Mitas Ray

Mitas Ray Email and Phone Number

Research Engineer @ Citadel Securities
United States
Mitas Ray's Location
Seattle, Washington, United States, United States
Mitas Ray's Contact Details

Mitas Ray work email

Mitas Ray personal email

n/a
About Mitas Ray

I run the full tech stack at ficc.ai, where we deploy machine learning (ML) models to accurately price municipal bonds in real-time. Prior to this, I left the Ph.D. program in Electrical and Computer Engineering (ECE) at UW. As a PhD student, I worked on ML research projects in decision-dependent optimization and sequential decision making. Before that, I completed my BS in Electrical Engineering and Computer Sciences (EECS) from UC Berkeley.

Mitas Ray's Current Company Details
Citadel Securities

Citadel Securities

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Research Engineer
United States
Mitas Ray Work Experience Details
  • Citadel Securities
    Research Engineer
    Citadel Securities
    United States
  • Ficc.Ai
    Founding Principal Scientist
    Ficc.Ai Dec 2021 - Present
    Seattle, Washington, Us
    - Created and deployed deep learning models with LSTM’s and attention to predict prices for trades of 1M+ municipal bonds, using TensorFlow and PyTorch- Enable users to price up to 100k bonds at once by designing and implementing a robust, scalable, cloud-based serverless backend on Google Cloud Services- Sped up data cleaning and processing by 95%, ensuring data accuracy and reducing processing time- Designed and developed the user interface, including the user authentication systems using Firebase- Reduced latency by 70% and cloud service costs by 90% by pioneering and developing an efficient pipeline for collecting real-time trade data- Built automated testing frameworks using Pytest to monitor the health of the product, reducing server downtime and ensuring the product's reliability
  • University Of Washington
    Graduate Researcher
    University Of Washington Sep 2018 - Dec 2021
    Seattle, Wa, Us
    Interested in classification/regression problems with decision-dependent data (e.g., performative prediction, strategic classification) and online optimization (e.g., sequential decision making, resource allocation).- Developed novel algorithms for expected loss minimization for a decision-dependent time-varying data distribution, and implemented these algorithms on real-world parking data using NumPy and scikit-learn- Created a novel surrogate function design technique to maximize competitive ratio for a sequential online resource allocation problem, and implemented this technique using CVXPYDecision-dependent risk minimization: https://arxiv.org/pdf/2204.08281.pdf (published in AAAI) Online optimization and resource allocation: https://arxiv.org/abs/2012.12457 (in submission)
  • University Of California, Berkeley
    Lecturer / Instructor Of Record
    University Of California, Berkeley Jun 2018 - Aug 2018
    Berkeley, Ca, Us
    - Handled course logistics, course material, exams, and final grades- Gave lectures and recorded associated lecture videos- Interviewed, hired, and mentored a teaching staff of 30 TAs and tutors- Expanded tutor responsibilities to give them more teaching and content development experience- Developed formative assignments for academic interns to better prepare them for labs and office hours
  • University Of California, Berkeley
    Undergraduate Researcher
    University Of California, Berkeley Aug 2016 - May 2018
    Berkeley, Ca, Us
    Project: Best of many worlds: Robust model selection for online supervised learninghttps://arxiv.org/pdf/1805.08562.pdf (published in AISTATS)
  • University Of California, Berkeley
    Undergraduate Student Instructor
    University Of California, Berkeley Jun 2016 - May 2018
    Berkeley, Ca, Us
    CS 61A: Summer 2016, Fall 2016, Summer 2017 (Head), Fall 2017, Spring 2018CS 61B: Spring 2017Head uGSI Duties: managed staff and course logisticsDuties: taught sections, developed course materials, held office hours, graded assignments and examsCS 61A is an intro computer science course on abstraction, functional programming, and OOP (Python)CS 61B is a computer science course on data structures, runtime analysis, and software engineering (Java)
  • University Of California, Berkeley
    Undergraduate Researcher
    University Of California, Berkeley Aug 2015 - Jul 2016
    Berkeley, Ca, Us
    Project: Open-source Automated System for Assembling a High-Density Microwire Neural Recording ArrayPublished in: MARSS, International Conference on Manipulation, Automation and Robotics at Small Scales. July 2016
  • Citrix
    Software Engineering Intern
    Citrix Jun 2015 - Aug 2015
    Fort Lauderdale, Fl, Us
    Software Test Automation Team- Wrote tests and improved current framework to increase testing coverage within a singleapp and across multiple apps for the ShareFile android application
  • Ibm
    Software Engineering Intern
    Ibm Jun 2014 - Aug 2014
    Armonk, New York, Ny, Us
    DataPower Software Quality Assurance (SQA) Team- Researching automation technologies to expand DataPower testing environment
  • National Institute Of Environmental Health Sciences (Niehs)
    Research Intern
    National Institute Of Environmental Health Sciences (Niehs) Sep 2012 - Sep 2013
    Research Triangle Park, Nc, Us
    Biostatistics BranchProject: Minimizing Systematic Errors in Quantitative High Throughput Screening Data Using Standardization, Background Subtraction, and Non- Parametric RegressionPublished in: The Journal for Experimental Secondary Science (JESS): Ray, M. et al. April 2014, Vol 3, Issue 2; Page 1-5; ISSN#2162-8092Mentors: Dr. Grace Kissling, Dr. Keith Shockley

Mitas Ray Skills

Java Python C++ R Scheme Sql Pascal

Mitas Ray Education Details

  • University Of Washington
    University Of Washington
    Doctor Of Philosophy (Ph.D.) - Incomplete
  • University Of Washington
    University Of Washington
    Electrical And Computer Engineering
  • University Of California, Berkeley
    University Of California, Berkeley
    Electrical Engineering & Computer Science
  • North Carolina State University
    North Carolina State University
    Distance Education & Summer Courses
  • William G. Enloe High School
    William G. Enloe High School
    High School

Frequently Asked Questions about Mitas Ray

What company does Mitas Ray work for?

Mitas Ray works for Citadel Securities

What is Mitas Ray's role at the current company?

Mitas Ray's current role is Research Engineer.

What is Mitas Ray's email address?

Mitas Ray's email address is mi****@****ley.edu

What schools did Mitas Ray attend?

Mitas Ray attended University Of Washington, University Of Washington, University Of California, Berkeley, North Carolina State University, William G. Enloe High School.

What skills is Mitas Ray known for?

Mitas Ray has skills like Java, Python, C++, R, Scheme, Sql, Pascal.

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