Summary
I am a seasoned quantitative analyst with 16 years of experience
in a variety of roles at a variety of firms in the financial
services industry. I combine extensive domain knowledge of
quantitative finance with solid, hands-on software development
skills to make the transition from research and analysis to
integrated production code go smoothly and quickly.
Links
Skills
Things I've used at work:
Perl, Java, C/C++, JavaScript/jQuery, shell scripting,
Visual Basic, PHP, R/Splus, SQL (MySQL, Oracle, Sybase)
Stuff I've dabbled with or used a long time ago:
Ruby, Phyton, .NET, haXe, Matlab/Octave
Other stuff I've worked with:
Bloomberg API, Google Maps API, jQuery-mobile, MVC frameworks,
HTML/CGI, CPLEX API
Interesting projects
- mob-rule.com: a web site
to track which counties you have visited. It hosts almost 4,000
registered users who have logged more than 2,000,000 visits to
U.S. and Canadian counties. Features:
- full color national and state maps
- Flash and HTML5 data entry tools
- find county for an arbitrary latitude/longitude coordinate
- Google maps integration: superimpose county lines on Google maps
- Google maps: superimpose colored polygons to show where a user
has visited
- Google maps: analyze a Google driving directions route to determine
which counties it passes through
- glott.org: an experimental
automatic internationalization layer for WordPress. Features:
- render content from any language into any language
- integrate content from more than one language into the same
source content
- machine (Google/Bing) translations of content, integrated
with user-provided translations
- interface for users to update/improve any translations,
Wikipedia-style, to any sentence
WordPress is a PHP application and I prefer to work with Perl.
So this application took me into several detours about how Perl
and PHP can be integrated. The resulting application is somewhat
of an abomination, but I learned a lot and it all mostly works.
- Forks-Super:
a full-featured Perl module to manage background processes and other
parallel programming requirements. Related:
Signals-XSIG and
Sys-CpuAffinity.
- DevelDumpTrace:
a highly introspective tracing module to show exactly what your Perl
program is doing at each instruction. Related:
Hash-Safekeys and
Text-Shorten.
-
PHP,
Catalyst-View-Template-PHP, and
MojoX-Plugin-PHP:
modules to integrate PHP templates into Perl code, specifically
Catalyst and Mojolicious applications.