Applications Developer / Quantitative Analyst / Instructor
EMAIL: vistagalactica@gmail.com
Experience encompasses programming, mathematics, and teaching. Background reflects heavy emphasis on programming and mathematics , with fluency in multiple languages including C++, C, PERL, MATLAB, FORTRAN, among others, principally in the UNIX and WINDOWS environments. Designed C++ classes for financial instruments , interest rate models, and parsing. Used the Princeton non linear programming package LOOQ to solve complex interest rate and yield curve models involving equations where tensor products were needed. Installed SLAKWARE LINUX with C++, Perl, Netscape, Apache Web Server operational. Developed many math scripts with GUI in MATLAB on Windows95. Some experience with Rogue Wave Tools and Informix. Wrote a small online catalog in PERL. Translated VB and KR C code for options trading into modern C++. This was done with MS VC++, and then ported to Solaris Gnu C++. Also, wrote several COM object DLLS to connect this quantitative C++ to VB and VC++ GUIS.
Ph.D., Mathematics & EECS, University of California at Berkeley; B.A., Mathematics, San Francisco State University.
Software Engineer Contractor, HP , Roseville, California (11/2000-4/2001). Designed and implemented a message mapper of SAP data in C++ using the STL library. Also performed QA using Purify and PureCoverage. Within the Tuxedo environment designed a caching mechanism in C++. Made changes in the XML data files for the same product. Gnu debugger experience on multiple processes running.
Software Engineer with The Tahoe Group , Hayward and Sacramento, California (02/2000-11/2000). Used Visual Parse to design and implement in C++ a financial instrument language. Used Rogue Wave DBTools to do preliminary design and implementation work for a financial instrument database. Implemented financial optimization algorithms in C++ with the LOQO optimization package. This startup went under.
Software Engineer with Risk Management Technologies, Berkeley, California (04/1997-02/2000). Wrote a collection of Perl scripts to transform K&R C code to C++ compliant code. Wrote a parser for an HTML like grammar. Developed a server of various types of random number sequences used in interest rate modeling. Recently developed a math library in C++ based on the functionoid paradigm. Implemented nonlinear programs based on this library and a quadratic program engine. Extensive experience with MATLAB , including GUI and nonlinear programming.
Software Engineer with Renaissance Corporation, Los Altos, California (1995-1996). Designed C++ classes for various financial derivatives. This included developing prototypes for several financial instruments, looking for design patterns in the prototypes, extending my existing mathematical class library, developing an elegant framework for integrating and root finding of mathematical functions, and starting an overall object oriented design for a product.
Consultant with Unisys Corporation, Mission Viejo, California (1994-1995). Unit tested an object-oriented repository program written in C++, using the Versant database in Sun Unix. This included writing UNIX shell scripts and complex makefiles as well as writing unit tests in C++.
Consultant with TDS Healthcare Systems, Inc., San Jose, California (1993-1994). Designed and implemented in C++ a message analyzer of medical records data. Implemented in C a message mapper of raw medical records data to data structures amenable to Oracle.
Lecturer of Computer Science, Naval Postgraduate School, Monterey, California (1989-1993). Taught several courses in computer science, C++, and Ada. Supervised the development of a configuration and control program for source control management using the ONTOS object-oriented database. Discovered algebraic coding theory improves the pattern recognition capability of a neural net -- implemented in C++. Also, implemented a Motif/C++ program that displays 2-dimensional motion.
Consultant with Naval Postgraduate School, Monterey, California (1988-1989). Designed and implemented optimization algorithms in FORTRAN for navigation-guidance application.
Consultant with Ford Aerospace, Palo Alto, California (1985). Designed an adaptive filter for complex signals using optimization theory. Trained engineers in C and linear algebra.
Adjunct Professor of Mathematics, Naval Postgraduate School, Monterey, California (1982-1987). Taught courses in mathematics, C, and Pascal. Designed and implemented interactive programs in Pascal to solve linear algebra problems. Implemented algorithms in C for research in algebraic coding theory. Wrote a paper on a C implementation of ASCII sets for keyboard filtering.
Asst Professor of Mathematics and Computer Science, Universidad Simon Bolivar, Caracas, Venezuela (1976-1978). Taught courses in mathematics and computer science.
Additional experience as independent consultant, involving the development of insurance applications in Pascal. Also, used linear and integer programming to schedule trucks carrying spent nuclear fuel rods for ERDA. This included coding in Fortran the LP out-of-kilter algorithm and a large linear and integer program.
GNU C/C++, Visual C++, BORLAND C++, VISUAL PARSE, PERL, (WINDOWS 98/NT), UNIX(DEC, HP, IBM, SUN ), LINUX, MATLAB, INSURE++, CODE WIZARD, ROGUE WAVE TOOLS, SOURCESAFE, FRAMEMAKER, PURIFY, PURECOVERAGE, INFORMIX DBACCESS, TUXEDO( a little), ATL/COM for VB/VC++ connection.