Credit

Building RBC's automated corporate bond market making algorithm. Primarily focused on investment grade trading with some high yield. Managing a team of quants responsible for quantitative research and development of automated market making, hedging, ETF creation redemption and portfolio trading. Leading multiple projects to design and implement machine learning algorithms for automated pricing and risk metrics.Performing analysis in Python and KDB with algo implementation work in Java.

Responsible for building the bank's FX internalization engine. Algorithmic execution and hedging platform written in C++ and a suite of monitoring tools written in Python. Participated in the creation of a data warehouse to facilitate machine learning efforts.

Working on corporate bond trading algorithms. Focused on algorithm design and implementation in Scala and Python. Implemented the first generation of Morgan Stanley's automated bond trading and portfolio trading platform. Developing reporting and analytics platforms for use by traders/trading management. Led a small team of strats tasked with implementing algo features.

Developing strategies and assisting in the collection, interpretation and dissemination of trading information for decision making by traders and senior management.Worked on models and systems for automated trading of Corporate Credit Default Swap Index (CDX, ITRAXX) products. Built analytics tools used by quants and traders for decision making. Techniques and Technologies Used: Kalman Filtering, Time series analysis, KDB / Q, R, Python, Perl, Javascript.Built a redundant high-speed caching and reporting system for credit trading market information and created a report to be used by traders and senior management. Added redundancy, load-balancing and administration capabilities to create an industrialized solution.Used nearest-neighbor style machine learning techniques to discover trading performance data to be used for reporting and forecasting. Automated the collection and delivery of daily market share information to be used by senior credit traders and senior management.

Part of the Budget Forecasting and Planning (BFP) team responsible for firm-wide financial data. Automated loading and extraction of data from vendor products including Hyperion Essbase and IBM Clarity. Technologies used: Java, C#, Perl, Unix, Sybase, MSSQLTook part in the Technical Analyst Program, a 15-week comprehensive training program and received world-class instruction on C++, Java, Perl, C#, XML and SQL

C/C++ and Microprocessor Architecture

Worked with the Quantitative Analysis group to improve the speed and efficiency of a large forecasting algorithm used to manage over $1 Billion in agricultural subsidies.Reduced turnaround time from a month-long manual process to a procedure that ran in an afternoon. This work was mainly implemented in Oracle PL-SQL and also interfaced with Microsoft Access and some .NET components.

Maintained and developed new databases for tracking Environmental Emergencies data. Eased data entry for a contact management system used during environmental emergencies by first responders. Developed a database to automate the process of tracking effluent data for the Pulp and Paper Effluent Regulation (PPER) that governs pulp and paper facilities across Canada.Performed penetration testing and reported results to senior management.