Farukh Sarkulov

Experience

1. Jan 2025 — Present 1y 8m Current

   Data Science Engineer

   Chicago Fundamental Investment ("CFI") Partners · Chicago, IL

   • Maintain and develop internal predictive refinancing models.
   • Developed an internal IRR algorithm that analyzes CLO universe performance quarterly.
     • Python algorithm that builds cohort calculations for each deal in the CLO-ACF universe.
     • Pulls from third-party vendors and automates IRR calculations for each deal against defined cohorts.
     • Analyzes various time periods of CLO deals and computes IRR alongside other internal measures.
     • Productionized as executable software, with results also disseminated through a Power BI report. Fully automated; jobs deploy on the Kubernetes cluster.
   • Mentor for the data science intern program.
     • Work with the annual data science intern to develop predictive models for fixed income markets.
     • Teach the underlying statistical theory and how to build a model end to end.
     • Past interns built predictive neural networks for net asset value, and random forest and supervised classification models for a deal's refinancing potential.

2. Jan 2022 — Jan 2025 3y

   Data Analyst

   Chicago Fundamental Investment ("CFI") Partners · Chicago, IL

   • Built and maintained data pipelines from various API connections for market data research.
   • Created Excel user interfaces for risk analysis and data research.
   • Built a company intranet using Django.
     • Logistical tools to reduce friction in daily tasks: a time-off request system, a conference room reservation system, and an office map and directory.
     • Built and deployed data dashboards and tabular views using JavaScript, Power BI and Django models.
     • Integrated with Microsoft Office and third-party services (BambooHR, Azure Web Services, BlueFlame AI).
   • Built interactive dashboards on top of the automated pipelines.
   • Migrated legacy data and modernised legacy tooling.
     • Used PowerShell and Python to parse ~300 legacy CSV documents into SQL Server, covering financial information dating back to 2005.
     • Migrated legacy corporate default data from Microsoft Access to Snowflake.

3. Jan 2021 — Jan 2022 1y

   Intern

   J.B. & M.K. Pritzker Family Foundation · Chicago, IL

   • Assisted the Grants Manager with reviewing applications for funding.
   • Conducted due diligence and financial analysis on statements provided by grantees.
   • Collaborated with program officers on data analysis projects assessing the success of funded programs.
   • Developed a database to store social metrics reported to the Foundation by grantees.
   • Built a web application in HTML, JavaScript and CSS for grantee survey collection and analysis.

Education

• Master of Applied Mathematics (M.A.S.)

  2020–2021

  Illinois Institute of Technology · Chicago, Illinois GPA 3.8 / 4.0

  • Statistical and machine learning, neural network construction, reinforcement learning, computational mathematics and algorithmic implementation.
  • Predictive modeling of financial assets — Bitcoin, market simulators, traded indices.

• B.A., Urban Policy & Analysis and Mathematics

  Class of 2020

  DePauw University · Greencastle, Indiana

  • Interdisciplinary major, with a minor in Philosophy.

Skills