Principal Consultant and Data Analyst2012 - 2020Eagle Automated Solutions, LLC
Technologies: SQL Server, Aurora, MySQL, Python, SSRS, C++
- Designed, developed, and supported a web-based trading calculator for complex trades and rebalances, trading up to $1 billion at a time. Used SQL and Php.
- Performed backtesting performance analysis on Bitcoin returns using Python/Pandas.
- Designed and built a big data loader into Aurora. Built with C++ and tested with MySQL. During the 2020 crash, our data loader processed over 1.5 billion records over 6.5 hours in real time.
- Designed and built a large scale performance reporting system for investors. Outputs included 12 reports each for 20 funds plus 25 custom spreadsheets each month. Handled many complex security types and custom reporting needs.
- Designed and built a complex custom rule compliance system to avoid costly penalties and fines. This system calculated and alerted on hundreds of custom risk calculations using two completely different data suppliers for intraday and EOD reporting.
- Designed and helped build data imports for 15 vendors and brokers. Morgan Stanley, Barclays, Bank of America, JP Morgan, Factset, and Eze OMS.
- Designed and built a Slack bot that parsed the Slack channel between portfolio managers and traders, looking for low liquidity trades to suggest slower trade schedules. This system saved millions of dollars.
Global Head of Persistent Analytics2008 - 2010Thomson Reuters
Technologies: MySQL, Linux, C++, PHP
- Managed the engineering team through a two-year Thomson Reuters integration.
- Budgeted, scheduled, and managed xStarMine product infrastructure relocation to redundant TR facilities, finishing on-time and $200,000 under budget.
- Trained my replacement and helped several of my staff move into the larger Thomson Reuters organization.
Chief Technical Officer1999 - 2008StarMine Corporation
Technologies: MySQL Oracle, PHP, Linux
- Grew the engineering team from 2 to 35 while increasing revenue from $10,000 to $40 million. StarMine sold to Thomson Reuters in 2008 for $97 million, 6X the original cash investment.
- Led a team that calculated billions of equity analytics accurately in a four-hour window each night for institutional investors to use in forming their portfolios.
- Passionately wrote and edited dozens of feature design documents.
- Had a reputation for evangelizing high-quality standards and excellent customer support.
- Led the technical due diligence process during acquisition by Reuters Corp.