SUMMARY

• Summary Hands - on software developer with quantitative numerical analysis, portfolio theory, machine-learning and problem solving skills
• Interpersonal, verbal and written communication skills: plain-spoken econometrician, "very approachable", "very articulate for a quant", clear and concise, can communicate with various stakeholders about various specialties with varying levels of technical expertise
• Demonstrated experience developing and maintaining finance and mathematics software. Proven record of delivering major functionality in a collaborative software development setting

TECHNICAL SKILLS

Vendor Products: Factset, Bloomberg, Reuters, Moneyline/Telerate, ACTIV, Paladyne, FundRunner, Reuters

Architecture: Frameworks, Design Patterns, HPC, Grid Computing, Computational models, SaaS, Cloud AWS, Azure, Containerization, Virtualization, Microservices

Programming: R, C#, .Net, .Net Core, Java, Basic, VB, VBA, C++, # bash scripting, PowerShell, WinForms, WCF, WPF, REST API, JSON, MVC, SQL, XML, FIX

Tools: Visual Studio, ETL, Access, SQL Server, T-SQL, SSRS, SSIS, SSAS, Oracle, PL/SQL, MySQL, Subversion, GIT, JIRA, PERL/UNIX scripts

Methodology: OO Design, Performance optimization, SDLC, Agile, RUP

Operating Systems: Windows, UNIX, LINUX, cloud and hosted computing (Rackspace)

PROFESSIONAL EXPERIENCE

Confidential

Quantitative Developer

Responsibilities:

• Cloud computing charges were ballooning as servers required more power and capacity. Split the back end off from the front end onto an elastic network array of on-demand instances. Improved performance and reduced AWS bills by 80%
• Save hardware spend and development time: develop multitenancy logic to warehouse all hedge funds on a single database (including nested sub-investment) allowing all databases to share the same processing logic and eliminating parallel development for each fund
• Saved time for portfolio managers:
• Create instantaneous response time on graphics-heavy PDF rendering: applied knowledge of the portfolio manager use-case and workflow to convert vector graphics to high-resolution raster graphics
• Automate a manual report-generation process and enabled Portfolio Managers to create on-demand reports: Built a simplified configuration-by-exception user interface that supported all corner-case functionality, used fuzzy string algorithms to (with confirmation) distinguish updates from inserts, and used statistical anomaly detection to identify metadata and warn of potential user errors
• Writing SQL stored procedures to calculate intra-day P&Ls
• Increased reliability:
• Improve report quality: writing supervisor program and validation tests to pro-actively detect errors in data and in risk reports for Extract, Transform & Load (ETL) for daily positions, transactions and market pricing for equities, futures, swaps and foreign currency exchange (FX)
• Improve deployment and reduced bugs by adding unit test projects
• Streamlined processes:
• Accelerate development time and onboarding of new managers: writing email scrapers for handling intra-day data emails from hedge fund managers in standardized format
• Improve deployment by creating consistent unit tests and internal proprietary packages

Confidential

Programmer/Analyst

Responsibilities:

• Writing Java classes using JPA2, Hibernate, Spring & Glassfish 3 to connect an Oracle database to a .Net application server.
• Improve release quality: create a consistent software testing regimen; quantitative data verification processes and service deployment scripts, catching many bugs before release and data errors before market open. This also maintained integrity of codebase.
• Enable developers to build generic functionality instantly: created Oracle & Linux bash scripting to generate code templates.
• Point of contact with third-party Linux administrators & Oracle DBAs.

Confidential

Vice President

Responsibilities:

• Comprehensive risk management and analytics for $6B hedge fund firm specializing in market neutral fixed income arbitrage and fund-of-funds
• Identify problems at energy-focused hedge fund before it became a high-profile blow-up, allowing our fund-of-funds to make redemptions
• Search for correlations and risk factors and derivatives to offset exposures
• Model risk using statistics and Monte Carlo simulations
• Increase fund capacity: found three factors of error and proposed solutions for each. Quantitative hedging expertise allowed a previously problematic trade to be upsized 12x into a 12x more profitable trade
• Extend skewness/kurtosis research to individual cases and demonstrated a smile-shaped relationship between skewness and kurtosis, such that we found characteristics with tendencies to surprise on the up-side
• Keep up with current hedge fund research to implement cutting-edge risk functionality, often driven by institutional investor interest
• Create procedures for risk management and hedging. Developed risk analyses that were used by marketing to double assets under management
• Prepare statistical research to support marketing team
• Portfolio construction:
• Identify treasury arbitrage opportunities; monitor fixed income positions; execute trades; and support trading team with research, statistics, and numerical analysis
• Develop analytics for external hedge fund manager selection and portfolio management
• Reviewed risk controls of underlying hedge fund managers
• Model, monitor, and market swaps
• Model CDO structures, track financing costs, and create initial systems and procedures