Trader | Data Scientist
2015 - 2019XR Trading- Researched, developed, and implemented high-frequency trading strategies using Python, R, and C++.
- Tracked issues and fixed them using Atlassian Jira, Git repositories, and unit testing.
- Developed and optimized machine learning pipelines using supervised and unsupervised learning.
- Created an interactive high-performance plotting tool for graphically investigating high-frequency time-series data.
- Parsed binary messages to extract data and insights supporting the business.
- Gave regular presentations on the research status and current business activities.
Technologies: Cython, C, Visualization Tools, Visualization, Test-driven Development (TDD), Futures & Options, Futures, Forex, Forex Trading, Stock Trading, Option Pricing, Options Trading, Options Theory, Trading Systems, Trading, Quantitative Research, Quantitative Finance, Quantitative Analysis, Excel 2013, Excel 2016, Data Analysis, Predictive Analytics, Statistical Data Analysis, Statistical Analysis, Statistical Modeling, Statistics, Data Analytics, Data Modeling, Bokeh, Matplotlib, Pandas, Data Visualization, Data Science, Microsoft Excel, Microsoft PowerPoint, Wireshark, Scikit-learn, PyQt, Qt, R, Jira, Git, Python 2, Python 3, C++11Strategist
2007 - 2014Goldman Sachs- Managed the pricing and risks for products including equity, rates, FX, and credit components.
- Implemented model valuation tests and documentation in compliance with federal regulations.
- Developed the firm’s first ALM model covering the global equity division.
- Implemented electronic connections to Bovespa for the automation of stock-lending trades.
Technologies: Equity Derivatives, Derivatives, Test-driven Development (TDD), Finance, Trading Applications, Futures, Futures & Options, Option Pricing, Options Trading, Options Theory, Trading, Trading Systems, Quantitative Analysis, Quantitative Modeling, Quantitative Finance, Quantitative Research, Equity Financing, Equity Market Data, Financing, Excel 2016, Excel 2013, Data Analysis, Data Analytics, Statistical Modeling, Data Modeling, Statistics, Data Visualization, Data Science, Relational Databases, SQL, Bloomberg API, Bloomberg, Microsoft Excel, Slang (Custom Computer Language)Chemistry Lecturer
2004 - 2006University of of San Francisco, SF State University, Diablo Valley College, Laney College- Planned and presented lectures for college-level chemistry classes.
- Prepared and performed engaging and interactive demonstrations.
- Coordinated with teaching assistants and laboratory staff.
Technologies: Organic Chemistry, Chemistry, University Teaching, Microsoft Excel, Microsoft PowerPoint