# Robert Gormisky > Founding Engineer Location: Brooklyn, New York, United States Profile: https://flows.cv/robertgormisky I’m a product-minded software engineer comfortable working in both Python and C++ to build financial applications. I was the first engineer at Forage and built our core REST API, settlements pipeline, and PCI compliant infrastructure. Before that I was a quant at a couple insurance companies. During that time, I gained experience in financial derivatives, high performance computing (CUDA), and building software libraries. Built a few small scale ML applications as well. Generally speaking, feel free to drop me a message, but please no recruiters. Thanks for your understanding! ## Work Experience ### Software Engineer @ Forage Jan 2025 – Present | New York, New York, United States Back to building. Security was fun. Many thanks to Casey Becking for taking the security reins! ### Information Security Lead @ Forage Jan 2023 – Jan 2025 | San Francisco, California, United States ### Software Engineer @ Forage Jan 2021 – Jan 2023 | San Francisco, California, United States 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. ### Quantitative Portfolio Manager @ AIG Jan 2019 – Jan 2021 | Woodland Hills, California 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. ### Quantitative Analyst @ Lincoln Financial Group Jan 2017 – Jan 2019 | Philadelphia, Pennsylvania 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). ### Debate Coach @ La Salle College High School Jan 2013 – Jan 2016 I held team practices once a week in which I taught ethical philosophy, presentation and argumentation skills, as well as the strategy behind high school Lincoln Douglas Debate. I helped students research and prepare arguments on a variety of topics, such as international relations, human rights, and public policy. ## Education ### Master of Science - MS in Computer Science The University of Texas at Austin ### Bachelor of Science in Economics in Finance and Statistics concentrations The Wharton School ### La Salle College High School ## Contact & Social - LinkedIn: https://linkedin.com/in/robert-gormisky-92336890 --- Source: https://flows.cv/robertgormisky JSON Resume: https://flows.cv/robertgormisky/resume.json Last updated: 2026-04-05