Technology and investment professional with a background in quantitative finance, equity signal research, equity and credit derivatives pricing, and algorithmic trading.. Twelve years experience with equity signal research, seven years equity options pricing, five years corporate credit and credit derivatives. Developed successful credit-equity models, volatility surface modeling, execution cost modeling / market impact models.Infrastructure work includes development of domain specific languages for trading, signal construction, and risk modeling. Additional projects include large-scale event-based data processing for OPRA and tick data, Experience building bi-temporal data stores including topic-based bi-temporal views of uncertain future events.