TECHNICAL LEAD / Senior software developer Resume

SUMMARY

Experience with reporting & analytics, e signatures, multi - party collaboration, notifications, role-based data access and audit, adversarial security, PDF form generation, document conversion, OCR, encryption, storage and compliance, user support systems, vendor integration...
15 years of research in statistical / machine learning methods for the prediction of noisy, non-stationary time series, implementing 100s of papers real-estate workflows, quantitative finance, and alt health care.

TECHNICAL SKILLS

Programming: C#, C/C++ 14/17, GPU CUDA, F# functional programming, Java, Javascript, VB, Python, Assembly, Nim, UML

Database: SQL Server Admin, T-SQL, UDFs & Stored Procedures, Views, Tasks, SQLCLR, NoSQL, Aurora, Athena

Web: Responsive HTML, CSS, JS, AJAX / REST, ASP.net, J2EE, Node, Vue, React/Redux, MVC/MVVM/Elm Arch, GraphQL

DevOps: AWS stack (EC2, IAM, S3, Lambda, Kinesis, ECR/ECS, CodePipeline, CloudFormation), IIS, Linux, Docker/K8, CI/CD

ML Platforms: Matlab, C++ / CUDA, F# / C#, Mathematica, Julia, Numpy / Pandas / Keras / Tensorflow / Theano / Chainer

Data Analytics: Tableau, Sql Server Reporting Services (SSRS), Excel / VBA, Kinesis / Kafka, Redshift, Athena, Splunq

PROFESSIONAL EXPERIENCE

Confidential

TECHNICAL LEAD / Senior software developer

Responsibilities:

Performed business analysis on new projects, designed solution architectures, implemented backend services (ASP.NET/C#, Node.js, AWS Lambda, Coldfusion), managed infrastructure (AWS) and databases (MS SqlServer).
Planned implementations. Hired, trained, mentored, and led virtual teams.
Provided client end-user support. Assessed vendor solutions and negotiated contracts. Managed product maintenance and end-to-end projects for product development and enhancement.
Oversaw quality assurance, security, and PCI compliance.

Confidential

Consultant DEVELOPER

Responsibilities:

Implemented thousands of variations of algorithms/systems in Matlab, Mathematica and C++/F# for quantitative trading of equity, futures, and options. Applied ideas from hundreds of books/academic papers/doctoral dissertations.
Increased trading system search speed 100x implementing linear genetic program generation on GPU in CUDA
Built a source-to-source translation tool in Java to convert WealthScript language to C#. Sold to Fidelity Management
Automated search for trading systems, running billions of candidate systems thru an array of custom machine learning methods and quantitative tests. Implemented genetic programming, neural networks & various types of machine learning methods on Nvidia GPUs in CUDA C/C++.
Accelerated identification of statistically useful relative price candle patterns. Devised custom pattern finder to reduce exponential search space, run on Nvidia GPUs in CUDA C/C++ to evaluate billions of price patterns.

Confidential

Server-Side Engineer

Responsibilities:

Devised an innovative architectural pattern that slashed implementation time on a major project. Delivered on time while overall project had delays. Later invited to work directly with client, as their only consultant.
Optimized page load time by 95% on critical paths for a major client. Besides code changes, investigated database optimization, revamped indices, and rewrote procedures, gaining knowledge of T-SQL along the way.
Pioneered a new approach similar to today’s IoC to componentize front end UI work with backend business logic

Confidential

Quantitative Analyst

Responsibilities:

Enabled real-time Swaps portfolio tracking for accelerated client response and daily mark-to-market reconciliations, modelling CTD curve and pricing swaps/swap options in Excel using VBA with live prices from Bloomberg via DDE.