New York, New York, United States
• Built out AWS environment, implementing NAT/VPN PrivateLink to firm networks, batch computation environment, dynamically allocated live & paper trading environments for testing complete stack in “prod” without risk
• Implemented ML-based sentiment models with a $50mm book using Spark
• Implemented caching, distributed, snapshotting filesystem for all production data for stable research
• Created numerous research tools for signal construction and tradeability/factor analysis based on Pandas, Dask, and Spark
• Improved existing technical models by engineering new features and improving training techniques
• Migrated PM team to Bazel, integrating 3 disparate build systems into a unified polyglot build environment