Alex Samuel

• As an engineer, I serve specific needs with domain knowledge and empathy.
• Instead of engineering dogma, I consider cost-benefit tradeoffs.
• The best leadership is by example; I am hands-on.
• The next best leadership is through teaching. I maximize my leverage by finding, recruiting, training, and supporting other talented developers.

• I've worked on lots of technology: compilers, databases, data architecture, distributed systems, file formats, protocols, UI/UX, web, low-latency and high-performance software.
• I enjoy product design and management, and working closely with users.
• I have a strong interest in software infrastructure. I build correct, consistent, and documented tools used beyond their original scope.

• I've implemented many models in physics, finance, and biology.
• I know first-hand the challenges of both small and big data problems.
• I understand the importance of looking at numbers, not just processing them.
• I find finance fascinating, but don't suffer from quant- or trader-envy.

Software consulting projects.

Tech lead for largest systematic trading group. Recruited and nurtured the dev team. Managed, architected, and/or implemented a wide range of tech, quant dev, and trading projects, including software architecture, data pipelines, execution research, and single-stock options trading. Responsible for developer, research, and production platform, model IP protection, on-call operations, and DevOps.

Machine learning lead in stealth-mode marketing analytics startup.

Led the Modeling Languages team, responsible for programming languages and tools for more than one hundred researchers. Supported and extended proprietary languages and Java, Groovy, and MATLAB for data delivery and streaming and distributed data processing. Introduced, integrated, and supported Python as a supported research language. Taught classes and workshops to researchers and engineers.

Created and lead the Modeling Tools team, planning and delivering tools for alpha modeling. Worked with all parts of engineering organization to improve research productivity. Advised planning and architecture for compute and storage infrastructure.

Implemented systems for quant research, risk monitoring, volatility curve visualization, and post-trade analysis. Built infrastructure for analytics, plotting, and data handling, and set up the group's quant development, job scheduling, reporting, and live data monitoring environments.

Responsible for software and data for a large and mature stat arb strategy.

Re-implemented the entire volatility forecasting system, to improve performance, correctness, reliability, and maintainability. Projects to implement production trade generation and to improve research tools, modeling of volatility instruments, risk estimates, simulation, and market data quality.

Designed and implemented a large fraction of the firm's Python infrastructure. Led the creation and selection of Python coding environment, standards, and tools. Trained developers and quants.

Client engagement at Deutsche Bank to extended CDO analytics and pricing application.

Developed software and performed research for structured equity products. Integrated new portfolio optimizer into trading and simulation software. Projects in transaction cost management, performance attribution, simulation, trading system software, and other areas.

Developed software infrastructure for portfolio characteristics and performance analysis of historical and simulated portfolio data. Supported equities trading desk and front office operations, and managed and monitored account configuration in automated trading systems.

Co-founded a consulting and software firm specializing in development tools. Jointly responsible for all technical and business aspects of a five-person team. Diverse projects included compilers, software tools, Web interfaces, and graphical user interface software. Contributed to GCC and several commercial compilers.

Worked on Prophet, a UNIX / Win32 data analysis system for statistical and genetic sequence analysis.

Research on rare decays of B mesons. Authored PyHEP, a platform for high energy physics analysis and presentation, and other software projects.

Helped with admissions, curriculum planning, and evaluation for Access Code Android cohort. Taught Java programming and technology topics. Co-honoree as 2015 Volunteer of the Year.

C. Norton, et al., Beginning Python (Programmer to Programmer), Wrox, 2005.

M. Mitchell, A. Samuel, and J. Oldham, Advanced Linux Programming, New Riders, 2001; also published in Russian and Polish.