Machine Learning Developer and Consultant2011 - PRESENTIndependent Consultant (StreetEYE, LLC)
Technologies: TensorFlow, Keras, Sklearn, R, Pandas, Python
- Developed a web news aggregator/algorithmic news feed for financial market news using machine learning (Keras, Sklearn. NLTK) for StreetEYE.com.
- Consulted on the development of machine learning and alternative data projects for a top-tier hedge fund (using Sklearn, Keras, and DataRobot).
- Wrote on financial market topics for the following publications: Alpha Architect, AAII Journal, CFA Inside Investing, ValueWalk, Seeking Alpha, Huffington Post, Benzinga, and Steadfast Capital.
- Consulted on the development of machine learning and alternative data projects using Sklearn, Keras, and DataRobot.
Chief Technology Officer2008 - 2010Hoplite Capital Management
Technologies: MDM, BlackBerry, Microsoft Office, Content Management Systems (CMS), Citrix, Castle, Bloomberg, SQL, Excel VBA
- Implemented the IT infrastructure including the network, Bloomberg, disaster recovery, remote access via Citrix and VPN, mobile device management, and telecoms (Avaya).
- Brought workflows and policies up to industry best practice—emphasizing efficient workflows, disaster recovery, and cybersecurity.
- Developed real-time P&L spreadsheet, attribution, portfolio analytics, ETL workflows.
- Managed Eze Castle order management system, security, master/reference data, FIX electronic trading, compliance, Oasys posttrade matching, internal workflows, and interfaces with external service providers.
- Supported third-party software for research content management (Tamale), accounting (SS&C Advisorware), investor relations (PerTrac CMS), and Microsoft Office.
Implementation Manager2005 - 2007Charles River Development
Technologies: Investments & Risk Management
- Led the implementations of Charles River IMS for major hedge funds.
- Conducted a requirements analysis.
- Created a workflow design.
- Implemented and configured a trading system.
- Performed unit and parallel testing.
- Trained, managed the project, and provided trading support and troubleshooting.
- Re-engineered various workflows including trading desk (blotter, FIX electronic trading), portfolio analytics, performance measurement/attribution, and compliance.
Independent Software Development Consultant Focused on Financial Markets, Trading, and Hedge Funds1995 - 2005Consulting Work
Technologies: ColdFusion, Perl, Web Development
- Acted as the interim CTO for CF Global Trading.
- Managed the development of the web presence for the leading multidealer FX trading startup, FX Alliance, LLC.
- Oversaw the development of the web presence/CMS for FX research sales and trading for Goldman Sachs.
- Generated analytics and reporting for hedge fund clients on behalf of Morgan Stanley.
Analyst1993 - 1994Caxton Corporation
Technologies: Microsoft Excel, Perl, Banking & Finance
- Worked as a developer and quantitative analyst for a leading macro hedge fund.
- Implemented databases of economic timeseries and corporate fundamentals in major global markets in FAME.
- Developed portfolio analytics in FAME, Perl, and Excel.
- Identified country and sector trading ideas using proprietary analytical tools.
Developer and Analyst1991 - 1992Tiger Management Corporation
Technologies: IBM Informix, SQL, C++
- Developed a trading system for equities, fixed income, derivatives trades using C++, UIM/X, and Informix DB.
- Built Tiger's first real-time P&L spreadsheet.
Quantitative Research Analyst1986 - 1991Salomon Brothers, Inc.
Technologies: C, Banking & Finance
- Developed software to construct optimized equity portfolios using Salomon’s proprietary multifactor risk attribute model.
- Implemented analytics to estimate stock portfolio volatility, tracking error vs. market indexes, and correlation to fundamental factors including inflation and interest rates.
- Performed portfolio optimization using linear and quadratic programming.
- Worked with institutional clients to structure optimized portfolios.
- Worked initially as an economics analyst and created statistical models and forecasts of economic indicators (CPI, PPI, leading indicators) using FAME and spreadsheets.
- Wrote internal and external research reports; gave real-time analysis to traders and clients on economic releases.