About

Work Experience

• Owner (Notable Projects consulting for various Fintech/Capital Markets), QCOMPUTE LLC

  Jan, 2017 - Present

  • Built Consumer credit monitoring service focus on early detection as a React PWA (AWS React Stripe Node Serverless Python)

  • Built Scalable Credit Reporting Data Validation/Enrichment Service (AWS React Stripe Docker Containers Serverless Node Python QuickSight)

  • Built POC invoice financing platform for food services/fintech financing startup (AWS React Node Python Rekognition D3 Syncfusion Diagramming LoanPro)

  • Evaluated, Architected Solutions for asset securitization of consumer loan portfolios (LoanPro, AWS, WebBank, Cross-River, ABS, SPV Financing)

  • Evaluated, Implemented, Deployed Loan Management/Servicing into fintech startup's infrastructure (LoanPro, AWS, Credit Scoring, GBM, Machine Learning)

  • Built Consumer Loan Application Web Application for machine learning fintech startup (React, Node, AWS, Serverless, LoanPro, Plaid, Python, Keras)

• CTO (Startup Hedge Fund - systematic macro), DYNAMO FUND

  Jan, 2020 - Jun, 20233 years 5 months

  • Helped bootstrap fund during covid pandemic heavily utilizing cloud technologies and remote deployment of technologies (AWS Microsoft, Intel NUC, …)

  • Built out trading connectivity via Bloomberg EMSX to over 20 exchanges (Python, Bloomberg EMSX/Desktop API, ngrok, React, AWS, …)

  • Monitor overnight trading and rebalancing for trading strategies (Python, Pandas, EMSX/Desktop API, …)

  • Built/Run reconciliation of trades/cash in multi-currency portfolio (Python, Pandas, …)

  • Built out risk reporting for internal and reporting purposes (Python, Pandas, …)

  • Contributed to the marketing deck (Reveal.JS, React, …)

• CTO (Seed series startup - retail investor platform for asset securitization of financing/private credit), CADENCE GROUP

  Jan, 2018 - Jan, 20202 years

  • Managed a Growing Technology team from none to engineering pods (JIRA Agile OKR)

  • Took over POC and architected/rebuilt as Flagship Product for launch in 6 months (Python Heroku Django postgres React Node AWS Lambda Serverless Plaid Onfido)

  • Built Cadence Debt Token (CDGXX) - ERC20 Upgradable Contract mirroring compliant reg-D offering (Solidity, Ganache, web3js, ethers, Infura…)

  • Contributed to several key business decisions and partnerships (Bloomberg Data, FIGI, Bloomberg Enterprise Solutions App Portal, Smart Contracts Web3)

  • Successfully listed CDGXX tokens to the Bloomberg Universe as Prom. Notes M-Mkt key - A Crypto First (Bloomberg Enterprise, SPFS…)

  • Built Cadence Private Credit Explorer on Bloomberg App Portal (Bloomberg Data, FIGI, React, AWS GraphQL AppSync)

  • Part of Management Committee and contributed to hiring across the company

  • Integral to operations and processing of cash and accounting for deals

• Owner (Notable Projects consulting for various Hedge Funds/Prop Desks, Fintech), PARALLEL COMPUTATIONS

  Jan, 2008 - Jan, 20179 years

  • Built Data Science environment to generate/analyze learning strategies on Macro-economic data (Pandas, Jupyter, Keras, web scraping, pipelining, workflow…)

  • Designed/Prototyped workflow for fintech in securitizing consumer debt (Nortridge, Investran, Bloomberg, C#, xml processing …)

  • Built Portfolio Back-Testing Engine for manager selection/on-boarding (Agent Design, Jupyter, Pandas, HDF5, Concepts from “Portable-Alpha”, Risk selection theory…)

  • Build-out Infrastructure, Trading Floor, Risk, Accounting for MBS/Credit Hedge Fund (IPC, Avaya, HP, Advent Geneva, Quantifi, VMware…)

  • Build-out Risk Monitoring, Trading, and Exchange Connectivity for LatAm Prop Trading Desk (C++, C#, FIX/FAST, WPF, ZeroMQ, ICE, low latency)

  • Build-out/Integration for a Macro/MBS fund's Portfolio, Accounting and Risk Reporting systems (SSRS, Geneva, Bloomberg AIM, Imagine IFP, C#…)

  • Built Front office visualization tools for quantitative L/S Fund (time series analysis, Numerix, BBG Server API, TreeMap, “Spider” Node Graph, Tufte, “Tagging”, C#)

