About

Complete Technologist (Infrastructure/Developer/Trading Systems) with a wide skillset and financial knowledge able to provide front to back solutions for financial firms. Possessing a “Self-starter” mentality with a proven track record in taking funds from startup to a fully operational phase.

Experience

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    Owner (Notable Projects consulting for various Fintech/Capital Markets)

     —    7 years

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

     —    3 years

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

     —    2 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
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    Owner (Notable Projects consulting for various Hedge Funds/Prop Desks, Fintech)PARALLEL COMPUTATIONS

     —    9 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)
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    CTO ($450m macro fund - futures, options, FX, IRS, swaptions, CDS)GALLE GLOBAL MACRO PARTNERS

     —    2 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)
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    CTO ($500m credit fund - corp. bonds, high yield, CDS, futures, ETFs, options, loans)BELLPOINT CAPITAL

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

     —    2 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)
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    Vice President, Technology ($500mil AUM, Relative Value fund - equities, options, futures, conv. bonds, OTC, loans)LAUREL RIDGE ASSET MANAGEMENT

     —    3 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.
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    Software Engineer (Founding member of a Silicon Alley .com Startup)SOLILOQUY INC

     —    2 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)

Education

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    Applied Mathematics/Computer Science

     —    2 years

    SUNY, Stony Brook

Skills

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    Financial Protocols/Data

    • Bloomberg
    • Reuters
    • Markit
    • FIX/FPML
    • VCON FIX
    • Riskmetrics
    • SuperD
    • ICAP
    • JPM (DQ)
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    3rd Party Systems

    • Geneva
    • Calypso
    • FrontArena
    • TT
    • CS(AES)
    • GS/Redi
    • JPM
    • BARX
    • TradeWeb
    • MarkitSERV
    • FXAll
    • Intex
    • Murex
    • Quantifi
    • FinCAD
    • ITO33
    • Numerix
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    Infrastructure/Databases

    • AD
    • Exchange
    • CRM
    • VMware/Citrix
    • Azure
    • AWS
    • GCP
    • VOIP
    • SQL
    • SSAS
    • SSRS
    • KDB
    • VPN
    • Docker
    • Hadoop
    • HDFS
    • Kubernetes
    • AppSync
    • AWS Bedrock
    • Distributed Systems
    • Update Frames
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    Programming/Messaging

    • .NET/F#/C#
    • C++
    • Java
    • Python
    • Scala
    • Matlab
    • R
    • Excel
    • OLAP
    • CUDA
    • Mobile
    • Node.js
    • React
    • Reactive
    • Serverless
    • Solidity
    • Rust
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    Product Knowledge/Analytics

    • FX
    • FI/Credit
    • OTC
    • Structured/Derivatives valuation
    • Equity Derivatives
    • Fixed Income
    • Equities
    • Derivatives
    • Alternative Investments
    • Asset Management
    • Capital Markets
    • Private Equity
    • Financial Systems Implementation
    • Unified Hedge Fund Infrastructure
    • Macro Trading/Risk/Portfolio Management System
    • Financial Modeling
    • Investment Management
    • Investments
    • Valuation
    • Emerging Markets
    • Risk Management
    • Foreign Exchange
    • Structured Finance
    • Trading Systems
    • Hedge Funds
    • Portfolio Management
    • Electronic Trading
    • FX Options
    • Credit Derivatives
    • Financial Markets
    • Trading Strategies
    • Interest Rate Derivatives
    • Trading System
    • Commodity
    • FX trading
    • Technical Analysis
    • Exchange Connectivity
    • Quantitative Finance
    • Market Data
    • Low Latency
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    Data Science/Quant/AI/ML/Visualization

    • Spark
    • Pandas
    • Jupyter
    • D3
    • Graph
    • Tensorflow
    • Keras
    • CNTK
    • Caffe
    • Quantlib
    • MKL
    • NLP
    • NLTK
    • Gensim
    • Scikit
    • Numpy
    • Scipy
    • Matplotlib
    • Seaborn
    • Plotly
    • Bokeh
    • Dash
    • Tableau
    • KDB
    • LangChain
    • Machine Learning
    • Large Language Models (LLM)
    • Natural Language Processing (NLP)
    • Artificial Intelligence (AI)

Projects

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    Securitization Workflow Platform for a fintech firm

    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.
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    Credit Monitor App for a fintech firm

    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.
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    Metro2 Reporting Portal for a credit reporting agency

    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.
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    PO-Financing App for a fintech firm

    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.
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    AIM - Consumer Loan Securitization for a capital markets firm

    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.
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    ML Credit Decisioning/Policy Engine for a fintech startup

    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).
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    Expedited Fund Launch during COVID

    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).
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    Unified Trading Connectivity

    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).
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    Automated Trading Basket Solution

    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).
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    Remote Agent for Bloomberg Terminal

    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.
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    Automated Fund Investor Presentations

    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.
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    Whole Business Securitization Channel

    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.
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    Cadence Private Credit Explorer

    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.
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    BaaS/Payments 2.0

    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.
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    Segregated Client Accounts

    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.
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    Accredited Investor Onboarding

    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.
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    Cadence Debt Token (CDGXX)

    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".
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    Cadence Investment Portal

    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
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    Lending Securitization/asset management systems

    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…)
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    Scale-Up of systems and physical build out for Successful MBS/Credit Fund

    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…)
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    Green Field Launch of Latam Prop Trading Desk inside Large Brazilian FI

    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)
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    STP Integration/Reporting Solution for Macro/MBS Fund

    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#…)
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    Shared Services Framework/Advisory for Emerging Manager Platform

    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#)
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    Risk/Reporting/Trading Functionality for FI/Credit Group in Large Fund

    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)
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    Fund Build Out for >$1B Launch

    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.
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    Macro Trading/Risk/Portfolio Management System

    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.
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    Senna/Prost Pricers

    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.
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    GGMP Fund Launch

    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.
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    BPCL - Unified Analysis/Reporting System

    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.
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    BPCL HY/IG Bond/ETF Analayis

    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.
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    SquawkBox TradeReporter

    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.
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    RiskBurgers

    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).
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    Time Series Data Integration Platform

    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.
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    Fortress Commodities Fund Launch

    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.
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    PLStreams

    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.
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    Fortress Privates

    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.
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    Fortress PE, RE Database Reporting

    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.
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    Security Master

    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.
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    Investment Book of Record (IBOR)

    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.
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    Unifed Hedge Fund Infrastructure

    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.
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    Update Frames

    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.
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    Bespoke Instrument Pricer

    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.
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    Luna - A Conversational NLP/AI Agent

    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.
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    Customer Feedback Analysis Platform

    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.