Teaching Assistant Advanced C++ and Modern Design Teaching Assistant C++ Programming for Financial Engineering Answer student questions on assignments on concepts and methods covered in the course.

Morgan Stanley | Jul 2022 - Present

Vice President - Institutional Securities Group

• Working on a team of 5 engineers on the LoanHub application porting Java and Javascript code to C++20 and Python to process information for the lending business. Process was cut down from an hour to under 5 minutes. Used external C++ library SIMDJSON to parse and work with JSON files more efficiently. Removed most JSON parsing and ID resolution logic out of the MarkLogic third party vendor database application to speed up process. Created REST API in Python to communicate with MarkLogic. The new process has already allowed the business stakeholders to increase their business volume by 10%. • Creating Data Quality check infrastructure in Python for the data Center of Excellence team proving Loan Hub data are meeting regulatory requirements. Using Great Expectations and Tensor Flow Python Libraries along with our own dynamically created JSON Schema to implement compound rules for data.

Nomura Securities International, Inc. | Feb 2022 - Jun 2022

VP Risk Engine Principal Developer

• Collaborate closely with the Flexible Aggregation (FlexAgg) framework to build new features for market risk reports/views, as well as working with cross- functional leadership to analyze requirements and implement tasks with new functionalities being released with coordination from the support teams. • Accelerated process improvements and enhanced designs due to feedback from all global offices spanning Tokyo, Hong Kong, Shanghai, Singapore, Mumbai, London, and New York. • Work with development teams to implement FRTB SA and IMA frameworks, with particular focus on PnL Attribution (PLA) testing.

Bank of America | Jun 2015 - Jan 2022

Vice President: Risk and Pricing Quantitative Analyst

• Led company venture to upgrade the legacy Swap Trading System (STS) software utilized by the global US Dollar Swap trading desk, delivering the execution of the STS application comprised of a group of over 100 spreadsheets operating on 20+ Citrix servers • Actively engaged with the trading desk and the quantitative analytics department to design favorable mock-ups in support of development team creating GUIs and back-end risk and pricing in Python, handling the full- scale project scope including splitting up the project into a risk viewer, pricing monitor, blotter application, and a curve building tool • Critical contributor to quantitative team’s Python and C++ analytical libraries by coding risk and pricing methodologies for use in new UI • Directed functionality of the divided spreadsheets to change the way the desk views its risk, prices its products, inputs trades into the system, and how it constructs a local curve, establishing a pricing structure and providing alignment across multiple processes • Supported trading software utilized by US Treasury, Swaps, Agency, TIPS, MBS, IR Futures & Options, and Rates E-Trading desks, overseeing advanced tools used in trading, risk & pricing, and position management • Served as the designated contact for the Swap Trading System, a suite of Excel spreadsheets running on Citrix boxes for risk & pricing, as well as engaged in resource management (in-house and external) to preserve the books for the swap desk • Due to technical acumen, supported desk and development teams regularly to troubleshoot MS Excel add-in and VBA code issues • Orchestrated the tracking of numerous time sensitive elements of the business including impending risk, position, and price modification through Geneos Real Time Monitoring (ITRS), allowing staff to have autonomy while decreasing business disruptions

Barclays Capital PLC | Jun 2010 - Jun 2015

Assistant Vice President: Quantitative Developer

• Supported a broad range of digital tools including position management, risk, and pricing for CMOs, US Treasuries, Swaps, Interest Rate Futures, and Interest Rate Options, serving as a Systems Specialist with accountability across a suite of applications • Collaborated with developers of several applications to determine and resolve problems caused by trading desks, ensuring cohesion across Jira, Incident & Problem ticket management, and organizing change submissions across teams to expedite fixes • Developed C# User Defined Function (UDF) COM component library employed by trader risk and pricing spreadsheets, leading to the UDF Library to be merged with the Quantitative Analytics team’s library • Interacted with the CMO Agency desk to initiate a trade tracker and trade commentary spreadsheet, presenting detailed Pivot Tables and macros enabling the user to launch queries to filter views to view trades and trade comments as required • Focused on creating morning checks for the Singapore and India locations with the VBA based Quick Test Professional program, leading the way to automating a former manual task taking over 2 hours into a scheduled task Autosys job, ultimately reproduced keystrokes to access the Barclays in- house webpage to conduct pricing scenarios on the corporation’s Live MBS calculators • Engaged with IT and agency MBS desk to implement a spreadsheet to join a Webservice to the main database to pull in positions and risk rapidly for strict trading timelines, encompassing XML parsing and database queries via stored editable procedures that was also accessed from 3rd-party vendors like Bloomberg and Yield-Book with an RTD Server Function managed in a C# library

BNP Paribas | Jun 2007 - Jun 2010

Assistant Vice President: Quantitative Developer

• Spearheaded the development of Risk, P&L, and Pricing spreadsheets for the Flow TBA Desk as the main point of contact for MBS risk batch support and maintenance while also focusing on the creation of the Repo curve fitting application to facilitate in desk’s spread curve contribution for measuring of Special’s risk • Implemented procedures for zero-day pricing for the Back and Middle Office to utilize for P&L calculation on varying bond products • Provided Fixed Income Spreadsheet support for Agency, Futures, Treasury, Options, Swap, and MBS Desks, ultimately fixing production concerns and aiding traders with daily risk and P&L accountability • Partnered with department heads to develop and execute enhancements to Risk and P&L Sheets, as well as risk reporting systems within a very volatile environment • Designed XLAs with macros performing swap curve building, ‘scratchpad’ risk measurements, pricing, and hedge calculations

My Education

Take a look at my formal education

Masters, StatisticsCalifornia State University, Fullerton | 2024

Financial Technology Python Coding Bootcamp Certificate, Financial TechnologyColumbia University in the City of New York | 2022

Master of business administration, MBAStern School of Business (New York University) | 2020

Master of Science, Financial MathematicsCourant Institute of Mathematical Sciences (New York University) | 2007

Bachelor of Arts, Economics and MathematicsNew York University | 2005

About Me

Quant Developer working in quantitative finance.

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