David Rocker Email & Phone Number

Seattle, Washington, Us

Seattle, Washington, Us

Armonk, New York, Ny, Us

For the duration of this internship I worked for a private futures trader in the Raleigh, NC area. Over the course of the internship I worked by myself as a full-stack software developer to create a scalable application to receive real time data from the NYSE and analyze it. Responsibilities included:* Design, development, implementation, and testing of a custom scalable software application.* Working in an agile environment to add new features, fix bugs in the program, and increase overall performance of the application.* Storing and reading from a database in real-time.* Working with approximately 400 GB of historical data to develop analytical models for prediction. Preparing the data included cleaning the data, feature engineering, and subsetting/splitting the data.* Developing and backtesting (via cross validation) various machine learning models.Programming languages used:* Python (including Jupyter Notebooks)* PostgreSQLMajor Python packages used:pyqt5, psycopg2, multiprocessing, threading, sklearn, numpy, pandas, matplotlib, seaborn, socket, pickle, datetimeSkills developed/enhanced:Writing GUI code, working with big data, machine learning, multiprocessing, socket programming, project design and implementation, Object Oriented Programming (OOP), agile software development, critical thinking, communication.

Raleigh, North Carolina, Us

For the duration of the Spring 2017 semester I aided the professor for the Python for Finance in all areas of the course. This included:* Explaining programming concepts and tactics for Python to students.* Influencing direction of material covered in the course (what topics/concepts should be covered)* Creating/grading homework* Creating/grading quizzes

Master’S Degree, Financial Mathematics (Quantitative Finance)

Bachelor’S Degree, Applied Mathematics