Experience
Walter Ullon
Staff Data Scientist. ML Platform, Data Engineering & AI Tooling.
Staff Data Scientist with 8+ years working across the full data stack — streaming pipeline architecture, ML platform engineering, and AI-native developer tooling. Track record of shipping production infrastructure that teams trust and use.
Experience
Staff Data Scientist
2024 – PresentPolly.io · Remote
- Led end-to-end modernization of the analytics platform, migrating 16 production pipelines from legacy batch ETL to Delta Live Tables streaming with Change Data Capture: cutting latency from 90 to 22 minutes, improving data freshness from 2-hour batch windows to 15-minute incremental CDC, and eliminating hundreds of millions of duplicate records across 10B+ daily rows. Designed a 6-level dependency graph across dual orchestration jobs with cadence-decoupled core and reporting tracks.
- Architected a five-module production ML framework for loan volume forecasting: a period-truth computation pipeline (incremental, windowed, and full-overwrite modes), a Unity Catalog Feature Store with lag, rolling, year-over-year, and holiday-effect features with leakage-controlled windowing, Optuna-tuned AutoML across nine model families (XGBoost, LightGBM, CatBoost, OLS, Ridge, Lasso, ElasticNet, ARIMA, ETS) with time-ordered cross-validation and MLflow champion selection, seeded multi-step inference for production-horizon forecasting, and row/batch monitoring with truth-lag handling. Documented in a 63-page TDD.
- Drove six-figure annualized infrastructure cost savings through a Databricks compute audit: DLT cadence optimization (21% reduction, measured Day-1), zombie cluster elimination, and Dev Cluster rightsizing (97% cost reduction).
- Designed and deployed a production capital markets analytics application on Databricks Apps: per-chart LLM interpretations grounded in domain-specific context, streaming AI sidebar chat, AI-generated PDF reporting, and SQL injection prevention via allowlist pattern with OAuth and PAT dual authentication.
- Built a tiered loan status normalization system routing through SQL lookups and cross-client consensus before invoking LLM inference, achieving near-zero per-classification cost at production scale. Improved classification accuracy by enriching LLM prompts with sequential loan history context derived via SQL window functions.
- Applied queueing-theoretic steady-state analysis and Bayesian inference to mortgage pipeline pull-through modeling. Implemented a Dirichlet-Categorical transition model (PyMC, ~400K observed transitions) with conjugate posteriors and credible intervals for sparse-event transitions, enabling confidence-aware path probability estimation and operational bottleneck identification.
- Built an automated analytics knowledge graph spanning 29 production pipelines, enabling instant blast radius analysis, AI-agent dependency lookups, and auto-publishing 1,240+ field definitions to Confluence. Operationalized as a Claude Code custom skill providing a conversational pipeline navigator with authoritative lineage lookups across the full pipeline surface.
- Architected a pull-based Delta Sharing platform enabling external financial clients to access data on demand through recipient-property row filtering and layered security, eliminating file-push workflows entirely. Onboarded 3 external financial clients with zero manual DDL, self-service configuration, and Open Sharing protocol compatibility.
Data Science Product Manager
2022 – 2024EZOPS · New York, NY
- Owned the data science product roadmap end-to-end, arbitrating between engineering capacity, data science priorities, and client-facing demands across multiple concurrent platform tracks.
- Led structured discovery cycles and OKR planning that determined investment sequencing across model monitoring, data quality, and reconciliation automation initiatives.
- Defined success metrics and tracking frameworks for DS product launches, enabling data-driven go/no-go decisions on platform releases.
- Served as primary liaison between sales, client success, and data science engineering, translating client requirements into scoped technical specs and managing scope risk on delivery commitments.
Data Scientist
2017 – 2022EZOPS · New York, NY
- Built supervised ML models for client record deduplication, anomaly detection, and behavior prediction across financial services data.
- Developed time-series forecasting pipelines and statistical reporting infrastructure used across production reconciliation workflows.
- Implemented experiment tracking, model versioning, and champion/challenger evaluation frameworks using MLflow and custom tooling.
- Built NLP pipelines for document classification and entity extraction on unstructured financial data.
- Designed and maintained data pipelines in PySpark and SQL on Databricks, supporting medallion architecture and Delta Lake migration.
Technical Skills
ML & Data Science
Supervised ML
Time-Series Forecasting
XGBoost
LightGBM
CatBoost
MLflow
Feature Store
Optuna
SHAP
Bayesian Inference
PyMC
NLP
Anomaly Detection
Model Monitoring
Data Platform
Python
SQL
PySpark
Delta Lake
Databricks
Redshift
dbt
Great Expectations
Unity Catalog
AI Tooling
Claude Code
MCP Servers
AI Agents
Knowledge Graphs
Doc Automation
Anthropic API
Software Engineering
Pydantic
SQLAlchemy
pytest
Streamlit
CI/CD
REST APIs
Git
Education
B.S. Mathematics
2013 – 2016Montclair State University · Montclair, NJ
- Top Graduating Senior in the Department of Mathematics.
- Concentration in Applied Mathematics. Research in Population Dynamics and Epidemiology.
- Published: "Early Warning Signals for Epidemic Extinction" — International Journal of Chaos and Dynamics.