Citi Global Markets - 2009/2011 -
Invite Media - 2009 -
I developed and supported all of the front-office trading systems for Rates Vol Desk.
Within two years we transformed the state of technology for the desk from mostly spreadsheets
to shiny GUI application and near real-time risks.
I owned several important systems such as the risk engine, trade cache, marketdata cache,
and the distributed task management dashboard.
Goldman Sachs - 2008 -
I worked with a team of brilliant engineers to create large-scale, real-time display media platform
for automatically buying across multiple ad exchanges. We used agile development methodologies and coded in python.
Invite Media was acquired by Google in mid 2010.
technology analyst intern
I worked with the US Shares team of Equity Trading Technology during the summer.
I enjoyed working at GS despite 2 hours of commute everyday (from 120th to jersey city).
During the short ten weeks, I had the opportunity to learn about one of their very profitable trading
algorithms, and I developed (from scratch) a trading console to monitor and manage
the firm's opening and closing cross business on the NASDAQ.
Group One Trading - 2007/2008 -
quantitative risk analyst intern
During the one and half years with the G1 Philly team, I was involved with a wide
range of trading related projects. I helped create G1's firm-wide distributed reporting/analysis
system, worked on mock trading software, and learned about really cool (automated, high-freq,
arbitrage) quantitative trading.
Occasionally I solve math problems on project euler and check in my code on
For senior project, Andrew and I designed and prototyped a portable, high-performance framework for accessing A3 anonymity network.
Technologies involved: distributed hash table, network coordinate system, randomized algorithm, and virtual network devices.
Artificial Neural Network
My background project for few years. I developed feedforward artificial neural net (and later cascading)
for my currency trading.