*Developed data-driven pricing models to improve the efficiency and profitability of an automated trading system - (Futures, Currency Pairs, Commodities)*Built a rapid prototyper in Python to optimize time series data quality and availably at scale*Data transformations, Outlier Detection and Data quality at petabyte scale

*Enterprise Grade Quantitative Data Platform Design and Maintenance*Onboarding Large and varied data sets for internal Quantitative, Fundamental, Systematic analysis*Python, Snowflake, SQL, Datadog, Autosys

*Developed and implemented data pipelines using Python, Snowflake, and Alteryx to extract, transform, and load data from various financial data sources.*Azure Cognitive Search for OpenAi *Designed, Built, Maintained end-to-end Alteryx & Python workflows.*Maintained and grew Data Catalog of outside vendor data (Bloomberg, Meetmax API etc)*Data pipelines, data modeling, ETL processes, data warehousing, and data governance.*Developed and deployed data visualization dashboards using Tableau, Power BI, and Sigma Computing.

*K-means & Logistic Regression (scikit learn) based lookalike audiences, engagement signals & advanced targeting*Data-driven digital marketing campaigns, ROI optimization, re-targeting, conversion optimization.*Twitter analytics - twitter trends, time series analysis, topic modeling with textBlob, sentiment analysis, NLP, re-tweet network analysis *Data-driven marketing campaign dashboards with KPIs and unit economics.*A/B Testing, click-through rate optimization.

*Designed and built advanced TV pacing system for real-time optimization of live campaigns.*Designed and built negotiation tools for up-fronts including order entry, delivery, market data infrastructure and settlement based on FIX protocol.*Built functional TV analytics dashboard to study performance and planning by CPM, pod cost, projections, historical delivery etc.*Created ARIMA time-series impression projection model for use in a real time pricing platform.*Wireframes, Requirement Docs, Use Cases, Documentation*Created business processes for auction marketplace, order types and negotiation rules. *Created messaging protocols, data warehouse layouts, business rules and leverage policies.

*Terabyte scale Volatility based earnings models – for Options, Futures*Equity research, inter-market analysis, quantitative fundamental analysis, mean revision, behavioral analysis, Machine learning *Quantitative Fundamental analysis.

Desk Analyst*Order execution in global markets.*Specialist in forensic data-analysis of high frequency electronic orders. *Liaison between broker-dealer clients, technical teams and exchanges*Fill ratio and latency studies for clients based on market micro-structure analysis.*Significantly improved hit-ratios & transaction costs through optimization studies *Algorithm calibration.Partner Relationships.*Partnerships with several foreign brokers to provide US access to emerging markets for cross border ADR/Reverse ADR arbitrage*Designed and implemented FIX network from the ground up.*Certified, provisioned and on-boarded over 100 clients onto trade routing platform.*Extranets, exchange connectivity and co-location services (domestic and international) *Created company's FIX spec including certification scripts, test-procedures, on-boarding process management and best-practices program.*Managed FIX engine upgrades, roll-outs, calibration, and release-schedules.*Responsible for company wide computing resource allocation, load balancing and performance monitoring. *Created a proprietary continuous system alerting and latency monitoring framework.*Trained and mentored several junior support staff to handle level 1& 2 FIX troubleshooting issues.Trading System.*Built a multi-hub cross-country point-to-point private network with dual NOCs.*Setup and maintained multiple data centers with co-location facilities and remote management capabilities. *VAR models, Portfolio Margining, Real-Time position risk models*Built a simple numerical model to forecast bandwidth usage and scaling vs. market data usage.*CISCO IOS, routing protocols, traffic shaping,SNMP, Net-flow, premise wiring, data centers. *10+ years of integrating with Telcos, PRIs, Channel Banks, ATM, MUX, Dark fiber - Integration *Security – IDS, DMZ, VPNs Firewalls, patch management, vulnerability testing, audit-compliance. *Extensively familiar with the use of packet-sniffers