  • Rebuilt a systematic trading strategy prototyped in Excel/VBA for a quantitative fund (Deltix, R, ExcelDNA, FIX, XLL, C#, NoSQL, MongoDB)

  • Automating news/event-based strategies, real-time mirroring of human based trading with automated hedging (GS/Redi, FIX, .Net, Web scraping, Twitter)

  • On-Boarding Analysis created tool to analyze incoming PM teams - return/factor analysis, Portfolio/Risk statistics. (C#, ASP.NET)

  • Built Risk Analysis/Reporting platform for a Fixed Income Risk group. (Reporting Services, SharePoint, C#, Custom FI Pricing Library)

  • Extended risk functionality in SunGard's FrontArena© Portfolio Management system. (Python, C++, C#, ADFL, Sonic ESB)

  • Created custom trading solution using TT© API for Trading Group. (C#)

  • Integrated ITG's soft dollar commissions functionality. (C#, MSSQL)

  • Worked on several Tactical Projects using Calypso© Portfolio Management System and Paladyne© Security Master. (Java, C#, MSSQL)

• CTO ($450m macro fund - futures, options, FX, IRS, swaptions, CDS), GALLE GLOBAL MACRO PARTNERS

  Jan, 2009 - Jan, 20112 years

  • Instrumental in creation of fund (selection/build-out of office, Fund Admin. evaluation, Equipment leasing, Business Continuity Plan)

  • Created ops workflow and technology plan according to “best practices”, completed 20+ successful Due diligence meetings

  • Built/Maintained complete infrastructure - AD/File/Email/Databases, dual internet, Disaster/Backup, VOIP, VPN, Blackberry

  • Built STP integration between Traiana for FX and MarkitSERV for Rates and Credit. (C#, C++, MSSQL, FPML)

  • Main Architect and Developer for the Front Office. (Windows/Azure technology stack, Python, BBG Server API, DevExpress…)

  • Extended SunGard's FrontArena© Portfolio Management system. (Python, C++, ADFL)

  • Created a Timeseries Database combining several data sources for rapid analysis in Excel and Matlab. (C#, XLL, MSSQL, OLAP)

  • Wrote proprietary portfolio/risk analysis tools and trade loaders for the Front Office. (QuickFIX, Broker APIs, C#/WPF, Syncfusion)

  • Developed replacements for legacy pricers written in Excel/VBA. (Numerix, CUDA, ISDA CDS, Quantlib, C++, C#, ExcelDNA)

• CTO ($500m credit fund - corp. bonds, high yield, CDS, futures, ETFs, options, loans), BELLPOINT CAPITAL

  Jan, 2011 - Jan, 20121 year

  • Created unified analysis/reporting framework servicing - trading, PM, Risk, and Investor Relations (.Net, MSSQL, SSAS, MDX, OLAP, SSRS)

  • Completed integration to Bloomberg OTC FIX connectivity for Fixed Income/VCON trading/operations (.Net, QuickFIX)

  • Completed integration with Omnium/Northern Trust Fund Administrator for daily reporting purposes (.Net, MSSQL, SSIS, SSRS)

  • Created reporting on High Yield ETF constituent Analysis for the front office. (.Net, BBG, IIS, ASP.NET)

  • Created Risk reports for portfolio analysis and Investor reporting (.Net, BBG API, SSRS, SSAS, MDX, Fixed Income Analytics …)

  • Maintained reports for Advent Geneva. Developed WFM workflow for import into warehouse (.Net, RSL, SSIS, WFM …)

  • Managed outsourced IT infrastructure with InfoHedge service provider.

• Senior Systems Architect ($6bil multi-strat global fund - equities, options, futures, FX, corp. bonds, CDS, OTC, exotics), FORTRESS INVESTMENT GROUP, Drawbridge Global Macro

  Jan, 2006 - Jan, 20082 years

  • Managed order flow and built automated processes for External Portfolio Business. (C#, Broker APIs, MSSQL, ASP.NET)

  • Created a system for generating instructions for monthly/weekly rebalanced portfolios derived from signals by external managers

  • System generated trades to apply both currency and index hedges to maximize alpha.

  • Generated full risk attribution and performance reporting for the portfolio to present to the management committee.

  • Responsible for Front Office integration working with incoming PM's to develop replacement technology lost in transition to Fortress.

