Richard Clancy Email & Phone Number

Boulder, Colorado, United States

Boulder, Colorado, United States

Boulder

Focus on methods to handle uncertain/misspecified forward models for inverse problems and associated algorithms including interpolation based trust region methods. Special attention paid to robust optimization and approximate MLEs for general noise models. Have studied blind source separation and signal processing to localize neural activity for brain-computer interfacing using MEG data.

Boulder

Courses taught include Calculus 2, Calculus 3, Differential Equations, Linear Algebra, and Markov Processes.

Los Alamos, New Mexico, United States (Remote)

Investigated likelihood of and remedial actions for catastrophic rounding error in scientific computing pipe- lines. Discovered that 20% of computations in a PDE simulation were ignored due to limited dynamic range of floating point arithmetic when using single precision.

Lemont, Illinois, United States (Remote)

Studied and implemented trust region method exploiting mixed precision computations for largescale scientific computing and “big data” applications. Effectively reduced the computational burden by a factor of two by using single precision arithmetic where possible. Employed limited-memory linear algebra routines allowing for the solution of problems too large to fit in memory, i.e., optimization problems in excess of 1 million variables.

Boulder, Colorado, United States

Developed anomaly detection software for military/border security applications using magnetometers. Implemented signal processing algorithms to filter data and localize threats. Modeled different sensor array geometries to determine optimal configurations saving physicists and engineers months of time by running simulations rather than conducting physical experiments.

Boulder, Colorado, United States

Member of vision research team investigating methods for solving non-linear least squares problems to estimate pose angles and absolute distance from a camera. Contributed to production code employed on mobile devices for facial authentication and determine user engagement. Wrote scripts to parse/analyze large and messy datasets. Debugged in-house legacy C++ code.

Austin, Tx

Oversaw company-wide derivative exposure, ensuring positions remained within prescribed risk limits. Modeled scenario pricing to optimize option trading strategies on energy futures.

Austin/Houston, Texas

Conducted fundamental and quantitative research at energy focused commodity trading advisor. Assisted in the development of a proprietary risk-management system that evaluated derivative option risks in real-time. Developed and implemented automation routines for collecting large amounts of data. Built economic models and ran Monte Carlo simulations using random processes. Ultimately managed a $25 million discretionary option portfolio focused on natural gas.

Phd, Applied Mathematics

Master Of Science - Ms, Applied Mathematics

Semester Abroad

Bachelor'S Degree, Physics