SUMMARY:

• Experienced research and development professional in the areas of mathematical modeling, mathematical software, operations research, data science, data modeling, requirements engineering, business and competitive intelligence, forecast models.
• Strong interest in applying quantitative research techniques, machine learning, artificial intelligence, operations research and analytics to finance.
• Experience with approximate dynamic programming (ADP), applied math, statistical modeling, scientific computing, parallel and distributed processing.
• Senior Member of the Computer Society - Institute of Electrical and Electronic Engineers (IEEE). Member of the Society of Industrial and Applied Mathematics (SIAM). Member of the Professional Risk Managers International Association (PRMIA). Member of the American Statistical Association. Member of the Institute for Operations Research and the Management Sciences (INFORMS).

TECHNICAL SKILLS:

Software: Object-oriented programming and methodologies, ETL, SDLC, modeling for data warehousing, database schema design, data flows, project management, Agile development, software for distributed and parallel computing, operations research, analytics, signal processing, data mining, business rules, visualization tools.

Programming Tools: AGI-STK, C/C++, SQL, XML, JSON, PASCAL, FORTRAN, LISP, PROLOG, MATLAB, PERL, SPSS, SAS, R, UML, IBM-CPLEX, IBM-ILOG, GUROBI, LP-SOLVE, CVS, SVN, SOAPUI, Python, C#, MySQL, VBA, EXCELL, Oracle, EJB, JPA, JMS, Java SE/EE, Drools, JBoss, JUnit, Eclipse, SoapUI, Project Insight, Jenkins, JIRA, GitHub, DBeaver, Vizio, IBM MQ, IBM Rational (e.g. Software Architect, Application Developer), ClearCase, ClearQuest, Project Explorer, IBM WODM, Operating systems include SUN/UNIX, Linux and IBM-PC/Windows. Big data tools and approaches (e.g. MapReduce, Hadoop and NoSQL databases)

PROFESSIONAL EXPERIENCE:

Confidential, Annapolis Junction, MD

Senior Data Scientist / Consultant

Responsibilities:

• Development of highly secure, fault tolerant, highly available large scale distributed algorithms and software (Java EE technology, business rules, data analytics, IBM WODM) for a US Government security agency.
• Design of recovery models, optimization methods, rescheduling algorithms, and mathematical software for real-time airlines disturbance and disruption management.

Confidential, Arlington, VA

Senior Data Scientist / Consultant

Responsibilities:

• Led design and development of data science based software for commercial apps.
• Wrote functional specifications of software products
• Defined large scale data models for both structured and non-structured data
• Designed and continuously updated large relational database schemas
• Specified APIs of cloud based apps.
• Developed optimization in code, based in business rules (JBoss Drools)
• Wrote code in Java, C++, Python, SQL for deployment at a commercial cloud (Amazon AWS).
• Served as Scrum Master in Agile projects
• Interacted with offshore software developers
• Prepared and presented technical presentation material for investors

Confidential, Fairfax, VA

Lead Scientist / Senior Data Analyst

Responsibilities:

• Responsible for research and development on topics of mathematical modeling, data science, mathematical optimization, simulation of complex systems, multi-agent systems, high performance systems architecture for government and civilian markets.
• Development of high-confidence mathematical optimization software for aerospace, defense, intelligence, reconnaissance and surveillance (ISR) applications. Requirements capture, design specification, coding and testing of mission planning software, verification and validation, quality assurance, large scale optimization, high performance computing/networking, cloud computing for ISR applications. Program management and project oversight of software projects. Project cost and budget evaluation, forecasting and reporting. Direct interaction with a DoD Intelligence Agency: preparation of progress reports and technical presentations.
• Sample projects:
• Designed and developed mathematical software for business and competitive intelligence.
• Applied approximate dynamic programming (ADP) to large scale allocation and scheduling problems for a US geospatial intelligence agency deploying CPLEX/Gurobi.
• Developed models and produced optimization software based in CPLEX resulting in significant savings for the customer.
• Deployed high performance computing/networking solutions for a range of applications.
• Developed optimization and modeling software for large scale problems based in SQL databases, C++ and Java, and cloud computing (Amazon EC2) technologies.
• Developed and validated rule based systems in Java, Drools and JBoss.
• Managed a team of software developers, business developers and consultants.

Confidential, Silver Spring, MD

Scientific Reviewer / Software Expert

Responsibilities:

• Acted as a subject matter expert in high confidence mathematical software.
• Prepared written reports and formal recommendations documenting findings.
• Received continuous training and maintained current expertise in image and signal processing in medicine, information technology, computer and software engineering.

Confidential, Rockville, MD

Staff Fellow / Senior Postdoctoral

Responsibilities:

• Provided expert opinion on mathematical software applied to medicine and biology. Evaluated use of distributed and grid computing.
• Worked with custom R&D projects involving hardware and software integration. Advised on design, modeling and testing of safety-critical systems.
• Investigated use of formal verification methods applied to design of safety-critical systems.

Confidential, Fairfax, VA

Chief Scientist / Operations Research Analyst

Responsibilities:

• Developed data intensive mathematical software for business and competitive intelligence.
• Applied mathematical optimization and modeling to transportation systems.
• Provided systems engineering, modeling and simulation expertise.

Confidential, Washington, DC

Chief Scientist

Responsibilities:

• Deployed high-performance computing solutions.
• Deployed modeling and simulation techniques to design problems.
• Prepared internal Confidential papers reporting achievements.

Confidential, Blacksburg, VA

Researcher and Assistant Professor

Responsibilities:

• Performed research in scientific computing and mathematical modeling. Taught (undergraduate and graduate levels) in the areas of electrical, computer and software engineering.
• Had research funded by the National Science Foundation (NSF).

Confidential, Wilsonville, OR

Development Engineer

Responsibilities:

• Designed and developed mathematical software using stochastic optimization techniques.

Confidential, Princeton, NJ

Summer Fellow

Responsibilities:

• Developed mathematical optimization software and heuristic methods for system- and high-level design.
• Deployed integer linear programming (ILP) modeling and optimization applied to large size design problems.