Lead engineer for the investment model platform, focusing on team development and people management. Collaborated with the Fixed Income team to implement and back-test alpha models, and built front-office solutions for pre-trade, trade capture, and reporting.

ACHIEVEMENTS:

  • Technical Leadership & Team Development - Mentored and developed a team of engineers, including 3 Senior Quant developers, fostering their career growth and technical skills.

  • BAU: Model Implementation - Worked with Quant Analysts to implement and enhance various models on the Pythonic alpha platform, including alpha, transaction cost, risk models, and optimizers. Managed cross-team implementations for Equities, Macro, Credit (structured), and Innovation, ensuring successful deployment across different asset classes. Enhanced the alpha framework with robust back-testing capabilities. Integrated INTEX Wrapper APIs for analysis of mortgage-backed assets.

  • Project: Aladdin Alpha Platform (Dynamic Flow) - Led the development of Aladdin Alpha Platform, emphasizing scalable design and reusability. Integrated with Snowflake for enhanced efficiency.

  • Project: Defence in Depth - Executed a comprehensive security upgrade for six major investment applications, redesigning components for secure architectures. Implemented secure APIs across diverse languages, including .NET, MATLAB, Perl, Python, and Java.