  • Developed with many technologies. (C#, C++, Java, MSSQL, Broker APIs, FinCAD, Riskmetrics RML, Quantifi, HOLT, Infragistics…)

  • Supported PM's globally including onsite to help launch the Fortress Commodity Fund in London. (BBG, VBA, XLL, Matlab)

• Vice President, Technology ($500mil AUM, Relative Value fund - equities, options, futures, conv. bonds, OTC, loans), LAUREL RIDGE ASSET MANAGEMENT

  Jan, 2002 - Jan, 20053 years

  • Designed, developed and maintained complete trading/risk infrastructure and in-house applications. (C#, C++, ITO33, PGM, Multicast)

  • Directly reported to the Partners of the fund managing architecture and decisions regarding technology.

  • Implemented full STP between execution brokers, 2 prime brokers and Fund Administrator. (FIX, REDI, C#)

  • Developed Security Master capturing listed and OTC reference data sourced from Bloomberg Data (BBG DAPI, MSSQL)

  • Developed in-house Order Management System (BBG Gateway, C#, C1/ Infragistics).

  • Built/Maintained full Infrastructure - Directory/Email/File/Database/Blackberry including branch office for backup/disaster recovery.

• Software Engineer (Founding member of a Silicon Alley .com Startup), SOLILOQUY INC

  Jan, 1999 - Jan, 20012 years

  • Developed web-based automated sales agents utilizing AI/Natural Language Processing for client e-commerce websites

  • “Chat-Bots” could simulate a conversational dialogue with customers about products they wished to purchase.

  • Developed Prototype, Developed/Managed redesign to final product. (IIS/ASP, Linux Apache, C++, CORBA, PERL, Smalltalk)

Projects Experience

• Securitization Workflow Platform for a fintech firm, QCOMPUTE LLC

  - Present

  Built a POC for securitization workflow that onboards companies seeking financing across the breadth of their lifecycles.

  • Orchestrated best in class fintech saas solutions to augment/replace existing deal workflow with modern automated solutions.

  • Integrated with Bloomberg solutions to ensure accurate and up-to-date offerings are referencable in the institutional capital markets ecosystem.

• Credit Monitor App for a fintech firm, QCOMPUTE LLC

  - Present

  Developed a consumer-centric credit monitoring application focused on early detection and proactive management.

  • Built a consumer credit monitoring service with a focus on early detection, leveraging React PWA for a seamless user experience.

  • Ensured real-time updates and alerts to users, allowing them to take proactive measures in managing their credit.

• Metro2 Reporting Portal for a credit reporting agency, QCOMPUTE LLC

  - Present

  Designed a robust credit reporting data validation and enrichment portal, ensuring accurate and comprehensive credit reports.

  • Constructed a scalable credit reporting data validation/enrichment service, ensuring data integrity and accuracy.

• PO-Financing App for a fintech firm, QCOMPUTE LLC

  - Present

  Pioneered an invoice financing platform tailored for the food services sector, streamlining financial operations for startups.

  • Developed a POC invoice financing platform catering to the unique needs of the food services sector and fintech financing startups.

• AIM - Consumer Loan Securitization for a capital markets firm, QCOMPUTE LLC

  - Present

  Architected and evaluated solutions for the securitization of consumer loan portfolios, optimizing asset-backed securities.

  • Evaluated and architected solutions for asset securitization of consumer loan portfolios, integrating with platforms like LoanPro, AWS, WebBank, and Cross-River.

• ML Credit Decisioning/Policy Engine for a fintech startup, QCOMPUTE LLC

  - Present

  Implemented a cutting-edge loan management and servicing solution, integrating machine learning for enhanced credit decisioning.

  • Evaluated, implemented, and deployed a loan management/servicing solution into the fintech startup's infrastructure, leveraging technologies like LoanPro, AWS, and machine learning for credit scoring.

  • Built a consumer loan application web application, integrating machine learning for dynamic credit decisioning (React, Node, AWS, Serverless, LoanPro, Plaid, Python, Keras).

• Expedited Fund Launch during COVID, DYNAMO FUND

  - Present

  Spearheaded the rapid launch of the fund amidst the COVID pandemic, leveraging advanced cloud technologies and remote deployment strategies.

  • Bootstrapped the fund during the COVID pandemic, heavily utilizing cloud technologies for agility and efficiency (AWS, Microsoft, Intel NUC).

  • Contributed to the marketing deck to attract investors and stakeholders (Reveal.JS, React).

• Unified Trading Connectivity, DYNAMO FUND

  - Present

  Established a robust trading connectivity framework via Bloomberg EMSX, ensuring scalability to accommodate multiple trading partners.

  • Built out trading connectivity via Bloomberg EMSX, linking to over 20 exchanges (Python, Bloomberg EMSX/Desktop API, ngrok, React, AWS).

