Jonathan Gibney Email & Phone Number

Houston, Texas, Us

Us

Member of small programming team for a multi-billion dollar hedge fund firm. Designed, implemented, and supported several data entry, analysis, and reporting systems, working closely with users to gather requirements and feedback. Worked with other programmers to significantly rearchitect various technology infrastructure components, dramatically reducing ongoing maintenance issues. Assumed responsibility for support and ongoing development of many systems, including firm's portfolio risk management system.

Minneapolis, Mn

Made several contributions to a system for hedging complex financial products. Worked with Quantitative Analysts to translate requirements into working implementations for running on a grid computing platform (DataSynapse).

Us

Primary developer charged with the design, implementation, and support of portfolio risk management system for a multibillion-dollar global multi-strategy hedge fund firm. Built processes to integrate data from numerous and varied sources, and perform calculations to produce model-driven risk measurements, enabling firm-wide management of risk across a wide variety of strategies. Built processes to generate multi-dimensional stress surfaces, enabling management of non-linear risks.Provided key data to facilitate Director of Risk Management's communications with investors. Built interactive tools to provide traders access to calculations for use in trading decisions.Rapidly evolved system to keep up with changing business requirements and strategies. Maintained high system reliability over several years.In addition, frequently called on for time-sensitive special projects, including a system to help Compliance department monitor short sales in order to conform to an abrupt regulatory change, and a system to track major changes to broker margin requirements so that management could act to minimize impact on firm's portfolios.

Redmond, Washington, Us

Contributed as part of a large group of programmers to Microsoft Outlook, a commercial software product with millions of lines of code and millions of users.Implemented significant portions of the contact management functionality. Listed as one of the inventors on US Patent 5,946,691 related to this work. Restructured various components to allow programmatic access. Many other small features.This was an environment with written specifications, code reviews, bug tracking, a daily build process, and automated testing. Contributed to the first release - Outlook 97 - as well as the next two updates - Outlook 98 and Outlook 2000.