Staff Data Enigneer2020 - PRESENTCalm.com
Technologies: AWS, Python 3, Apache Airflow, Data Building Tool (DBT), Redshift
- Implemented the first real-time machine learning (ML) service for the company.
- Served as a technical lead in building the company's central core models.
- Mentored and guided mid-level data engineers. Named as a role model by two team members.
Partner2019 - 2020D3X Systems
Technologies: Python 3, Java
- Built a quantitative portfolio management system that optimizes theoretical alphas into tradable assets accompanied by visual analytics of risk and returns in various dimensions.
- Wrote a detailed white paper on efficiently optimizing portfolios using Grinold and Kahn Active Portfolio Management theory.
- Created a Python library to analyze theoretical models.
Staff Data Enigneer2014 - 2019Pandora Media Inc.
Technologies: Google Cloud Platform (GCP), Scala, Python 3, Apache Airflow
- Served as a technical lead and guided migration from on-premises to Google Cloud Platform.
- Led and built a visualization tool of over 40,000 on-premises Hadoop jobs.
- Led, architected, and implemented Pandora's A/B testing platform. Analyzed behaviors of 75 million active listeners for over 3,000 experiments and 200 metrics daily.
VP & Director2005 - 2014BlackRock
Technologies: Python, Java, MATLAB, D3.js, Pandas
- Performed alpha research within the Scientific Active Equities Hedge Fund department. Focused on text analysis using the Java Lucene library.
- Proposed, architected, led, and built an alpha research platform using Python, Pandas, Django, Sphinx, and D3.js.
- Led a mid-size team of data science engineers for a multi-billion dollar quantitative macro hedge fund. The team was responsible for complex data processing, optimizing portfolios, generating alpha forecasting models, and building risk analysis tools.
Senior Software Engineer2001 - 2003Lehman Brothers
Technologies: Java, Sybase
- Led technical projects within the Equity Finance and Prime Brokerage departments.
- Architected and a built data warehouse for the prime broker business.
- Architected and built various risk and portfolio summary tools.
Software Engineer1998 - 2000Goldman Sachs
Technologies: Java, Perl, Sybase
- Built an internal web portal for the Goldman Sachs Asset Management (GSAM) department.
- Assisted on Y2K compliance projects, which required many testing and documentations required by SEC regulations.
- Received a three-month intensive training on financial engineering and business etiquettes.