Co-founder | CTO2018 - PRESENTmyLevels
- Deconstructed blood glucose levels time series into constituent signals using Bayesian machine learning techniques. We can then estimate and assign a score to the individual impact of each food. This appears to have never been done before and we filed a patent on this approach.
- Built an NLP model to classify foods into food groups (e.g., grains, dairy, meat, etc.).
- Developed a regression model to estimate the contribution of each food group to a food score.
- Reverse-engineered and implemented the protocol for communicating with a continuous glucose monitor over NFC using Kotlin and Swift.
- Built our offline-first mobile app in React Native with the help of a front end engineer who I supervised. Designed a custom synchronization protocol to guarantee that personally identifiable data never leaves the data center in the UK (as opposed to, for example, Google's Firebase).
- Developed a stateless back-end exposing a RESTful API using Python and Flask.
- Created an automatically generated personalized report using LaTeX and Python's Jinja.
AI Research Engineer2017 - 2018Babylon Health
Technologies: Python, TensorFlow, PyTorch, Docker, AWS
- Built Dr Deep, making it up to 10x cheaper to run medical diagnosis at the same level of accuracy. Dr Deep is a neural network based universal marginalizer for amortized inference in generative models.
- Published and presented Dr Deep at the NeurIPS Workshop on Advances in Approximate Bayesian Inference.
- Designed a massively scalable cloud architecture and productionised the AI doctor inference engine. This was used to scale Babylon's AI doctor to millions of people.
- Wrote a new inference engine from scratch in ~100 lines of PyTorch code (vs ~5,000 LOC for the TensorFlow implementation), making it much easier to use in our research.
- Introduced PyTorch and Pyro at Babylon.
Founder2015 - 2017Evoqus
Technologies: Clojure, Go, Python, Julia, AWS, Docker, OpenStack
- Created a cloud-based distributed computing platform from the ground up. Code can be executed with a single command across hundreds of CPUs and GPUs in the cloud.
- Developed RESTful API back-end services with a custom orchestration layer in Clojure.
- Developed a Go client for batch and fully interactive jobs. The Go client includes support for attaching console with raw terminal mode, tunneling, and large data files transfer.
- Designed the back-end services to be stateless and resilient with automatic scale-out.
- Developed end-to-end tests against AWS and a local OpenStack deployment.
Quantitative Developer2012 - 2016Markham Rae
Technologies: Python, SciPy, C++, C#, MATLAB
- Researched and validated volatility quant trading and portfolio allocation strategies.
- Built swaptions and exchange-traded options pricing tools.
- Built tools for scenario analysis of yield curves, volatility cubes and model parameters.
- Built an exotic FX option pricing & scenario analysis tool.
- Transitioned all interest rate applications to a new multi-curve framework.
Senior Developer2008 - 2012Trayport
Technologies: C++, C#, F#
- Built the aggregated liquidity pool platform and trading front-end.
- Played a leading role in multiple projects on order routing and consolidation of hybrid inter-dealer broker and exchange venues for cross-asset and cross-venue trading.
- Spearheaded the development of indirect order aggression features for implied spread trading.
- Led the development of a latency and availability platform enhancement project.
- Worked in a lead role of the architecture and development of a new exchange connectivity and a new clearing platform.
- Prototyped a distributed data storage and processing engine on top of Apache Cassandra.
- Developed an F#-based, domain-specific language and contract specification for a commodity product registry and standardization service.