I took the lead in developing a platform used forautomated trading on the Forex market. The platform was composed of severalcontainerized (in Docker on AWS) micro­services developed in C++ that cared forthe various aspects of the trading requirements.Using the FIX protocol we interfaced directly with market providers to providereal­-time price ticks and sub-­millisecond trade responsiveness.

My main responsibilities were to transform a proof­-of concept technology into a robust platform. This included extensive refactoring of the C++ code base to be more encapsulated and extensible. This also included integrating 3rd party libraries, developing proprietary file formats, and processing raw PCM data for use in proprietary signal processing algorithms.I also developed methodologies to parse and validate client provided data and then transform said data for consumption by the analytics platform. Additionally, I created Windows services modules that could be installed on client servers to handle all communications with the RankMiner system.

My primary duties were to manage and engage in the design and development of a voice recognition system that is used to transform speech dictations into text documents. This work involved creating/modifying Bash and Perl scripts that utilize the HTK toolkit and other proprietary programs to create acoustic models and language models that get used in the production system. I would research and develop new approaches to the processing and formatting of documents via statistical analysis and natural language processing. Analysis and development would utilize Hidden Markov Models, n­-gram language modeling, and, Viterbi decoding.I also designed and develop Linux/C++ and Windows/C# programs driven by a SQL Server database. These programs would then have to be integrated into the zero-down-time-system work flow. I was also responsible for keeping a high performance computing cluster up and running efficiently via Lustre, ZFS, and Grid Engine.

ADMB is an open source software package that uses the AUTODIF library, a C++ language extension, to develop non-linear statistical models.I was tasked with evaluating potential approaches to parallel processing in ADMB with the aim of reducing user wait time. Promising results were achieved using OpenMPI.

Developed a Visual Basic application and SQL database back-end used to load sales data and calculate sales commissions. It is estimated that the commission system will save 30 man-hours each month and result in more accurate and reliable commission data.

Develop, maintain, test and document public open source Automatic Differentiation Model Builder (ADMB) software written in C/C++ programming language. Collaborate with Core Developers for software development. Maintain Linux, Windows, Solaris and Mac OS testing systems. Support software end users. Maintain source code version control system. Conduct library research on computer algorithms.

I was responsible for preparing and giving all lectures, writing and administering exams and grading all exams and assignments. I also held regular office hours to assist students. The courses I taught were: Differential Calculus, Trigonometry, and Pre-­Calculus.