Using Python, programmed systematic macro indexing strategies for asset classes including commodities, FX forwards and equities.- Working within a Agile Continuous Integration/Continuous Deployment (CI/CD) software development team environment, implemented index calculation code into automated processes for the calculation (end-of-day or real-time) of index levels and published those levels to Bloomberg, Reuters, and Morningstar.- Wrote shared Python modules including ones that manage FX settlement dates, calendars, portfolio modeling, and storing intermediate index calculations.

Created a portfolio duration risk modeling tool, using Python and QuantLib, for municipal bonds portfolio managers that simulated the changes to duration and convexity of amortizing and/or callable among different rates yield curves.- Programmed a real-time pro index benchmarking web application (ReactJS and Python) so that muni bond traders can immediately purchase and allocate newly issued muni bonds among Vanguard’s municipal bond and money market funds.- Developed and published internal Python packages for investment analysts that streamlined data aggregation process from investment data vendors including BlackRock Aladdin, Morningstar, and Charles River for efficiency gains valued at over $3 million per year.

- Programmed interactive analytics dashboards for IT senior leaders for operational, financial, and productivity metrics using Grafana, SQL, and multiple AWS database solutions.- Designed and taught Quantitative Python courses to over 600 Java Developers, Data Analysts, and Quantitative Researchers. External vendors have quoted their equivalent training offerings at $6 million.- Constructed a data pipeline for web scraping and text cleaning, and natural language processing on SEC 10-k filings to identify non-transitive peer groups for listed securities and to trade based on company similarity scores.

- Design and manage the ETL of click advertising time series data, account contact data, and company firmographics (API implementations, web scrapers), into an automated dashboard as a product.- Create algorithms to track internet activity and predict when businesses are attempting to make large tech purchases. (Correctly predicted Walmart buying Jet.com).- Lead the product development team for international reporting.- Train employees in R and SQL so that they process reports and automate previously manual duties.- Standardize and quantify telemarketer recruitment and retention programs using machine learning.

● Applied machine learning and database management to prove the effectiveness of the Moven product in customer money management.● Created a customer retention analysis showing correlation between advertising and customer activity in monthly cohorts.● Designed the ETL for Google App Analytics data into SQL and MongoDB databases for analysis.● Updated the weekly key performance index report on customer metrics.

● Researched and drafted memos on subjects ranging from developing psychological tests and questions, to identifying the effects of a firm’s liquidity on its employee retention.● Conducted internal legal compliance and office audits saving the firm $70,000 annually.● Spearheaded inventive recruitment efforts yielding a brilliant crop of new traders.