Currently on garden leave, leveraging this time for professional development and exploring new opportunities in AI, robotics and blockchain.

Scoring and Simulation Framework

• Scoped and led the migration of recurrent large batch simulations from an expensive simulator to the new modular simulator, establishing accuracy evaluation workflow and achieving annual savings of $2.3–$4 million.

• Directed a project within a larger initiative to accelerate model releases, making simulations 30x cheaper and 6x faster. Developed roadmap, architectural designs, and integration plans; implemented key components and drove the project to a successful release.

• Contributed to a firm-wide effort to standardize and modularize quantitative logic; designed reusable components for forecast processing, unifying methodologies and reducing redundant implementations.

• Led extension of simulator support to 13 additional portfolios, broadening usage from alpha research to portfolio research. Mentored junior engineers to refine data pipelines and framework components to meet expanded requirements.

• Led technical debt reduction, improved cache generation stability, and oversaw handover of data pipelines to reliability engineering team to lighten support load.

• Promoted adoption by representing the product at town halls and presentations.

Simulation and Scoring Framework

• Co-designed a modular simulator framework with senior architects; independently designed and implemented key components, establishing it as the primary tool for alpha research simulations.

• Led proof of concept phase, meeting strict accuracy and performance requirements, securing resources for full-scale development.

• Drove integration of quantitative components from partner teams, streamlined modeling workflow for a python-centric experience.

• Defined accuracy standards, investigated and implemented enhancements, improving worst-case accuracy by 12.8% and average accuracy by 4%; built automated pipelines to generate results and monitor ongoing accuracy.

• Optimized simulator performance to 17× faster and 15× cheaper comparing to the original; collaborated with platform engineering to enhance orchestration, boosting reliability and reducing tail latency.

• Drove user migration, resulting in over 250k simulations monthly and annual savings exceeding $2 million.

Financial Analytics Engineering Team

• Built and maintained data pipelines encompassing data ingestion, cleaning, validation and storage.

• Developed user interfaces for data exploration and post-trade analysis.

• Automate manual reporting processes across 5 teams, streamlining workflows for critical business goals.