Back-end Go Developer2019 - 2020Calm.com (via Toptal)
- Separated subscriptions from the monolithic application into Go microservice with a CQRS/Event Sourcing architecture.
- Designed subscription data models for production and pipeline to the analytics team.
- Developed a back-end for promotional pricing with A/B testing.
- Improved test resolution/ease-of-use, contributed new patterns for more agile and less brittle integration tests, reduced docker image sizes 10x, feature enhancements to in-house DevOps tools.
Director of IT (2014-2019) | Lead Engineer (2009-2014)2009 - 2019Columbia University
- Developed a comprehensive services management and billing system with multiple web front ends that securely handled and made available 30+ million records per year, resulting in a frictionless UX (built with React, SSR, server streaming., Vue.js, GRPC, Go, and PostgreSQL).
- Productized research group's method of identifying protein-protein interactions with an improved algorithm (1,000x faster). This speed-up enabled them to stay within budget and explore 100x more genomes (built with Rust, Python, C/C++, SQLite, and ASM).
- Designed and coordinated the implementation of the architecture for secure sharing and analysis of patient data. Responsible for on-going auditing and oversight of security compliance (HIPAA and internal controls).
- Cleaned and restructured a 40 TB genomic dataset for a quality and high-performance distributed analysis in the cloud (AWS) along with a custom storage engine.
- Created an original dual-space algorithm (41 years reduced to 18 hours) to identify complex genetic disorders (built with ASM, GPU).
- Built a container system to sandbox users and fair-share limited resources (built with C).
- Developed a compute swarm which robustly handles failures, dynamically redistributes computation and scales efficiently—scaled to 6,000 instances (built with C, Go, and Python).
- Wrote a Linux overlay file system with real-time adaptive, user-based QoS limits for a 5,000 node compute cluster to prevent runaway usage. A user can only slow themselves down (built with C).
Senior Vice President2003 - 2004Lehman Brothers
Technologies: C/C++, R, MATLAB, Perl
- Led profitable quantitative equity trading team within a mixed disciplinary group.
- Removed an obstacle to a strategy testing framework by adding time-series extensions to MySQL and improved strategy development time 3x.
- Wrote an Excel extension to support the real-time bidirectional communication and live-feed of market data.
Vice President2000 - 2002Morgan Stanley Dean Witter
- Proposed, modeled, and implemented improvements to VWAP execution strategy yielding a 3% price improvement without notably increasing volatility.
- Developed (full-stack) a monitoring system to track all of the firm’s agency equity trades flowing through our execution strategies internationally.
- Built a robust C++ live trading engine with an embedded JavasScript VM for nimble and safe incremental execution strategy development.
- Increased customer utilization 10% by tuning and extending limit-order model.
- Increased returns by 5% on proprietary reversion strategy by better modeling and anticipating risk.
Project Manager1999 - 2000ITG, Inc.
Technologies: C/C++, MATLAB, CPLEX
- Refactored and restructured a broken portfolio optimization product to reinvigorate sales.
- Increased the optimizer value by creating and implementing a mathematical model for tax handling of wash-sales.
Founder1997 - 1999Pencom New Technologies
- Designed and implemented back-end systems and RPC to the front-end to manage distributed telephony switching equipment for a client.
- Implemented a two-tier data entry system for trading floor booking for a client.
- Grew the consulting startup to 35 employees.
Senior Software Analyst1996 - 1997Aspen Technology, Inc.
Technologies: C, Perl, Python, CORBA
- Sped-up new process modeling by developing chemical engineering specific scripting language.
- Reduced time spent on DevOps by 25% teamwide by creating a multiplatform, incremental build system.
- Built a CORBA RPC back-end for chemical process modeling and optimization software.
Lead Unix Administrator1994 - 1996University of Denver
Technologies: Unix, C, Perl, DCE RPC, Windows Print Drivers, Mac Print Drivers, Unix Print Drivers
- Developed a frictionless portal to bill 10,000 students for printing services.
- Built a DNS front-end/database system for managing endpoint networking for the whole campus.