Hands-on technical lead for 15 software engineers on the Data Engineering team. Mentored engineers ranging from early-career collegiate hires to staff level.

Pioneered Ridgeline’s metadata-driven ecosystem, allowing over 20 microservices to share a common domain model.

Led the development of an event-driven architecture that underpinned Ridgeline’s data platform.

Drove cross-functional efforts to implement bi-temporal persistence of data that enabled queries across independent timelines.

Architected the messaging and persistence layer to support multi-region failovers as required by Ridgeline’s contractual RTO/RPO SLAs.

Owned customer-facing services that provided audit, user-defined fields, and global search capabilities to the application.

Refactored our object-authorization framework from recursive PostgreSQL CTEs to an in-memory object graph, increasing performance by several orders of magnitude.

Contributed to company-wide architecture decisions across the company as Ridgeline grew from 50 to 500+ employees.

Rates Quantitative Analyst:

Reduced latency in consuming live trade information from 30 minutes to milliseconds, enabling real-time analytics for the rates trading teams.

Created a systematic method for measuring market liquidity to assist in the rates automated market making business.

Designed a web-based application to visualize trade volumes and patterns, interfacing JavaScript with a KDB back-end.

Back-tested alpha strategies to enhance market making PnL.

Multi-Asset Structuring Analyst:

Determined terms and pricing of equity linked notes (notional ~$900mm) for sales teams covering various retail channels.

Acted as main point of contact for sales teams, exotic equities trading desks, quantitative analysts and legal teams during the primary issuance process for equity linked notes.

Improved existing system for tracking client feedback with VBA and expanded usage with sales and trading.

Prepared monthly ideas piece using structured products to express popular Citi Research themes and views.

Implemented new model for corporate loan pricing based on Monte Carlo methods and performed preliminary analysis on effects of volatility on prepayment percentage and loan pricing

Refactored existing MATLAB code for generating bond-synthetic basis reports with emphasis on future extensibility, ease of code maintenance and execution time

Transitioned infrastructure for generating credit trading signals from Unix/R backend to MATLAB with special attention towards handling index roll dates

Refactored VBA spreadsheet that aggregated daily market data and emailed a summary report to senior risk managers

Developed a Java application to automate testing of the foreign exchange pricing engine and perform load-tests

Verified developmental features in the trading platform by identifying problematic components

Gained experience interfacing with industry-standard communication protocols (Tibco RV, Tibco EMS, FIX)