I lead a team of engineers to manage L2's data platforms and pipelines that benchmark digital performance of close to 2000 brands in all indsutries. We've built multiple new UIs (Node, Express, React, Redux), and various data pipelines and micro services (Python, Redshift, Lambdas). I guide the direction of L2's data and engineering development and vision.
Previously: Full Stack Engineer & Full Stack Engineer Lead.
I led development of the patient engagement platform for physician's practices. We onboarded the first 10+ healthcare providers (0 to 1 and more!) that used the platform and I worked closely with them to iterate the product. My responsibilities extended into building the growth pipeline, acting on user feedback, and roadmapping product development.
I worked with the portfolio managers for the currency, credit, long/short equity, and CTA funds to create a comprehensive risk infrastructure for the firm. I leveraged my financial programming tools to perform backtests, overlay hedges, optimize portfolios, implement component analysis, price derivatives, and utilize various statistical methods.
VBA Python Flask MySQL R D3 Bloomberg
My final dissertation was on Volatility as an Asset Class in which I examined the merits of volatility as a tradable asset using rigorous statistical methods in MatLab. I applied portfolio optimization techniques and enhancements to study the effects of volatility. I also explored various products and strategies to gain exposure to volatility in different market conditions.
I developed asset allocation models in MatLab which were used to deploy the firm's portfolio. The models utilized Monte Carlo methods and statistical techniques to provide future outlooks for the firm's investments. I created a UI in Java to gives users flexibility in using the models.
MATLAB R VBA Java
I continued research in NLP and created algorithms and heuristics in Python to improve existing audio and transcript alignment procedures in the Hidden Markov Model Toolkit (HTK).
Python NLP HTK
I completed my senior dissertation on Forced Alignment Under Adverse Conditions in which we examined methods to match unclear or noisy speech to a transcript. Previously, I researched Quantum Random Walks by categorizing probability plots generated by our Maple scripts.
I streamlined business applications vertically and horizontally during the merging of Bank of America and Merrill Lynch. I piloted and implemented FAST Enterprise Search Platform for the searching and manipulation of both structured and unstructured data.
C# MySQL FAST ESP
I worked on the Asian Cultural History Project for a gallery to be established at the National Museum of Natural History.