Marco E. Crippa Email & Phone Number

San Francisco, California, US

Engineering Impact Award - H1 2024

Raleigh, North Carolina, US

• Lead engineer for a project focused on replacing a boolean flag permissioning architecture with a SKU-based architecture: lead working sessions around system design and story mapping; write and refine stories; oversee.
• Architected, developed, and tested a self-serve payment solution that leverages Stripe, Paddle, and Avalara for payment processing and taxation to allow free users to purchase a paid plan without interfacing with Sales
• Design API endpoints to handle data management flows for both external customers and technical support
• For internal hackathon, implemented Go linters that discovered and fixed subtle issues across the codebase
• Act as a mentor for junior developers and QA engineers looking to transition into backend engineering

Des Moines, Iowa, US

• Implement and test new strategies and signals from published papers and internal research
• Develop a backtesting platform to allow a variety of modeling to be carried out against historical data
• Develop and integrate wrappers for several data vendors' APIs (FactSet, FRED) to optimize existing processes
• Monitor, maintain, and optimize all aspects of PGE's quantitative production environment, including the codebase for proprietary models and toolsMajor Accomplishments:
• Implemented a Stock Level Concentration metric utilizing PCA to determine factors driving return variance, along with a Sector Level Concentration metric to highlight extreme sector return risk
• Updated the portfolio optimization platform for PGE, adding new features and improving performance, allowing for enhanced strategy simulations

Des Moines, Iowa, US

• Integrated Bloomberg and FactSet pipelines into a stock ranking process and improved its reliability
• Upgraded an internal portfolio optimization toolkit to introduce more flexibility and to improve performance

Geneva, CH

• Researched relationships between stock prices of energy companies and characteristics of natural events with the aim of predicting stock price variations
• Evaluated input variable transformations for a regularized linear regression model aimed at predicting stock mispricing signals
• Created a new website with interactive charts, tables, and heatmaps presenting 100 market metrics, including equity views, sector trends, and forex information, along with recommendations for clients
• Automated production of daily and weekly market reports, reducing generation time from hours to minutes

Boston, Massachusetts, US

• Emerging Technology R&D, Data Analytics, Data Visualization, and Collaboration Technology
• Conducted research and proof of concept activities to support Financial Services departments
• Developed a task tracker to assist managers in monitoring ongoing projects (in Python + Flask)
• Created prototype dashboards for data visualization using Tableau

Coral Gables, Florida, US

• Contributed to design and development of a data analysis and visualization product for tracking financial transactions
• Improved product through testing and optimizing Python code
• Developed a generalized script to generate various types of graphs based on command line arguments such as graph type, data file, and color palette (gnuplot)
• Developed a Python script to automatically generate a PowerPoint presentation importing selected graphs and tables

• Collaborated with Data Science team members to define front-end requirements and specifications for a multi-section data analysis report containing over 500 graphs and tables
• Developed a PHP script to automatically generate the weekly HTML report, ensuring maintainability and flexibility to allow for more graphs and tables to be added

Master Of Science, Computational Finance / Computational Data Science (On Leave)

Bachelor Of Science, Computer Science And Business (Finance)