments.

Micro FocusMicro Focus, Premier Charter Partner in Micro Focus’ Class Library Partners program for OO vertical class libraries design for insurance and annuities.  Designed core object broker and “insurance aware” object services for Object COBOL and OLE COM/IBM SOM implementations, including pricing and mortality calculations.  (http://www.mfltd.co.uk/PressRel/class-l.htm)

New York LifeSenior Financial Analyst Associate.  Supervised actuarial and complete financial analysis and product development of Structured Settlements.  Managed liaison between Individual Annuity and Marketing for ratebook creation, and with Investment Department for asset-liability matching and cash-flow projections of asset-backed securities and CMO traunches.  Judged the daily bidding of large (>$1.5 M) annuity and state lottery cases.  C and APL programming and systems design for coordination of NYS Regulation 126 Certification at year end.

Analytics: Other (Non-financial, Non-media)

Yannacone and Yannacone, PC Research and analysis in Information Technology and mathematical models that

support modern Global Climate Modeling, including parameterization, differential and difference equations, logistic maps, time series analysis, Empirical Orthogonal Functions (aka Principal Components Analysis), statistics, and other topics of mathematical and agent based modeling.  Investigation of simplifying assumptions and both mathematical and software development approaches to aggregation of distinct component models, using C++, R, APL, and Fortran. 

Algorithm analysis and software development for thermographic breast cancer screening system.  Multivariate, non-linear, heteroskedastic time series analysis. State space modeling and estimation using Bayesian frameworks and Sequential Monte Carlo (MSMC) simulation, Extended Kalman filtering, importance sampling/particle filtering, and Cramer-Rao bounds error and variance analysis.  Software and system development in Mathematica, C#.NET, C++ and MS SQL Server (International Patent publication number WO2004/098392).  CTI/Bales Scientific Inc.

Developed probabilistic predictive models for geospatial maritime piracy data and text and sentiment mining of web content. 

PlatinumMDChief Architect with oversight of all technical aspects of product and business development for online Cardiology Medical Record System and Web-based Expert System, using .NET, Rational Unified Process (RUP), COM+. Initiative published as "Intelligent Systems, Medical Best Practices, and Healthcare” for IEEE TCCM initiative, 2002. lsd.uni-mb.si/cmtcn, www.computer.org /tab/tclist/tccm.htm.

FalaDM Development of genetic algorithm-based solution for optimization of intelligent

machine insertion (sold to Pitney Bowes). End to end cost based operational modeling and P&L and client sensitivity

analysis. Designed and implemented proprietary performance analytics for bulk email

direct marketing campaigns, including a business framework and queuing model for the analysis of email response rate. Simulations developed using SMPL.

Ross InstituteThink Tank member chartered to standardize both advanced and state standards-based pedagogical approaches in education, develop a conceptual language for curriculum components in an eLearning framework, create quantitative measures and statistical models, pricing structure, and positioning of software product development for School and research Institute.  Developed business plan and software technical architecture for implementation.  Work led to position as Co-chair of new OASIS edXML Committee. Ross Spiral (app and web). Sellable curriculum content steering committee with Courtney Sale Ross.

EmpirisoftStatistical models API and library/SDK development for Psychological Experiment Design software product.

NCAA / Cablevision / Hofstra University / Stony Brook University / NYTimesMember of ISI Sports Statistics Special Interest Committee. Developed Standardized Language for normalization of qualitative measures; designed and implemented Metrics and Rankings platform (C#/ SQL Server) (deliverable for NCAA spot point shaving analyses); created early behavioral basketball metrics (1999) in R*D effort with Hofstra, Stony Brook, and Cablevision (owner of NY Knicks); developed game theoretic player efficiency measures.

ReferencesReferences include: Victor Yannacone Jr., Pradeep Dubey (Yale U./Cowles Foundation), Ranjan Bhaduri, Courtney Ross (The Ross Institute), Sheldon Weinig

(Columbia U.), Robert Frey (Renaissance Technologies), as well as all other clients listed herein.

Industry Committee Membership Current or Prior Member of:

o IEEEo OASISo ISPEo OATHo JCPo CORBA

Member of ISACA Assurance Committee Auditing and Program Review for SDLC, Fall 2008-10 (http://www.isaca.org/Content/ContentGroups/Standards2/Standards,_Guidelines,_Procedures_for_IS_Auditing/IS_Auditing_Guideline_G23_System_Development_Life_Cycle_(SDLC)_Review1.htm).

  Member of ITGI Expert Review/Research teams for TOGAF, ITIL and ISO/IEC

17799 COBIT mappings, 2006 (http://www.isaca.org/Content/NavigationMenu/Members_and_Leaders/COBIT6/Project1/COBIT_Project.htm). 

Member Basel II Compliance Professionals Association.  Standing Group Member International Statistical Institute, ISI Committee on Risk

Analysis (http://isi.cbs.nl/NLet/001comm_matters.htm)

Member of ISI Sports Statistics Special Interest Committee)  Member Open Compliance and Ethics Group

(http://www.oceg.org/view/GroupRisk)  Member International Association of Hedge Funds Professionals (IAHFP)

www.hedge-funds-association.com.

Member of Microsoft Technologies in Government special interest group (ListNet) http://www.listnet.org/subcommitee_profile.cfm?SubComID=76&CommiteeName=Microsoft%20Technologies%20in%20Government]

  Co-Chair, edXML OASIS Technical Committee, Jan. 2003 (http://www.oasis-

open.org/committees/education/.)

Academic and Independent Research(see document)