Quantamental Equity Hedge Fund Startup (Sold to Citadel Securities)

CTO/COO & DATA SCIENCE SERVICE
  • Created the budget & project managed the data science effort to support the investment management research process.
  • Advised and performed due diligence on the assets and team of a data science company acquisition.
  • Developed workflows and visualizations on a proprietary 40 Billion row dataset used in forecasting stock performance.
  • Implemented the analysis, visualization, and data cleaning process of large data-sets.
  • Developed forecasting models and Power BI dashboards based on third-party transaction and point of sale data.

VC Private Equity Fund

BITCOIN RESEARCH ANALYSIS
  • Thinking partner on establishing an operating businesses within the crypto space.
  • Developed a robust economic model to drive decisions in establishing a Bitcoin mining operating business.
  • Evaluated emerging technologies for investments within the crypto space.
  • Identified data centers and equipment for use and facilitated procurement.
  • Built the model of mining economics & monitor markets.
  • Monitored pool operating markets.
  • Researched blockchain/incentive engineering and token models.

Multi-Billion Dollar Multi-Strategy Hedge Fund

CTO/COO & DATA SCIENCE SERVICE
  • Primary point of contact for all vendor systems.
  • Selection of integration vendors (compliance, risk reporting, data management).
  • Lead successful integration of order management system to portfolio account [Bloomberg AIM, Advent Geneva]
  • Document Management – development of a web-based intranet.
  • Investor Risk & Performance Reporting – [Imagine, Geneva, Custom Datawarehouse].
  • Position reconciliation automation.

$750M Mortgage Back Hedge Fund

DEVELOPMENT SERVICES
  • Developed a custom order management system (OMS) with an automated account allocation engine.
  • Automated trade submissions to Prime Brokers.
  • Automated ingestion of Bloomberg data for security enrichment.
  • Built a custodial position data warehouse that automatically retrieves custodian holdings and reconciles against the Order Management System.

Multi-Billion Dollar Equity Long Short

CTO & DEVELOPMENT SERVICE
  • Conducted a full-scale operations assessment.
  • Performance analytics and data warehouse vendor selection.
  • Project management of various internal development tasks.
  • Custom development – broker ranking and cost assessment tools.
  • Developed a portfolio rebalancing application.
  • Automated an employee reimbursement process and workflow.

Large Registered Investment Advisor

DEVELOPMENT SERVICES
  • Client had over 150 separately managed accounts.
  • Developed a portfolio rebalancing solutions along with a data warehouse
  • Ingests position data from Charles Schwab and Interactive Brokers and automatically loads positions, prices and securities into rebalancer.

$150M Long Short Equity Fund

DEVELOPMENT SERVICE
  • Developed a web-based automated solution to transfer trade and price files from the order management system to the portfolio accounting system [Bloomberg AIM, Advent Axys].

$500 Growth Equity Fund

DATA SCIENCE EXTENSIONS
  • Developed a data infrastructure to capture aspects and forecast revenues of growth businesses.
  • Collated various public and private data sources using modern web technologies (AWS, Python, Sklearn, Node and NoSQL and SQL Databases)
  • Developed a scraping framework to pull chart data from a public data source.