Back to building. Security was fun. Many thanks to Casey Becking for taking the security reins!

Built Forage's core Payments API product as the first engineer.

Forage is Stripe for government benefits. Our first product is an online payments solution for EBT/SNAP.

Automate AIG’s trading processes by synthesizing product and derivatives market data into optimal trade recommendations. Deploy applications to production environment.

Manage a portfolio of equity, rate, and volatility derivatives to hedge market risk exposures of AIG’s $60B block of annuity liabilities.

Present trading strategies to senior management, focusing on P/L, balance sheet, and stress test scenario impacts.

Developed a high performance derivative valuation library in C++ to calculate the market sensitivities of Lincoln's hedge assets (comparable systems cost $2M to purchase from a third party). In 2018 my dept. traded over $168B notional of equity, rate, credit, and volatility derivatives, all of which are valued using my codebase. I later extended this library to 1) value 20,000+ Indexed Annuity policies and 2) provide attribution of changes in derivative values to market inputs.

Developed a Machine Learning clustering algorithm in Python to compress Lincoln’s VA policy inventories by over 99% while maintaining accurate simulation dynamics.

Implemented a Heston model for cliquet pricing in R and C++, including a calibrator which takes vanilla option prices as inputs. Later integrated this into the aforementioned derivatives library.

Presented ad-hoc research findings to senior management (SVP level), focusing on financial impacts (P/L, capital, balance sheet).