Verified Expert in Engineering
With over 20 years of software development experience, Kyoko has touched every aspect of data-driven decision-making systems. She has architected and built quantitative hedge fund research and testing platforms at one of the largest financial institutions. She also has architected and built an A/B testing platform at one of the largest media companies, where they run 3,000 experiments daily with 200 metrics for 75 million active users.
Java, Python, Linux, MacOS
The most amazing...
...platform I built was a "lineage" tool which could answer any question about the company's data such as lineage, usage, retentions, freshness, and anomaly.
Staff Data Enigneer
- 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.
- 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 Enigneer
Pandora Media Inc.
- 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 & Director
- 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 Engineer
- 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.
- 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.
Java, Python, Scala, Python 3
Apache Airflow, MATLAB
Amazon Web Services (AWS), Google Cloud Platform (GCP), Jupyter Notebook, Pick D3
Redshift, Apache Hive
Data Build Tool (dbt), Applied Mathematics
Master's Degree in Mathematics
New York University - New York, New York, USA