Education
Northwestern University
Master of Science, Computer Studies in Music 1988-01-01 - 1990-01-01Oberlin College
Bachelor of Arts, Physics 1981-01-01 - 1985-01-01Udacity
Machine Learning Engineer Nanodegree, Machine Learning 2018-01-01 - 2018-01-01Work Experience
Mad River Research Group
Current
Mad River Research Group
Clear Street
2021-06-01 - 2023-11-01
Clear Street
Akuna Capital Non-Compete Agreement
2021-03-01 - 2021-05-01
Akuna Capital Non-Compete Agreement
Akuna Capital
2018-09-01 - 2021-02-01
Akuna Capital
Citadel LLC Non-Compete Agreement
2017-12-01 - 2018-08-01
Citadel LLC Non-Compete Agreement
Citadel Securities
2008-09-01 - 2017-11-01
Citadel Securities
Wargaming
2007-07-01 - 2008-07-01
Wargaming
Synk Audio
2003-06-01 - 2007-06-01
Synk Audio
iManage
1999-02-01 - 2002-06-01
iManage
FASA Interactive (Acquired by Microsoft)
1993-01-01 - 1999-01-01
FASA Interactive (Acquired by Microsoft)
Skills
Summary
Software architect, manager, lead, and engineer with track record of success in the design and development of low-latency, real-time, finance, digital media, streaming data ingress and analytics, front and back-end microservice architecture-based software solutions. Strong background in software development life cycle (SDLC), requirements analysis, project scope, software architecture, software design and development, project and engineering management. Management and process proficiencies include business case analysis, project planning, financial budgets, sales/marketing support, data modeling and analytics, RAD and agile development, regulatory reporting. Extensive knowledge of object-oriented analysis and design (OOAD), microservices, in-memory and distributed streaming analytics, cross-platform, front-end and back-end software development. Specialized expertise in low-latency, real-time, high availability and scalability (HA), architecture and optimization for financial engineering, computational finance, streaming data ingress and analytics, declarative and functional query languages, complex event processing (CEP), 3D, digital signal processing (DSP), and distributed network software architecture. Technical proficiencies include: OOP, C, C++11, C++17, Objective-C++, Cocoa, Python, Lua, Perl, Linux, BSD Unix, macOS, Windows, SQL, Sqlite, FIX, OpenMAMA, NYSE MAMA, NYSE FIX, ARCA FIX, NASDAQ ACT, NYSE TRF, FINRA TRACE, MiFID II, SWIG, Multithreading, SIMD, SSE, Altivec, ML.