Senior Research Engineer @ Formerly Genetic Finance, Inc. (until November 2014). Involved in design, development, and application of very large scale statistical machine learning. From August 2014 to Present (1 year 2 months) San Francisco Bay AreaData Scientist @ Formerly EMC Greenplum (until April 2013). • Applied techniques and theories from Statistics, Machine Learning, and Operations Research to deliver actionable business insights to prospects and customers based on large-scale datasets stored on the Greenplum Database. Key prototypes and projects included: - Retail fuel price prediction model for a corporate payment solutions provider, to advise customers on timing fuel purchases, using time series approaches. - Clustering model for categorizing machine-generated IT alerts for a large financial services company. - Model to detect topology errors in electricity networks for a large utility, using linear programming. Reduced run-time for entire grid from several days to a few minutes, and achieved potential savings of several million dollars. - New insights on subscriber behavior for a large cable company, based on large volumes of highly granular internet and video usage data. Demonstrated generation of novel customer micro-segments and built a premium channel subscription targeting model. From July 2012 to August 2014 (2 years 2 months) San Francisco Bay AreaPhD Candidate @ • Focused on development of adaptive, data-driven, learning approaches to objective functions, that make as few parametric assumptions as possible, and give rise to optimal policies that perform well for small samples, without compromising large sample performance. • Developed novel learning approaches to specific problems in inventory control, call center staffing and dynamic assortment optimization. From August 2009 to May 2012 (2 years 10 months) San Francisco Bay AreaGraduate Student Instructor @ • Undergraduate: Linear Programming, Methods of Manufacturing Improvement, Principles of Engineering Economics, Operations Research • Graduate: Mathematical Programming • Professional: Optimization Models for Finance (MFE program at the Haas School of Business) From August 2007 to May 2012 (4 years 10 months) San Francisco Bay AreaAdvisory Intern @ • Performed benchmarking analysis to validate the Credit Economic Capital Model of a large bank relative to Moody's RiskFrontier platform, using a representative portfolio. • Stress-tested client's Economic Capital Model and compared model outputs with losses under stress. From June 2010 to August 2010 (3 months) San Francisco Bay AreaGraduate Student Researcher @ • Built a continuous time Markov chain model for transitions between airport states. • Developed an optimization model to determine the effectiveness of an airport, in terms of its throughput as a function of the reliability of its equipage. From May 2008 to August 2009 (1 year 4 months) San Francisco Bay AreaConsultant @ • Simulated pool prices in an electricity network under several load, scheduling, and unit bid scenarios. For a large utility, processed simulation output and generated forecast reports. From June 2007 to December 2007 (7 months) San Francisco Bay AreaSupport Engineer @ From October 2005 to May 2006 (8 months) Washington D.C. Metro AreaResearch Assistant @ From June 2005 to September 2005 (4 months) Bangalore, IndiaProject Trainee @ From May 2004 to June 2004 (2 months) Pune Area, India

Doctor of Philosophy (Ph.D.), Operations Research @ University of California, Berkeley From 2008 to 2012 Master of Arts (MA), Statistics @ University of California, Berkeley From 2007 to 2010 Master of Science (MS), Operations Research @ University of California, Berkeley From 2006 to 2008 B.Tech., Mechanical Engineering @ Indian Institute of Technology, Bombay From 2001 to 2005 Vivek Ramamurthy is skilled in: Machine Learning, Statistics, Matlab, R, Stochastic Modeling, PostgreSQL, Operations Research, Predictive Analytics, Algorithms, Python, Convex Optimization