Professional Summary
Quantitative Developer with 10+ years of experience building analytics systems for fixed income, equity, and derivatives portfolios across trading, risk, and institutional asset management workflows.
Experienced productionizing quantitative models, portfolio analytics, scenario analysis, stress testing, pricing, Greeks, curve construction, volatility surfaces, and Monte Carlo simulation.
Strong Python, SQL, DuckDB, Apache Arrow, Unix/Linux, Rust, and C# experience, with a focus on scalable APIs, data pipelines, research tooling, and production analytics platforms for systematic investing teams.
Professional Experience
Founder and Quantitative DeveloperSymcoe
Dec 2025 – July 2026 | Philadelphia, PA
- Designed and implemented Symcoe, a generic Monte Carlo simulation framework for pricing exotic payoffs and accelerating the transition from quantitative research prototypes to production analytics.
- Built a Sympy-based symbolic math API allowing researchers to define stochastic dynamics, payoff logic, and model assumptions through intuitive mathematical expressions.
- Implemented universal support for first- and second-order sensitivities using adjoint differentiation across model and payoff parameters.
- Implemented Burn-backed GPU tensors to provide a unified, Pythonic CPU/GPU tensor API, enabling cross-platform GPU portability while keeping the Python
.sofootprint minimal. - Enforced a clean separation of static definitions like payoffs and models from parametrized trades, enabling consistency and a single point of truth for portfolio definitions.
- Enabled differentiable mappings from stochastic differential equation parameters to tradable market instruments, supporting risk sensitivities and scenario analysis at the portfolio and instrument level.
- Designed deterministic, reproducible simulation workflows with support for embarrassingly parallel execution across distributed compute nodes.
- Built APIs and deployment components supporting integration with research notebooks, web-based analytics tools, and production-facing visualization workflows.
- Developed Codex skills that generate customized React visualization components, simulation payloads with overridable variables, and Jupyter notebooks demonstrating payoff simulation and analytics workflows.
Client EngineerFINBOURNE Technology
Mar 2024 – Sep 2025 | New York, NY
- Architected Python-based VaR aggregation pipelines for large institutional fixed income and equity portfolios.
- Designed scalable scenario ingestion frameworks supporting multi-asset stress testing and Treasury portfolio analysis.
- Leveraged DuckDB and distributed compute clusters to parallelize scenario processing and reduce latency in risk reporting.
- Improved model performance monitoring through enhanced scenario aggregation logic.
- Supported institutional clients in validating fixed income and equity risk metrics and interpreting portfolio-level analytics outputs.
- Worked with clients to map transaction and order data into the data model to enable lineaged derivation of portfolio holdings and downstream reporting.
Pre-Sales Lead Functional SpecialistSS&C Technologies
Feb 2022 – Mar 2023 | New York, NY
- Supported deployment and customization of a real-time cross-asset risk aggregation platform.
- Assisted in calibration workflows and scenario generation for fixed income and equity risk systems.
- Delivered technical demonstrations of VaR, stress testing, and scenario-based risk analytics.
Senior Quantitative DeveloperFINCAD
Oct 2015 – Jul 2021 | New York, NY
- Built and maintained client-side Python applications as well as Python microservices enabling multi-curve OIS + ARR frameworks across G20 currencies.
- Built multi-asset models that consistently priced portfolios composed of structured derivatives with rate, equity, and credit components.
- Routinely built equity option trade representation models encompassing vanilla to highly bespoke payoffs.
- Researched available equity drift proxies like repo curves as well as implying dividend yield from put-call parity when better proxies did not exist.
- Developed production-grade curve calibration engines integrated into trading and risk systems.
- Implemented volatility cube interpolation frameworks linking cap/floor and swaption markets.
- Designed and deployed adjoint-based sensitivity infrastructure supporting real-time risk analytics for vanilla and exotic interest rate structures.
- Delivered daily curve calibration and sensitivity workflows used by trading desks and risk managers.
- Conducted extensive quantitative research on volatility surface modeling and interest rate modeling and calibration techniques to improve pricing robustness.
- Routinely built and demonstrated demos based in Excel and Jupyter Notebooks.
- Wrote Excel UDFs with C# using ExcelDNA.
Quantitative Developer (C#)DerivActiv (HedgeStar)
Sep 2012 – Oct 2015
- Developed valuation models for interest rate, credit, and equity derivatives.
- Implemented pricing logic for structured products and fixed income and equity instruments.
- Enhanced model accuracy through sensitivity analysis and scenario validation.
Manager, Financial Risk ManagementKPMG
2011 – 2012
- Conducted independent pricing validation and model review of derivatives portfolios.
- Evaluated quantitative methodologies for risk and valuation models.
- Provided documentation supporting supervisory and audit requirements.
Deputy Treasury ManagerGlobal Bank
2008 – 2011
- Managed FX, equity, and fixed income operations, focusing on interest rate risk monitoring.
- Oversaw Treasury activities related to funding and risk exposure management.
- Contributed to interest rate risk assessment and reporting processes.
Selected Research & Engineering Projects
Demonstrates performant rate simulations under various models. Intuitive time series API design to facilitate tick construction from real-time data for the purposes of systematic research, real-time swap pricer, and UI supporting portfolios with millions of instruments.
Additional Experience
Founder / Developermi.nimax.me
2023–2024
- Built SaaS platform with automated workflows and cloud-based services.
Product ManagerSigTech
2021–2021
- Contributed to product lifecycle management and feature prioritization.
InternMerrill Lynch
2004
Open Source Contributions
Contributortracel-ai/burn
A high-performance machine learning framework for Rust that is portable across device architectures.
Suggested and contributed functionality to improve the performance of bitwise operations on GPUs by extending kernel fusion support. As a result of this functionality, Symcoe benchmarks showed a 7x speedup over the unfused implementation of quasi-Monte Carlo GPU workflows.