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Software Engineer
Citadel LLC•  September 2018 - December 2018
Quantitative Analyst -- I implemented a dynamic portfolio construction algorithm in C++ and worked on heuristics for stochastic optimal control problems with non-smooth transaction costs.
Software Engineer
Citadel LLC•  April 2018 - September 2018
Built an entire data pipeline to download granular meteorological forecasts for the entire planet, calculate forecast rainfall over various regions of interest (and built the database to keep track of these regions of interest), and aggregate the results into a database for consumption by downstream analysts. Project had real-time deadlines and an importance for fault tolerance.
Education
University of Waterloo, Waterloo
Electrical Engineering, PhD
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