Over the last 20 or so years I have been designing and building large scale computer systems for measuring market and credit risk, including large operational data stores, highly parallelized (cloud/grid) model environments for optimizing simulations and reporting and BI systems for statistical analysis of big data. I am often brought in to fix, improve, automate and refactor models and systems to take advantage of parallel processing across process threads and cloud/grid based systems.Specialties: Mathematical Modeling, Financial Risk, Simulations, grid (cloud) computing, high performance computing architectures, market risk, credit risk, computational physics, big data, automation, system architecture, project and team management.Interests: Photography, image analysis, travel, hiking, climbing, kayaking
Listed skills include Financial Modeling, Enterprise Risk Management, Market Risk, Credit Risk, and 26 others.