Lift & shift of a long lived R research environment into AWS. Designed and implemented an AWS Docker virtualization pipeline that allowed previous developer workflows to remain the same, while facilitating utilization of all cloud execution services (Batch, Fargate, Lambda, ECS, EC2). Infrastructure as Code using python troposphere library.

Designed and implemented a serverless Scala+Akka data ingestion engine, currently executing 10,000s of acquisitions per day in production against a variety of source types (sftp, ftp, S3, ...). Reduced operational cost from previous system by 1000x. Integration with multiple AWS services: DynamoDB, SNS, SQS, S3, and Aurora. Parallelization at all levels: the account contained multiple VPCs, each VPC contained multiple AWS Batch compute environments, each compute environment executes multiple Scala applications encased in a Docker image, and each Scala application utilzed Akka Streams & Futures for high core utilization. Background python Lambdas for system health and monitoring. Property based unit testing achieved 98% code coverage of key components. Infrastructure as Code using python troposphere library.

Architected an overarching data strategy at a dynamic, FINRA regulated, startup focused on structured products. Infrastructure as Code via terraform on AWS, backend (scala/akka), & quantitative teams (python/pandas/boto3) to coordinate data integration within a highly secured cloud deployed environment. Designed a common data environment used across the entire web technology pipeline, from front-end click counting to backend monte carlo options simulations for portfolio pricing.

Evaluated Digital Asset’s distributed ledger contract language (DAML) as part of a team responsible for producing future design suggestions. Utilized the functional programming contract language & distributed ledger technology in multiple projects: equity exchange simulator, digital coin inventory and storage, healthcare marketplace investing.

Created a REST based portfolio optimization microservice. Scala+AKKA-HTTP web server, Java 8 backend interface into mosek optimizer. DDoS testing was never able to overwhelm system resources.

Head of Front Office Cloud Services. Developed cloud based microservices facilitating front office research engineering (python/scala/AWS). Led the team responsible for development and maintenance of the on-premises cloud environment (docker/marathon).

Central Risk Book (Scala, Python, Java). Developed reactive, distributed, applications and micro-services to facilitate internalization efforts. Front office trader on the equity cash desk.

2014 : Medium Term Statistical Arbitrage (C++). I migrated the system to trade in Tokyo (which was a very fun business trip).2009 - 2014 : Central Risk Book (Java, C++, Python). Automated IOI market maker.2008 - 2009 : Principal program trading quantitative analysis and optimization based trade out (Java).2002 - 2007 : Long term statistical arbitrage. Fundamental based equity long-short book at 20 day turnover (Java, R). The research environment was on a sun grid engine cluster.

Software developer in high frequency equity statistical arbitrage team (C/C++, Matlab, Splus).