Michael Toth

Michael Toth is a Data Scientist living in New York City

Hi! My name is Michael Toth, and I'm a data scientist living in New York City.I'm currently working as a data scientist as Orchard, a fintech startup in the online lending industry. I spend a lot of my time producing reproducible research reports on the industry, creating interesting data visualizations, building investment models, and serving as an analytical & data expert in communications with current & prospective clients. For a sample of some of the public work I've done at Orchard, be sure to check out the links on the writing page on my websiteI do the majority of my day-to-day work and analyses using R and *nix command-line tools, but I also have experience with the Python data science stack. I enjoy experimenting with different tools, and recently I've spent some time working with D3.js and Tableau, which I hope to do more of in the future. Prior to Orchard I was working as a portfolio analyst at BlackRock where I worked with large institutional investment clients to value and assess the risks of their investment portfolios.   I graduated from the Wharton School of the University of Pennsylvania, where I concentrated in statistics and financed and received a minor in mathematics.Outside of work, I enjoy hanging out in coffee shops, drinking craft beer, and playing squash and table tennis.

Manager, Investment and Credit Strategy at Orchard Platform

April 2015 - Present | New York, NY

Michael Toth is a data scientist at Orchard, where he specializes in analyzing whole loan portfolios of large institutional investors in the online lending industry.

Analyst at BlackRock

August 2011 - April 2015 | New York, NY

Michael Toth provides daily risk reporting and ad-hoc analytical support for large banking and financial institutions with portfolios totaling over $500 billion in assets. He performs extensive valuation and risk analysis of fixed income securities with a primary focus on Mortgage Backed Securities, CMOs, and Interest Rate Derivatives. Michael Toth has conducted Comprehensive Capital Analysis and Review (CCAR) Stress Testing for the Federal Reserve on a quarterly basis to determine the balance sheet capitalization and financial risk of several large financial institutions.

Derivatives Trading Intern at Allstate Investments

May 2010 - August 2010 | Chicago, IL

While at Allstate, Michael Toth assisted a 10-person trading desk in hedging the interest rate and foreign currency risks of Allstate Insurance Company'€™s $100 billion investment portfolio. Michael performed statistical regression analysis to investigate volatility skew and relationships between volatilities and asset returns. While on the trading desk, Michael Toth also gained experience booking trades, becoming more familiar with both the trading process and the structure of a variety of derivatives instruments

Probability and Statistics Tutor at University of Pennsylvania

August 2009 - May 2010 | Philadelphia, PA

While Michael Toth was a student at Penn, he provided instruction and exam preparation covering a variety of data analysis topics related to probability and business statistics. Michael raised student testing scores an average of 15 points over previous exam scores and achieved an exam passing rate of 100% among tutored students. Michael covered topics in regression analysis, probability distributions, stochastic processes, and time series analysis. He worked extensively with R/S-Plus and JMP Statistical Analysis Software

Wharton School, University of Pennsylvania

2007 – 2011

Bachelor of Science

Concentration: Finance and Statistics, Minor in Mathematics

Data Analysis, Data Science, Data Visualization, Data Cleaning, Predictive Modeling, Programming, Regression Analysis, R, SQL, UNIX, Linux, Command Line Tools, Python, Fixed Income Securities, Derivatives, Mortgages, Whole Loans