A Witt

Badges

Certifications

Certificate: Python (Basic)

skill

Work Experience

Solutions Engineer II
Capital Group• November 2019 - Present
● Lead Engineer designing and building Python backend & REST API for Monte Carlo Simulations Engine.Translated naive prototype ipython nb code to vectorized, optimized production implementation utilizing combination of numba, cuda for GPU parallelization, yielding > 1000x speedup over naive python. ● Lead Internal Blockchain Pilot: deployed Private Ethereum Network, fork of Augur Prediction Market to be used by PMs & 1.7k internal employees.
Founder
Fund3 LLC• November 2016 - October 2019
● Built Hedge Fund raising $1.3M operating capital & $2M AUM with Howard Morgan being the Lead Investor ● Trained, Deployed Machine Learning based Trading Strategies consistently generating alpha above BTC/USD ● Developed all initial Trading Systems from scratch including Data Collection, Processing, Trade Execution, and Performance Metrics which utilized ZMQ & capnproto based APIs to pass data between systems. ● Managed team of over a dozen employees reviewing code, overseeing projects for quantitative trading, including development of high performance backtesting engine, and data processing pipeline (feature generation & labelling Fin. Timeseries). Both utilized numba for ~100x speed improvements over raw python. ● Developed optimized execution trading strategy based on the paper “Optimal Execution with Limit and Market Orders”, resulting in a fee savings of over 60% compared to baseline
Lead Course Producer for CSCI 310 Software Engineering
USC Computer Science Dept.• January 2016 - May 2017
● For 3 semesters I improved, produced and graded projects and tests for a 300 level class of about 70 students ● Held office hours in which I assisted students in developing understanding of course concepts
Software Development Intern
GE Digital• June 2016 - August 2016
● Built gRPC protobuf API in Python and Java ingesting IoT data from Kafka and publishing data to subscribers ● Streamlined data processing pipeline, enforced developer best practices resulting in 10x processing time speedups & 50% less data being sent over previous JSON implementation