New York City Metropolitan Area
Core member of the Simulator team, responsible for developing multiple C++ / Python based platforms used for for backtesting and productionization of algorithmic and machine learning based trading strategies.
• In collaboration with multiple teams, modernized the primary build and release setup used by our team's software, resulting in improved developer productivity and easier update path for dependencies. Used Conda, CMake, Bash and Nix.
• Setup Kubernetes based CI / CD system, driven by GitLab, for automated regression testing and continuous release of various platforms.
Technical lead, and primary architect, of the WebSim (renamed to WorldQuant Brain - https://www.worldquant.com/brain/) - a web based quantitative finance platform, which provides controlled access to WorldQuant's proprietary simulators and data.
• Re-architectured the WebSim's backend to scale horizontally, and migrated it to be hosted on AWS.
• Oversaw the successful launch of multiple competitions on the platform, with participation from 10's of thousands of users and creation of millions of trading strategies.
• Developed an in-house expression language for writing trading strategies, which includes type inference, unit checking, composite data structures and higher order functions.
• Communicated with business stakeholders to create timelines for development and deployment of new features to the platform.
• Oversaw outsourcing of iOS app development to a third-party firm, addressing API enhancements and managing timelines for the product release.
