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Work Experience
Quantitative Researcher
Tudor Investment Corporation•  January 2024 - Present•  Stamford, CT
Developed new models for equities focusing on assets within the same basket, new indicators for alpha and new indicators for risk factors. Engaged with the rest of the team in supporting trading operations. Develop new tools for visualization and data analysis. Strong focus on statistics, backtesting and simulations to ascertain quality of the models before deployment to production.
Senior Research Scientist
Quantlab•  June 2020 - December 2023•  Houston, TX
Applied research of factors and indicators for HFT models with focus on USA and Australia Markets. Develop improved order-book software to expand the data surface of the market for new alpha. Mid-frequency trading in CME with focus in energy futures; volatility arbitrage, crack spreads, and other opportunities. Developed a AI sentiment analysis neural network for the analysis of text data for alpha and risk factors.
Senior Quantitative HPC Engineer
Quantlab•  June 2017 - June 2020•  Houston, TX
Team member of the core model development for HFT strategy. Responsible for all HPC development for the backend testing, cluster optimization, daily refits, etc. Critical work for all linear algebra algorithms using to the computational resources to the best possible performance as well as optimized parallel IO.
Senior HPC Computing Architect
Schlumberger•  June 2012 - June 2017•  Houston, TX
Worked on high performance computing for the calculation of velocity models in seismic tomography. Solution of large-scale inverse problems. Architected and developed next generation software for both cluster and cloud computing for seismic exploration.
Senior Software Engineer
National Center for Atmospheric Research (NCAR)•  May 1998 - June 2012•  Boulder, CO
Core developer of climate model fluid dynamics components. Focus on HPC computing using MPI; finite difference and finite element methods for Computational Fluid Dynamics (CFD).
Education
The University of Texas at Austin
Post-Graduate Program•  July 2023 - May 2024•  GPA: 4.22
University of Colorado at Boulder
Mathematics, Ph.D.•  January 2007 - January 2014
University of Colorado at Boulder
Master of Science•  January 2004 - January 2007
University of Colorado at Boulder
Master of Science•  June 2000 - May 2001
University of Los Andes
Systems Engineer•  January 1992 - January 1996