Platform engineer working primarily on distributed streaming applications in health care using Apache Flink

Develop regular expression capture groups and type conversion for the Domain Specific Language used to change behavior in long running, stateful stream processes

Designed and implemented a lifecycle management solution to allow streaming rules to change without application redeployment. Updated External Apache Cassandra schema to support rules versioning

Implemented CI build pipelines using Jenkins and Maven. Helm charts defined Kubernetes deployments

Identified and solved critical platform stability issues regarding state and memory management while preserving state for production users. (Flink state-backend migration)

Implemented React Components representing platform data models to accelerate UI team productivity

Technologies used:

GCP, Kubernetes, Helm, Terraform, Java, Spring, Kafka, Flink, Cassandra/Elassandra, Elastic Search

Software Engineer in the Variable Annuity Hedging and Asset Liability Management Team

Developed Quantitative library along with database infrastructure for Yieldcurve construction used in economic scenario generation; including but not limited to bootstrapping, interpolation, Shocks/Spreads. (C++)

Designed and implemented Domain Specific Language in Antlr to interface with Curvebuilding tool and in-house economic scenario generator to standardize across company operations (python).

Contributed to and Integrated in-house Monte Carlo simulation of interest rate (economic scenario generator) used to create dynamic hedging strategies

Developed Extensible Diff tool in Python used in continuous-build integration to output against reference standards. Supports floating point comparisons, primary key specifications in files

Created MEX interface for tools to support MATLAB development

Back-end services for Volatility surface creation, model calibration using market data, arbitrage testing for curves and surfaces, martingale-testing and other domain specific services.

Migration of aforementioned services to an Actor based model using Akka and Scala

Validation Scientist developing new methods for the field validation and calibration of laboratory equipment.

Developed generic Linear Algebra library used to solve calibration equations for a variety of systems (C++)

Developed Java Statistics software for data acquisition and analysis in the validation of thermal cycler performance equipped with a Swing GUI with MVC architecture

Used Master-slave design pattern to modularize and execute user requests for complex statistical analysis

Implemented various signal processing techniques for the purpose of noise reduction in data, numerical differentiation and numerical integration in Java

Developed Implementations for Discrete Fourier Transform, Savitizky-Golay Smoothing, Spline Interpolation, and Monte Carlo Integration

Developed .NET Inventory application to actively monitor the inventory of Engineers on the Field

Addition of several new items to the set of equipment now serviced by the company which are compliant with the standards of the International Organization of Standardization

Most notably, Thermal cyclers, Quantitative PCR instruments, Spectrophotometers, and laminar flow hoods

Performed on-site calibrations and trained new personnel to perform newly developed SOPs