Fintech thought-leader on analytics, decision support, and risk systems, with over 30 years in the industry. Architect of multiple world-class quantitative analytics and business process automation tools for buy-side and sell-side financial services firms.Extensive knowledge of the intricacies of most asset classes including vanilla fixed income, securitized (including mortgages, ABS and syndicated loans and CLOs), credit and interest derivatives. And of course, all the easy exchange traded instruments. Recent projects include:- Scenario analysis/stress testing with shifting of the underlying benchmark/index, volatility, or currency.- Realtime liquidity risk measurements and alerts.- Value-at-Risk (VaR )calculations with support for several different models including user tunable Monte Carlo and historical.- Various flavors of options pricing models.- Fund and firm level capitalization/margin stress testing. (Reg-T, TIMS, STANS, Portfolio Margin receiving FINRA approval at 3 different BDs).- Open/Tunable a priori Factor Model.- Brinson Performance Attribution extend for fixed income effects.Currently engaged in research for application of artificial intelligence to such problems as: benchmark approximation and portfolio construction, momentum analysis, block trade execution, margin/loss prediction, sentiment analysis, and data reconciliation. Ardent believer that a small team of exceptional talent is worth 10x that of larger mediocre teams. Top decile knowledge of Python, PyTorch, Pandas, Java/Node, SQL, and .net.