• Provide supervision, leadership, and direction to a highly skilled team of data scientists and software engineers through employment of advanced analytics and technologies to further advance Finra’s mission.• Research and implement behavior based risky Representatives model using high dimensional categorical data and event sequence embedding techniques• Research and implement firm liquid risk model using Bayesian time series and machine learning techniques• Research and implement… Show more • Provide supervision, leadership, and direction to a highly skilled team of data scientists and software engineers through employment of advanced analytics and technologies to further advance Finra’s mission.• Research and implement behavior based risky Representatives model using high dimensional categorical data and event sequence embedding techniques• Research and implement firm liquid risk model using Bayesian time series and machine learning techniques• Research and implement text analytics in area of robotic process automation, information extractions and text classification through effective utilization of NLP and deep learning-based language models. • Apply network analysis to identify risky migration network, trade collusion and market manipulation network• Develop and promote human centered AI solutions with model transparency and interpretability.• Design and build analytical web applications to enhance and maximize end user experiences with cutting edge technologies such as React, Material UI and Flask/NodeJS.• Lead the development and optimization of core computational infrastructure and performance by using techniques such as spark cluster, multiprocessing, and airflow. Show less

Founding member of the SEC first quantitative examination unit; oversaw the team grow from 4 people to 20+ with budget zero to multiple millions dollars of funding in a number of projects.Led exam efforts of quantitative hedge funds and asset managers, and high frequency firms.Designed and led a team of developers to build the National Exam Analytics Tool (NEAT), which enables examiners to access and systematically analyze large volume of trading data to identify insider trading… Show more Founding member of the SEC first quantitative examination unit; oversaw the team grow from 4 people to 20+ with budget zero to multiple millions dollars of funding in a number of projects.Led exam efforts of quantitative hedge funds and asset managers, and high frequency firms.Designed and led a team of developers to build the National Exam Analytics Tool (NEAT), which enables examiners to access and systematically analyze large volume of trading data to identify insider trading, allocation practice, anti-money laundering and market manipulation. Core member in the initial design and development of High Frequency Analytical (HAL) tool that can ingest and analyze billions of high frequency transactions resulting in significant findings on a few examinations of high frequency firms Show less

Prime Brokerage Risk:- Prime brokerage risk management- Hedge funds lending risk managementEquity Financing- Liquidity and balance sheet management

Researched statistical driven trading strategies (Stat Arb, momentum and mean reverting)Implemented trading strategies

Designed and built high frequency quoting strategyAnalyzed and researched commodities, rates forward curves and spread products arbitrage opportunities.

Interned at Saba (Boaz Weistein) credit proprietary trading desk

- Support cash CDO proprietary trading- Support single name exotic credit derivative desk

- Interest rate derivative relative value trading signal generation and reporting- Pricing, hedging and risk analytical platform development