  • Ensured seamless overnight trading and rebalancing for various trading strategies (Python, Pandas, EMSX/Desktop API).

• Automated Trading Basket Solution, DYNAMO FUND

  - Present

  Developed and managed an automated trading basket solution, optimizing portfolio management processes and ensuring accurate exception handling.

  • Automated the reconciliation of trades and cash in a multi-currency portfolio, ensuring accuracy and efficiency (Python, Pandas).

  • Built out comprehensive risk reporting tools for both internal analysis and external reporting (Python, Pandas).

• Remote Agent for Bloomberg Terminal, DYNAMO FUND

  - Present

  Innovated a remote agent solution, maximizing the utility of a single Bloomberg terminal across various applications.

  • Designed and implemented a remote agent, allowing for versatile use of a single Bloomberg terminal for trading, EOD, and risk applications.

• Automated Fund Investor Presentations, DYNAMO FUND

  - Present

  Revolutionized investor presentations by automating their creation and ensuring they are dynamic, interactive, and engaging.

  • Played a pivotal role in enhancing the marketing deck, leveraging technologies like Reveal.JS and React to create interactive presentations.

• Whole Business Securitization Channel, CADENCE GROUP

  - Present

  Pioneered the expansion of deal types to encompass whole business securitization.

  • Introduced functionality to support a new deal type - Whole Business Securitization, diversifying the platform's offerings.

  • Successfully closed a significant deal, securing $40 Million for FAT Brands, showcasing the platform's capability and reach.

  • Demonstrated a successful use case by tracking payments on-chain, addressing traditional finance challenges where payments were difficult to track and often subject to inaccuracies.

• Cadence Private Credit Explorer, CADENCE GROUP

  - Present

  Developed Cadence's custom application for Bloomberg's "App Portal", allowing terminal users to seamlessly add and view offerings.

  • Built Cadence Private Credit Explorer on Bloomberg App Portal, enhancing visibility and accessibility for Bloomberg terminal users.

  • Integrated with Bloomberg Data and FIGI to ensure accurate and up-to-date offerings are displayed.

  • Utilized technologies like React and AWS GraphQL AppSync to ensure a responsive and intuitive user experience.

• BaaS/Payments 2.0, CADENCE GROUP

  - Present

  Developed advanced solutions for the 2.0 roadmap, encompassing full banking capabilities and sophisticated money flow management.

  • Successfully implemented a UAT with Synapsefi, providing investors with genuine banking accounts associated with their profiles.

  • Achieved a successful UAT implementation with Dwolla, enabling the automation of ACH and facilitating mass disbursement of interest payments efficiently.

  • Integrated and deployed Plaid to link client bank account information, facilitating identity and asset checks crucial for KYC and Accreditation processes.

• Segregated Client Accounts, CADENCE GROUP

  - Present

  Crafted a comprehensive back office solution to manage and automate investor funds throughout the lifecycle of each deal.

  • Seamlessly integrated Currency Cloud to establish Segregated Client Accounts, safeguarding individual investor funds.

  • Introduced Virtual Account Numbers, offering unique identifiers for streamlined transactions and enhanced account management.

  • Automated the flow of funds from client accounts to the issuer's master account and ensured timely principal and interest payments to investors upon deal maturity.

  • Upheld best practices to ensure transparency and trust in all financial operations.

• Accredited Investor Onboarding, CADENCE GROUP

  - Present

  Built a KYC solution to ensure compliance with onboarding Accredited Investors.

  • Integrated Onfido's KYC/AML solution directly into the investor onboarding process, ensuring a seamless user experience.

  • Implemented advanced checks for government identification verification, enhancing the platform's security and trustworthiness.

  • Incorporated OFAC/PEPS checks to ensure compliance with international regulations and prevent illicit activities.

• Cadence Debt Token (CDGXX), CADENCE GROUP

  - Present

  Developed a compliant ERC20 Debt Token seamlessly integrated and referenceable within the institutional capital markets ecosystem.

  • Developed the ERC20 Upgradable Contract for CDGXX, ensuring legal compliance and innovative design (Solidity, Ganache, web3js, ethers, Infura).

  • Successfully listed CDGXX tokens on the Bloomberg Universe, marking it as one of the first DeFi tokens to achieve this milestone.

  • CDGXX tokens were listed as Promissory Notes under the Bloomberg "M-Mkt Key", making them uniquely referenceable with a Security Identifier.

  • The CDGXX token served as an early and successful example of the "Mirror"-Note concept, predating the popularization of "MirrorShares".

