Alex Block Email & Phone Number

Mountain View, CA, US

• Cross-PA Service and Resource Planning (CSRP), Resource Efficiency Data Science (REDS)
• Leading Cross-PA adoption of Google’s internal capacity planning tool, PARPA, to ensure data center efficiency across product areas
• Building and maintaining data pipelines and dashboards for capacity projection and fleet inefficiency detection, directly impacting resource allocation strategies
• Spearheading the standardization of PA definitions for capacity efficiency metrics, collaborating with product managers, engineers, and data scientists
• Providing high-impact insights through dashboard development and analytics presentations, helping Google leadership optimize fleet and resource efficiency
• Mentoring junior team members and guiding high-priority project execution

Menlo Park, CA, US

• Commerce Integrity - Investigation Analytics GroupSenior IC, covering Product Data Science with focus on Trust & Safety Experiences, Actor Enforcement, Adversarial Behavior, and Ecommerce within Marketplace
• Defined/measured/monitored key metrics and team goals, while partnering with product managers and engineering managers to define team charter and quarterly direction
• Conducted deep dive analyses to understand and mitigate integrity issues, driving project impact from analysis conceptualization through stakeholder alignment and implementation of recommendations
• Designed, monitored and evaluated product experiments (A/B Tests) for impact and integrity guardrails
• Built custom pipelines and dashboards for monitoring experiments and team goals, as well as for prototyping metrics
• Partnered closely with product managers, data scientists, software engineers, ML engineers, data engineers, operations teams, and analysts

Washington, DC, US

• Quantitative Research Analyst in the Clearance and Settlement (CS) Examination Program, part of the SEC’s Office of Compliance Inspections and Examinations (OCIE)
• Developed CS program risk assessment methodology and analytics used for setting annual examination priorities
• Conduct examinations of clearing agencies, including several systemically important financial market utilities (SIFMUs) under Title VIII of the Dodd-Frank Act
• Examine all technical/quantitative aspects of clearing agency operations, including margin and clearing fund model methodologies, stress testing, back testing, model governance, model risk management, liquidity risk.
• Collaborate extensively with SEC Enforcement and Trading & Markets divisions, the Federal Reserve Board of Governors, the Federal Reserve Bank of Chicago, the CFTC, and the Bank of England
• Won OCIE Four Pillars Award (2018), awarded for outstanding service to investors and the National Exam Program

New York, NY, US

• Risk management and quantitative analysis for Index Asset Allocation funds, including Defined Benefit (DB), Defined Contribution (DC) and Synthetics portfolios.
• Created state-of-the-practice risk analytics in collaboration with BlackRock Solutions, including prototyping Active Share risk measure for Fixed Income passive funds, extensively utilizing SQL, VBA and MATLAB
• Produced supervisory/managerial/regulatory reports, analytics dashboards and visualizations, and presentations pertaining to risk management, risk analytics monitoring, and optimization of portfolio construction
• Developed and enhanced proprietary techniques for portfolio construction and optimization to be implemented in iShares ETFs, as well as institutional Index portfolios
• Collaborated with portfolio management, strategy and iShares product design teams to enhance existing funds and potential new products
• Conducted mean-variance optimization to aid portfolio management with tracking error reducing trade lists, as well as optimization analyses to aid in the design of new products

New York, NY, US

• Risk management and quantitative analysis for Fixed Income iShares® ETFs and institutional indexed funds.
• Created state-of-the-practice risk analytics in collaboration with BlackRock Solutions, including prototyping Active Share risk measure for Fixed Income passive funds, extensively utilizing SQL, VBA and MATLAB
• Produced supervisory/managerial/regulatory reports, analytics dashboards and visualizations, and presentations pertaining to risk management, risk analytics monitoring, and optimization of portfolio construction
• Developed and enhanced proprietary techniques for portfolio construction and optimization to be implemented in iShares ETFs, as well as institutional Index portfolios
• Collaborated with portfolio management, strategy and iShares product design teams to enhance existing funds and potential new products
• Conducted mean-variance optimization to aid portfolio management with tracking error reducing trade lists, as well as optimization analyses to aid in the design of new products

New York, NY, US

• Prototyped Active Share measure for Fixed Income passive funds.
• Conducted risk and turnover analysis on Fixed Income iShares ETFs and Indexed Institutional Funds

Champaign, IL, US

• Taught, tutored, and graded courses in Calculus I-III and Matrix Theory. Course sizes ranged from 21 to 87 students

Ft. Meade, MD, US

• Graduate Mathematics Program Intern
• Held Top Secret (TS) / Sensitive Compartmented Information (SCI) Security Clearance
• Developed skills in programming languages: Java, LaTex, and Hadoop – a MapReduce framework for cloud computing
• Created a package using Hadoop for finding connected components in large graphs for the purpose of graph analytics
• Documented findings in internally published classified technical paper and briefed results directly to Director of NSA
• Operated in a Red Hat Linux environment

Atlanta, Georgia, US

Taught, tutored, and graded courses in Calculus I-III and Matrix Theory

Master Of Financial Engineering (Mfe), Financial Engineering

Doctor Of Philosophy - Phd (Abd), Mathematics

Master Of Science, Mathematics

Bachelor Of Science, Applied Mathematics