Work Experience
Blackstone
IC and Software Development Manager
July 2022 - Present
- As an Individual Contributor (IC) of ICs at Blackstone, I took on a unique leadership role as a hands-on software engineer and manager. Managing a global team, I led by example through my own software development projects and guided senior individual contributors. Together, we embarked on a critical mission to cut ties with BXCore, Blackstone's legacy framework, which had been the backbone of all the firm's applications.
- One of our standout initiatives was building an abstraction layer that bridged the gap between our varied trade entry applications and our multiple accounting ledger systems. This innovative layer offered a fresh, modern approach to interact with our accounting systems, marking the end to the reliance on similar, outdated BXCore-dependent workflows. I led the development of this cloud-native Python solution using Poetry on AWS to abstract ledger-specific trades and reference data.
- In a particularly challenging scenario, we tackled the rigid design of our Investran ledger system, which was initially only capable of handling transactional data schemas. I introduced a novel method to dynamically import any type of data types including reference and security data. This solution not only solved a long-standing issue but also broadened our system's capabilities beyond traditional constraints and thinking.
- Another significant achievement under my leadership was the complete overhaul of our legacy authentication and authorization process for the Niagara economic accounting system. This initiative not only freed us from our dependency on BXCore and our centralized web portal but also served as a blueprint for other teams facing similar challenges.
- Leading this team wasn't just about accomplishing tasks; it was about bringing out the best in each member. By highlighting individual strengths and addressing areas for development, I was able to transform an underperforming team member into a unique asset for the firm. Furthermore, I took it upon myself to foster a culture of knowledge sharing within our IT department. Through engaging and interactive presentations like "Beacon and Me" and "Excel Potty Training with Data Dumps," I shared my insights on the Beacon Python platform and my extensive experience in automating manual Excel workflows, making learning and sharing knowledge an enjoyable experience.
Cohen & Steers
Head of Alt Data & Excel Development
June 2019 – July 2022
- At Cohen & Steers, I led a nimble front-office software development and quantitative team that was the backbone for over a hundred investment professionals. We juggled three major software initiatives: building our data sciences group, overhauling our Excel-based add-ins, and modernizing our firm’s quantitative systems.
- Alternative Data: Our journey into alternative data was a groundbreaking one. We built a comprehensive data sciences platform that became instrumental in uncovering investment opportunities in areas like international commercial and residential real estate, global infrastructure, and commodities. This platform provided insights that were a step ahead of traditional sell-side research, setting new benchmarks in the industry.
- Technologies Used: Our alternative data solutions were cloud-native solutions and moved away from the firm’s Excel COM add-in development to Excel-native’s power query editor using OData RESTful endpoints.
- Excel Development: Embarking on the journey to revolutionize Excel development at Cohen & Steers, I led the charge in rearchitecting our Excel-based technology. The implementation of a prefetched Redis cache was a game-changer, boosting performance by an astonishing 99% and significantly enhancing user productivity in building models and analyses. This overhaul wasn't just about speed; it enabled us to transition from cumbersome manual processes to streamlined automation.
- Driving innovation in Excel development, I transitioned our team away from manual, VBA-based workbooks to a streamlined, cloud-native SOA approach, significantly enhancing productivity for traders, analysts, and quants. This move not only automated previously time-consuming tasks but also involved a deep dive into workbook analysis to elevate our users' capabilities in Excel model development.
- I seamlessly integrated our Excel AddIn with the OMS team's API, creating an OMS-agnostic workflow that maintained consistent operations through the firm's migration from EZE Castle to Charles River.
- Quantitative Work: Collaboration with the quantitative team was a key highlight of my tenure at Cohen & Steers. We successfully transitioned the quants’ on-prem development environments to Azure DevOps utilizing build and release pipelines and workflows. This move not only ensured the maintenance of code quality and streamlined deployments but also made it easier to build and test our backend tasks written in Python’s Anaconda and Angular via C# for frontend.
- Team: To help support my team, I created a 6-month rotational training program aimed at acclimating new team members to our diverse business needs and tech landscape. This program demonstrated our commitment to continuous learning and team growth, ensuring that our team was at the intersection of technological innovation and our business.
DataWarhorse
Risk Management & Data Sciences for Hedge Funds
November 2017 – June 2019
- Developed cloud-based financial software including market data, security master, portfolio construction, and risk management.
- Leveraged our expertise and infrastructure to build bespoke solutions for hedge fund clients and their investors including:
- Constructed a multivariate-hedge of a client’s international portfolio to suit a FOF investor’s market neutral risk profile.
- Implemented a monte-carlo best-first search algorithm that uses structured randomness to optimize portfolio hedges.
- Built cloud-based ASP.NET MVC website for client access and data entry, iOS and Android apps, and Alexa skills for voice.
- Prototyped a virtual risk manager using Amazon Echo to answer clients’ questions re their portfolio’s risk and exposures.
- Extended our ETL framework for unstructured alternative data including social media, eCommerce and crowd sourced sites.
- Captured social media purges and food poisoning incidents to realize investable opportunities before the market moved.
- Researched and added support for re-distributable international market data including fixed income and derivatives.
Tremblant
Head of Risk and Software Development
June 2009 - November 2017
- Created risk management and data warehouse system (“DW”) used by everyone including OPs, traders, and analysts.
- DW was praised by external risk consultants as “among the top of all hedge funds [200+] we have reviewed in 25 years”.
- Built risk lib including performance analytics and alpha/beta attribution, stress tests, factor analysis, liquidity calcs.
- Expert at calculating and communicating equity risks including ratios, VOL, VaR (iVaR, marginal, component).
- Designed and developed 3 user interfaces/UX: web for data entry, Silverlight for analysis, Excel add-in for power-users.
- Created and sent rebalanced trade files to our EZE Castle OMS, and integrated with EZE’s intraday API to update our analyses.
- Extended DW to work on position, trade, and class levels; took in market data, security data, and user price targets.
Blue Mountain Capital Management
Quantitative Strategist
March 2008 - January 2009
- Created full-stack software to optimize margin, calculate risk, and assign trades using WPF’s M-V-ViewModel and WCF.
UBS Prime Brokerage
Development Manager
May 2006 - March 2008
- Managed front-end client technology team, championed MVC technology, lead interview process.
Sungard Trading Systems / Brass
Software Developer
March 2005 - May 2006
- Developed DMA front-end in C#, and trade execution back-end in C++.
For more professional insights, connect with me on LinkedIn.