• Cadence Investment Portal, CADENCE GROUP

  - Present

  Built a scalable Portal for Accredited High Net Worth investors to evaluate offers, invest in deals, and manage their investments.

  • Took over POC and architected/rebuilt as Flagship Product for launch in 6 months (Python Heroku Django postgres React Node AWS Lambda Serverless Plaid Onfido)

  • Contributed to several key business decisions and partnerships (Bloomberg Data, FIGI, Bloomberg Enterprise Solutions App Portal, Smart Contracts Web3)

  • Integral to operations and processing of cash and accounting for deals

• Lending Securitization/asset management systems, PARALLEL COMPUTATIONS

  - Present

  Build out of securitization and asset management framework for consumer lending pipeline of fintech.

  • Designed/Prototyped workflow for fintech in securitizing consumer debt (Nortridge, Investran, Bloomberg, C#, xml processing …)

  • Built Data Science environment to generate/analyze learning strategies on Macro-economic data (Pandas, Jupyter, Keras, web scraping, pipelining, workflow…)

• Scale-Up of systems and physical build out for Successful MBS/Credit Fund, PARALLEL COMPUTATIONS

  - Present

  Worked as a sole contractor to build systems for Ex-GS CIO and manage the physical build out for a new trading floor for incoming teams.

  • Build-out Infrastructure, Trading Floor, Risk, Accounting for MBS/Credit Hedge Fund (IPC, Avaya, HP, Advent Geneva, Quantifi, VMware…)

  • Built Portfolio Back-Testing Engine for manager selection/on-boarding (Agent Design, Jupyter, Pandas, HDF5, Concepts from “Portable-Alpha”, Risk selection theory…)

• Green Field Launch of Latam Prop Trading Desk inside Large Brazilian FI, PARALLEL COMPUTATIONS

  - Present

  Remote Contractor to build out ecosystem from a transplanted group in Sao Paulo.

  • Build-out Risk Monitoring, Trading, and Exchange Connectivity for LatAm Prop Trading Desk (C++, C#, FIX/FAST, WPF, ZeroMQ, ICE, low latency)

• STP Integration/Reporting Solution for Macro/MBS Fund, PARALLEL COMPUTATIONS

  - Present

  FT Contractor to modernize a major Macro/MBS's fund risk/accounting/reporting infrastructure.

  • Build-out/Integration for a Macro/MBS fund's Portfolio, Accounting and Risk Reporting systems (SSRS, Geneva, Bloomberg AIM, Imagine IFP, C#…)

• Shared Services Framework/Advisory for Emerging Manager Platform, PARALLEL COMPUTATIONS

  - Present

  In-House Built a common architecture/platform to service multiple hedge funds operating in a shared services/co working space.

  • Automating news/event-based strategies, real-time mirroring of human based trading with automated hedging (GS/Redi, FIX, .Net, Web scraping, Twitter)

  • Rebuilt a systematic trading strategy prototyped in Excel/VBA for a quantitative fund (Deltix, R, ExcelDNA, FIX, XLL, C#, NoSQL, MongoDB)

  • Built Front office visualization tools for quantitative L/S Fund (time series analysis, Numerix, BBG Server API, TreeMap, “Spider” Node Graph, Tufte, “Tagging”, C#)

• Risk/Reporting/Trading Functionality for FI/Credit Group in Large Fund, PARALLEL COMPUTATIONS

  - Present

  In-House Contract for Overlay an Risk/Reporting framework on a Best in Class Front Office System.

  • On-Boarding Analysis created tool to analyze incoming PM teams - return/factor analysis, Portfolio/Risk statistics. (C#, ASP.NET)

  • Built Risk Analysis/Reporting platform for a Fixed Income Risk group. (Reporting Services, SharePoint, C#, Custom FI Pricing Library)

  • Extended risk functionality in SunGard's FrontArena© Portfolio Management system. (Python, C++, C#, ADFL, Sonic ESB)

  • Created custom trading solution using TT© API for Trading Group. (C#)

  • Integrated ITG's soft dollar commissions functionality. (C#, MSSQL)

• Fund Build Out for >$1B Launch, PARALLEL COMPUTATIONS

  - Present

  Integration of Best in Class Systems, full STP and infrastructure build out for a new fund launch backed with a PE investment.

  • Integrated Calypso Portfolio Management System and Paladyne Security Master into a larger unified system for STP and reporting.

  • Worked with the development team on building capacity to handle multiple sub funds and growth in sub managers/front office pods.

  • Contribituted to a green field full risk management system to monitor the risk of the portfolio.

  • Added to Performance Attribution for management in evaluating manager performance.

