I worked in a six person mid-frequency equities PM team. - Wrote the prototype for our event-based trading system used in production and for backtests. - Used Python and C++ to read live tick data, improve our job system and incorporate elasticsearch.

I worked in the quantitative equities group which focuses on algorithmic stock trading across many time horizons. My past projects have included:– Creating new modelling tools and making improvements to the Python modelling infrastructure and C++ simulator.– Developing equities forecasts. This included software development, modelling, simulation, approval and production installation. The primary code development used Java for our low latency forecasts and Python for longer horizon forecasts.– Generating new ideas for forecasts, tools and improved infrastructure.

I evaluated current and experimental shadow algorithms for Pixar’s next generation of lighting tools.

I implemented shadowing and other effects on top of Neoptica’s proprietary software for the Playstation 3.

I worked on new techniques, enhancements, and bug fixes for the software renderer as part of a five person team. My applied research for shadows and subsurface scattering has been used in films and commercials.

I worked on new techniques for multi-rigid-body problems.