I am a programmer and tech leader with a penchant for tool building, expertise with data architecture, and broad software engineering experience.
Tech lead for largest systematic trading group. Recruited and nurtured the dev team. Managed, architected, and/or implemented a wide range of tech and business projects, including data pipelines, research, and trading. Designed developer, research, and production platforms. Managed support rotation, CI, testing, knowledge systems, and DevOps.
Machine learning lead in marketing analytics startup.
Led the Modeling Languages team, responsible for programming languages and tools for more than one hundred researchers. Supported and built tools for public and proprietary programming languages. Taught classes and workshops to researchers and engineers.
Created and lead the Modeling Tools team, planning and delivering tools for financial research. 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, and trading monitoring. Built infrastructure for analytics, data handling, and visualization and set up the group's quant development environment.
Managed software and data for a large and mature equity options stat arb strategy. Reimplemented most model generation code for efficiency and correctness. Responsible for research platform and support rotation.
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.
Developed software and performed research for structured equity products. Projects in optimization, transaction cost management, simulation, trading system software, and other areas.
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.
Curriculum planning for Access Code. Taught Java programming and technology topics.
C. Norton, et al., Beginning Python (Programmer to Programmer), Wrox, 2005.
M. Mitchell, A. Samuel, and J. Oldham, Advanced Linux Programming, New Riders, 2001.