  • Built reporting for ERISA compliance in order to accomodate the fund's largest allocators.

• Macro Trading/Risk/Portfolio Management System, GALLE GLOBAL MACRO PARTNERS

  - Present

  A complete trading/risk infrastructure, STP, front-to-back office and in-house applications under a unified framework.

  • Combined hosted FrontArena with in-house applications to create a unified trading/risk infrastructure able to accomodate the full breadth of Liquid Macro Trading and OTC Credit/FX/IR Derivatives.

  • Built a full risk management system to monitor the risk of the portfolio.

  • Integrated MarkitServ/DSMatch for IR/Credit straight through processing.

  • Integrated Bloomberg VCON/FIX for FX straight through processing.

  • Integrated Traiana Harmony to process FX trades.

  • C#/WPF/XLL were used to build a front end for the trading desk.

  • Built AEF Arena Extension Framework in C++/Python to extend FrontArena's functionality and incorporate 3rd party and in-house pricers.

• Senna/Prost Pricers, GALLE GLOBAL MACRO PARTNERS

  - Present

  Proprietary OTC FX, IR, Credit Derivatives Pricers

  • Built inhouse library of Dervivaives Pricing Models to price all instrument in the fund's universe incorporating advanced models.

  • Expanded on Work of Hagan and SABR to create a proprietary SABR model that was more stable and faster to converge.

  • Built in C++/Python and exposed to C# via XLL.

  • Built Mex binding for use cases in Matlab.

  • Full integrated with Bloomberg and Broker sources for constituent inputs.

  • Advanced interpolation for impl vol surfaces.

• GGMP Fund Launch, GALLE GLOBAL MACRO PARTNERS

  - Present

  Was instrumental in Fund Launch from scratch, fundraising and ops due diligence.

  • Key Portfolio Managers were under garden leave while fund was being stood up.

  • Used Best Practices to build out the infrastructure for the fund.

  • Scouted Office Space on behalf of the Portfolio Manager.

  • Interfaced with to evaluate and help select Fund Administrator, Prime Broker, Custodian, Auditor, Legal Counsel, IT Service Provider.

  • Automated filling AIMA Questionaires, DDQs, RFPs for initial selection of Allocators for the upcoming Fund Launch

  • Supported Marketing profession with CRM (Backstop), IR and Fund Launch Deck.

  • Built out the infrastructure for the fund including Directory/Email/File/Database/Blackberry including branch office for backup/disaster recovery outside of NYC Disaster Zone.

• BPCL - Unified Analysis/Reporting System, BELLPOINT CAPITAL

  - Present

  A reporting system aggregating Trading, Portfolio, Risk and IR data into a single reporting platform.

  • Built a reporting system aggregating Trading, Portfolio, Risk and IR data into a single reporting platform.

  • System was built in C# and used MSSQL as a backend.

  • Built STP between Ominium (Citadel Fund Administrator), AIM and Geneva Accounting System.

  • Built a Driver around Geneva Accounting System and the AGA to automate BackOffice and Nightly Reporting.

  • Built PL/Performance Attribution on Junior PM's in order to identitfy and rellocate optimal allocation of capital / Year End Compenstation.

• BPCL HY/IG Bond/ETF Analayis, BELLPOINT CAPITAL

  - Present

  A series of Tactical Applications to complement the trading/allocation style of the Portfolio Manager.

  • BondETFReport, BondUniverseScreener, GSpreadHistory SpreadInversion were all built in C#/WPF and used Bloomberg API as a backend.

• SquawkBox TradeReporter, BELLPOINT CAPITAL

  - Present

  Text to Speech Trade Reporting System for Accessibility Purposes

  • Portfolio Manager had visual impairment and needed a system to read out trades to him.

  • Built a system that would read out trades to the Portfolio Manager as they were executed.

  • Responded to Voice Commands and to programmed input interface to give hime realtime trade/portfolio/risk updates.

• RiskBurgers, FORTRESS INVESTMENT GROUP, Drawbridge Global Macro

  - Present

  A Portable Alpha System for generating instructions for monthly/weekly rebalanced portfolios derived from signals by external managers.

  • Built an internal Portable Alpha Service sourcing External Managers Signals and generating automated signals for rebalancing.

  • Internal Portfolio Managers were able to allocate a portion of their unused allocation to the Portable Alpha Service.

  • Grew to the 3rd largest portfolio manager by allocation.

  • Built a full risk management system to monitor the risk of the portfolio.

  • Built a full order management system to manage the rebalancing of the portfolio.

  • Externals signals were converted into Portfolio Instruments, perfectly hedged for beta, country and currency risk to create a pure alpha portfolio called RiskBurger.

