Interest rate swap trading system, data visualization, and dashboards. Technology includes Flask, Plotly, Dash, Pandas, Numpy, C++, PyKx, and KDB

New Model Development, Feature Engineering, Feature and Model Evaluation, GCP, Apache Beam, Apache Airflow

Python/C++, Snowflake, Reporting, Flask, JQuery

* Designed and implemented a microservice-based web application (both server and client side) to facilitate regulatory reporting with 3rd-party financial software: (1) Implemented server side with Python (Flask and jinja2), (2) Implemented web client with JQuery (JavaScript), (3) Implemented similarity measurement and recommendation on various data components* Improved operational risk monitoring with NLP* Built data ETL and end-of-day reconciliation processes for investment banking* Led small teams of software engineers and data scientists on various POC projects. Developed the process to set up AWS RHEL7 VMs for various development purpose* Open Source Effort:* Contributed to comma.ai’s OpenPilot self-driving project* Developed desktop and web applications with flask, jinja2, websockets, JQuery, and Plotly (Python)

● Recognized as “critical talent” and received special RSU award● Introduced data science into sales, marketing and product development. Established AI/ML ecosystem by identifying data sources, designing architectures, developing models and pipelines, and setting up production processes.● Built end-to-end AI/ML solutions to improve customer experience (recommendation and fraud detection) and identify sales/marketing opportunities (retention, acquisition, call driver, pricing).● Led document extraction (image understanding with computer vision and CNN-based networks including RPN, YOLO, and SSD) effort to automate tax return preparation and reduce clients’ data entry effort. Implemented training, evaluation, and production pipelines with engineers and data scientists. Mentored junior software engineers and data scientists.● Reduced fraudulent activities by more than 70%. Saved more than $1.6m through improved customer retention. Identified more than $10m monetization opportunities. Trained junior data scientists and data analysts. Communicated insights and business intelligence to business leaders.● Coded extensively in Python, OpenCV, Java, SQL, and shell scripts. Worked with various AI/ML and NLP libraries.● Pending Patent: Electronic Alerts Generated From Identification of Fraudulent Tax Activity Indicia in Electronic Tax Filings (INTU1710122, Filed on Mar 29, 2017)

Supported commercial paper analytics system

Designed and implemented machine-learning (ML) algorithms for natural language processing (NLP) with funding from DARPA, NIST, CIA, and FBI, by working with NLP researchersProjects included metaphor detection, text summarization, and analysis of conversations on social mediaPublished papers with other researchersSuccessfully applied grants from NIST and CIA for text summarization and social discourse analysis

Worked closely with traders and quants to design, evaluate, implement, and productionize MBS prepayment modelsMaintained and re-engineered the grid-based MBS analytics system

Designed and implemented the firm's first tick data QA frameworkDesigned statistical models to optimize the data feed performance with multiple vendorsBrought HKFE to live by working with quants

Tech LeadLed the effort to design and implement the award-winning electronic futures trading platform, PrimeTrade, with distributed architecture based on messagingRevenue grew from $40mm in the first year to $270mm in the 4th year