De-Risking DeFi

Atalaya is an alternative investment advisory firm founded in 2006 and headquartered in New York City. The firm primarily focuses on making private credit and special opportunities investments in three principal asset classes – financial assets, real estate, and corporate.

High-frequency trading strategies utilizing statistical and machine-learning techniques.

Risk management for the global proprietary trading group. Developed an automatic daily reporting infrastructure for risk and performance attribution. Used a factor model to analyze mostly long-short and quant strategy equity portfolios.

Researched and published a novel distributed algorithm that drives a wireless sensor network to a state in which all devices share a common heartbeat. This can be used to capture 'snapshots' of the monitored environment or to coordinate communication amongst the devices.

Researched, designed, implemented, tested, and documented a multi-threaded program that performed a SQL database version migration in a time-critical, site-down situation.