New York, New York, United States
• Worked on the core engine for the Bloomberg Query Language (BQL) API which provides custom analytics on normalized, curated financial data on the Bloomberg cloud. BQL integrates with BQuant and Excel to provide our end users, quantitative analysts, with server-side analytics execution
• Designed and implemented the date slicing strategy for distributed backtesting queries resulting in execution optimizations
• Created and modified validations and optimizations on the resultant graph from the transformation of human readable code
• Tested complex nested queries and edge cases through unit and integration tests written in JUnit
• Maintained and refactored core engine language features such as set operations: Union, Intersect and Setdiff
• Stabilized the BQL API by working with BQuant to identify edge cases and bottlenecks within BQL and/or BQuant and architecting solutions to remediate failures and unwanted behaviors
• Core contributor to the asynchronous engine service which distributes large workloads amongst a set of workers
• Led the orchestration of incoming and outgoing dependencies on other BQL teams and backlog prioritization
