Data Scientist and Software Developer2017 - PRESENTFreelance
Technologies: Predictive Analytics, Complex Data Analysis, Data Analytics, Data Science, Evolutionary Algorithms, Time Series Analysis, C++, R, Machine Learning
- Developed predictive models for clients using large sets of data.
- Analyzed data to identify features, trends, correlations, etc.
- Developed custom software to put machine learning models in production.
Senior Quantitative Trader/Lead Quantitative Trader2013 - 2017KCG
Technologies: Scikit-learn, Python
- Developed predictive models for a variety of financial instruments.
- Led a team of junior and experienced traders and researchers, providing mentoring on in-house technology and coordination of effort.
- Developed a library to simplify research and development of trading strategies that were adopted by the entire team.
Quantitative Developer2008 - 2013GETCO
Technologies: C++, Java, SQL, MapReduce, Python, C#
- Built a library on top of a Hadoop and LSF cluster to provide a scalable quant research environment.
- Developed a wide range of reporting and data analysis tools for traders and senior managers.
- Helped multiple trading teams launch new strategies by building out technology and aiding research efforts.
- Worked with database architects to build an end-to-end data pipeline and database architecture to ingest, process, and analyze large volumes of market data from various sources.
Senior Software Developer/Lead Software Developer2006 - 2008HBK Capital Management
Technologies: TIBCO, Python, SQL, C++, C#
- Developed an application for scenario risk analysis including custom DSL for scenario description.
- Built infrastructure for near real-time market risk calculation.
- Lead a team of three software engineers. Used Scrum and Agile process.
Software Design Engineer/Test2001 - 2006Microsoft
Technologies: SQL, C++, C#
- Developed automated tests for various subsystems of MS SQL Server using C++ and SQL.
- Implemented an automated fault analysis system that was later patented.
- Improved several test automation tools used by the team.