  • RiskBurgers were sized for a target volatility and checked for turnover and liquidity constraints.

  • RiskBurgers were then converted into instructions for the order management system/trading desk.

  • System took losing External Signals and Faded them to create a winning portfolio (Some of the most Profitable).

• Time Series Data Integration Platform, FORTRESS INVESTMENT GROUP, Drawbridge Global Macro

  - Present

  Developed a comprehensive time series database that integrated both real-time and historical data from multiple sources The solution was used firm-wide and provided data access through various API endpoints and bindings.

  • Sources inclued Bloomberg Market/Reference Data, Sungard FAME Economic Time Series, Credit Suisse Holt Data, JPMorgan DQ, and Barclays BARX Data.

  • Seamlessly integrated multiple data sources, transitioning through Bloomberg's Desktop API, Server API, to Platform API, and utilizing Bloomberg DL Web Services for bulk updates.

  • Built a custom XLL for Excel integration, enhancing data accessibility for users.

  • Developed a dedicated internal website for data visualization and analytics.

  • Implemented multiple API endpoints/bindings, providing versatile access to the data in formats such as REST, Python, C#, C++, Matlab, and R.

  • Utilized CIX in Bloomberg to create custom index tickers, making them accessible through the service.

  • Backend development was conducted in C#, leveraging both Sungard and MSSQL databases for optimal data storage and retrieval.

• Fortress Commodities Fund Launch, FORTRESS INVESTMENT GROUP, Drawbridge Global Macro

  - Present

  Brought a sister fund online from scratch while onsite at the Fortress London Office.

  • Rebuilt environment for the new fund from printouts, excel files of the old fund.

  • FrontEnd was built in WPF, backend was built in C#.

  • Rebuilt algorithms from scratch in C#.

  • Rebuilt FIX trading connectivity to multiple brokers

  • Rebuilt Time Series Database and sourced data for weather, energy, metals, agriculture, softs from Bloomberg and Tufts.

  • Fund was brought live 3 weeks ahead of schedule.

• PLStreams, FORTRESS INVESTMENT GROUP, Drawbridge Global Macro

  - Present

  A RealTime P&L service connected to Fund Adminstrators Backend meant to bypass the Fund Administrators nightly process.

  • Built a RealTime P&L service in C# that was connected to the Fund Administrators backend.

  • Fund Administrator Software Aexeo was not able to provide RealTime P&L and could not be rebuilt to accomodate Load.

  • Reverse Engineered direct access to the Sybase(?) database and fund administrators account p&l calculations.

  • Was able to provide EOD p&L instantly once operations was able to book all transcations and marks.

  • Incorporated into Fund's reporting system.

• Fortress Privates, FORTRESS INVESTMENT GROUP, Drawbridge Global Macro

  - Present

  An integrated system for managing private investments within the firm.

  • Built a system to manage private investments within the firm.

  • System was built in C#/Sharepoint and used MSSQL as a backend.

  • System allowed for the creation of new private investments, tracking of capital calls, distributions, and valuations.

  • System incorporated both research, operations and portfolio management into the same frontend.

  • Sharepoint Widgets were used to build a dashboard for each private investment and effect transctions on the private investment.

• Fortress PE, RE Database Reporting, FORTRESS INVESTMENT GROUP, Drawbridge Global Macro

  - Present

  A system for managing private equity and real estate investments within the firm.

  • Built a system to manage private equity and real estate investments within within the PE group.

• Security Master, LAUREL RIDGE ASSET MANAGEMENT

  - Present

  Developed a security master as a single-source of truth listed and OTC reference data sourced from Bloomberg Data.

  • Used Bloomberg Data API to source data and MSSQL to store it.

  • Total Universe of 1.5 million instruments with 100,000 updates per day.

  • Staggered schedule for updating non-traded instruments to bring load to the Bloomberg API under risk of being throttled.

  • Full tracking of Corporate Actions, Splits and Dividends and their effects on the portfolio.

  • Complete Option Chains for all Equities, Futures and their Derivatives.

  • Used C# to build a web service to expose the data to other applications.

• Investment Book of Record (IBOR), LAUREL RIDGE ASSET MANAGEMENT

  - Present

  Developed a Bi-Temporal IBOR to track positions down to the TaxLot level and generate P&L/Reporting for the fund in Trading, Accounting, Risk, IR contexts

  • Bi-Temporality allowed for Reporting to be generated both in System Time and As Of Time and to show adjustment reports between the two.

