Modeling Engineering

• Collaborated with program managers, quantitative researchers, and evaluators to design and implement features that improved the efficiency and transparency for pricing strategies of securitized product.

• Migrated multiple fixed-income asset classes’ code bases to a generalized framework for reduced logical complexity and better maintainability.

• Served on-call to monitor and maintain pricing-platform stability and accuracy; responded to questions regarding design logic and potential issues from quantitative research and evaluation teams.

• Researched on, prototyped, developed, tested, and maintained function approximation optimization APIs for fixed-point data type efficiency.

• Proposed multiple efficient algorithms solving the above optimization problems, reduced core API’s running time by 99.34% (i.e., from hours to seconds), and improved memory efficiency by 20% in average.

• Presented the above algorithm to multiple senior directors, and filled a patent as the primary inventor. Cooperated with multiple teams (model-based calibration, control, and machine learning teams) to work on further applications.

• Designed, wrote, and maintained tests for deep learning quantization feature.

• Mentored SDEs & SDETs in research, software development, and testing.

Developed and experimentally validated control and optimization algorithms (PID and model predictive control) for HVAC systems.