MS Access, complex VBA, mission-critical trading tools

Developed SQL Server stored procedures with Azure data studio, complex SSRS reports

Access development, advanced VBA, fund accounting, SQL Server

Was in Barcelona for a year joining my wife on her academic sabbatical, the terms of our visa were such that we were not allowed to work. Worked on learning Spanish and other intercultural experiences in Barcelona and around Europe.

SQL Server stored procedures, Access/Excel VBA, Advanced SSRS

VBA Access, Excel development. Aladdin - risk analytics/investment systems, Unix, Sybase

Turner Investment Partners, Maintaining and enhancing quantitative applications based in MS Access and Excel. VBA, transact SQL.

Axioma Portfolio Optimization Software - Managed RFP process including creating RFP, conducting industry research, met with vendors. Managed implementation, coordinated training, designed and created software and designed processes to move software into production. • Tested strategies developed by Axioma and communicated investment process to Axioma analysts for more useful strategy suggestions. Created strategies to model investment methods within an optimization. Researched optimization techniques, developed tools, processes and documentation to enable production implementation of more advanced methods of risk management with current investment strategies. Developed table structures, import methods, and calculation of complex derived fields for international quantitative investment model. Developed routines for complex statistical analysis of different financial ratios. Integrated MSCI data with Clarifi, a quantitative analysis package used for building models and backtesting. Learned Pascal and Clarifi script function call library, wrote trading script, modified existing scripts for testing different investment concepts. Factset Alpha testing, PA, Screening.

Develop solutions using MS Access, Excel. Supported GasBuyer (web based software tool) with testing, design and documentation used by large consumers of natural gas to reduce the cost of natural gas by giving daily real-time price direction regarding natural gas futures contracts up to 18 months prior to contract expiration. Natural Gas Futures Contract Purchasing Model – Translated from Java to VBA using MS Access 2003 to provide the ability to back-test model and enable ad-hoc analysis such as different market conditions, different contract requirements for different months, different purchasing strategies. An additional module was written to calculate returns over variable time periods using different algorithms/strategies. The program used an Oracle database to house historical futures prices and other data. Extensive testing and verification to ensure algorithms gave the same answers as production application. The detailed results from this program were used to do further return analysis and to create marketing materials. Store Traffic Forecasting Tool – Created program to forecast weekly store traffic for 2000 stores. Weekly weather data used with 300 different linear regression models. 50-variable multiple regression models were supplied by a statistician. This program would extract weather forecasts from an Oracle database, calculate the result of the regression and use this to modify forecasted store traffic for each store.

Develop solutions using MS Access, Excel, VB, VBA, SQL, SQL Server. Process re-engineering. Automation.

Supported portfolio managers and senior researchers with technical analysis and back testing programs. Wrote research projects involving technical analysis. Created allocation/performance applications, stock screening applications directed at international equities, fundamental analysis applications including the DuPont formula, and stock charting applications. Assisted consultants with development of mathematical MILP model using Mosel software. Familiar with Factset API, IBES, Worldscope, Compustat, Reuters. Developed equity screening models using fundamental and technical analysis. Serving all departments of international equity fund including using MS Access, MS Excel, and Visual Basic deploying custom solutions. Involved in complete design, development, and implementation of solution. Created programs that interfaced with real-time pricing services. Created mission-critical reporting applications using MS Access, SQL Server, and Excel. Attribution/Performance Application – Using Factset API and reading from MS SQL Server tables this application created various tabular reports including a country/sector performance grid with mouse-over quadrant showing country/sector individual stock composition. Interface allowed account, benchmark, period, and report selection. Real-Time Portfolio – Excel based tool that enable users to see a portfolio’s detailed holdings in real-time. Daily holdings were pulled from MS SQL database. The program used formulas written dynamically that linked into Reuters real-time exchange pricing. Average costs of positions were displayed to enable gain or loss calculations. This tool was used by portfolio managers and traders to monitor multi-million dollar accounts throughout the trading session.Client Reporting –This mission critical application contained a suite of 25 reports and was the singular source of holdings information for the firm. Reporting on $14 billion AUM.

Research projects involving customer tracking and product development. Sales analyst. Developed ad-hoc query tool used by research dept against data warehouse, Access/TeraData.