  • MSSQL and Reporting Services functions were developed to extend/generate non-trivial aggregation and calculations.

  • T-0 P/L was generated/snapped 20 minutes after NYC, London and Tokyo close.

  • Automatic Reconcilation overnight and T+1/pl was generated before the start of the next trading day in Tokyo.

  • Tri-Party Reconcilation with Prime Brokers, Fund Administrator and our own IBOR.

  • Bi-Temporal IBOR allowed us to close monthly books in 2 days.

  • Novel hierarchy for holdings allowed for numerous pivots/views/reporting contexts.

• Unifed Hedge Fund Infrastructure, LAUREL RIDGE ASSET MANAGEMENT

  - Present

  Built a complete trading/risk infrastructure front-to-back office and in-house applications under a unified framework.

  • Built while .NET had started off as Rotor.

  • 3+ tier architecture with messaging built first using multicast/PGM and then later included WebSockets/SignalR.

  • Bespoke Security Master taking advantage of unique access to Bloomberg Data.

  • BSPHA A unique data model for the Investment Book of Record (IBOR) that offered a single source of truth for all data.

  • A Bi-Temporal database to capture all changes to the portfolio and market data.

  • Utilizing Developer Access to Bloomberg DAPI managed 1000+ active subscriptions to market data.

  • Full Refresh of security master every week on staggered basis including Corporate Action Changes.

  • Nighly Refresh of security master for all actively traded securities, their consituents, their dependencies and benchmarks/hedges.

  • Full STP between execution brokers, 2 prime brokers and Fund Administrator.

  • In-house Order management System with FIX connectivity to execution brokers.

  • Leveraged BBG Appliance to enable FIX connectivity to REDI.

  • Full Risk Attribution and Performance Reporting.

  • In-house Accounting System to create true TaxLot accounting P&L and NAV at EOD.

  • Directory/Email/File/Database/Blackberry including branch office for backup/disaster recovery outside of NYC Disaster Zone.

  • Successfully Managed/Recovered from North East Blackout of 2003.

• Update Frames, LAUREL RIDGE ASSET MANAGEMENT

  - Present

  A compute/messaging framework to multicast distribute/display updates to portfolios/positions that were true and consistent when displayed.

  • Live Calculations of Positions P&L, Risk, Performance, Attributions were multicast distributed to all users.

  • Updates that were sent were given a frame context that allowed for a consistent view given the visual context of the end user despite a single centralized calculation and uniform distribution.

  • Visual context was aware of dependencies between positions and their constituents and would update the display accordingly.

  • Larger visual context may have updated relatively slower to smaller visual context but would maintain consistency of the view.

• Bespoke Instrument Pricer, LAUREL RIDGE ASSET MANAGEMENT

  - Present

  Built a bespoke instrument pricer to price all instruments in the portfolio including OTC derivatives.

  • Used C++ to build a low level pricer library that could facilitate pricing all instruments in the portfolio including OTC derivatives.

  • Used C# to build a web service to expose the pricer to other applications.

  • Used C# to setup an instrument Model to allow for the pricer to be extended to new instruments.

  • Every Traded Assest Class was modelled in a full instrument pricer before being traded (No Cramming of trades into a generic instrument).

  • Convertible Bonds were modelled in ITO33 and extended in the pricer system.

  • Parallized pricing of instruments to take advantage of multi-core processors.

• Luna - A Conversational NLP/AI Agent, SOLILOQUY INC

  - Present

  Created a conversational (Pre-LLM) NLP/AI agent that could simulate a dialogue with a customer about products they wished to purchase.

  • Developed Prototype, Developed/Managed redesign to final product.

  • Built as a chatbot before the term was coined.

  • Used PoS tagging to identify parts of speech and build a semantic model of the conversation.

  • Used Goal Stacking mechanism to direct the conversation towards a sale.

  • Used dynamic triggers to build new conversation branches

  • Created a reconciler to mesh the responses from the NLP engine with the conversation model.

• Customer Feedback Analysis Platform, SOLILOQUY INC

  - Present

  Developed a business intelligence platform tailored for companies to monitor and gain insights from customer feedback. The platform provided a comprehensive dashboard with various pivots, allowing businesses to dive deep into the feedback data and extract meaningful analyses.

  • Delivered as a private website ensuring data confidentiality and security.

  • Enabled monthly PDF exports, allowing businesses to share and discuss feedback insights in a structured format.

  • Offered custom analysis to clients as a premium service, adding an additional layer of depth to the insights.

  • Streamlined the feedback process, allowing businesses to quickly identify areas of improvement based on customer feedback.

Skills

Education