Consultant at Barclays Global Investors
San Francisco Bay Area
Consultant at Barclays Global Investors
San Francisco Bay Area
PhD, Chemistry, University of Chicago
NSF Fellow, Theoretical Chemistry
10 years professional consulting
Very advanced mathematical and statistical modeling, text mining, machine learning, and modern search engine relevance algorithms .
Software development (Ruby, Ruby on Rails, Java, C, MatLab, etc)
Swing and Eclipse Plugin/RCP/EMF User Interfaces
J2EE/Web Services (WebLogic)/XML
SQL and OLAP/data modeling
Ruby and Ruby on Rails
Quantitative financial mathematics (i.e. derivatives pricing and volatility modeling), and computational and theoretical chemistry and physics.
(Public Company; BCS; Investment Management industry)
March 2009 — Present (9 months)
Consultant in Innovation Group
(Computer Software industry)
July 2008 — February 2009 (8 months)
Researching and developing state-of-the-art statistical machine learning techniques (SVM, NLP, etc)
(Public Company; ebay; Internet industry)
June 2007 — December 2007 (7 months)
I recently finished two consulting engagements with eBay.
In my first role, I was working with the customer service product development business unit developing a machine learning solution to classify customer support emails.
In the second, with Shopping.com (eBay), I demonstrated how to improve their search engine relevance algorithm.Basically, I applied state-of-the-art statistical machine learning algorithms
to learn the contextual and behavioral patterns apparent in the eBay clickstream data and used this to design and build a very high performance, highly accurate, adaptive and retrainable relevance algorithm for the Shopping.com search engine, as it
was being used as an ad server for the eBay main site.
My work involves both business analysis as well as research and development using state-of-the-art machine learning/text mining methods using large scale, multi-class and structural Support Vector Machines (SVMs), NLP tools, etc
(Privately Held; 10,001 or more employees; Research industry)
September 2006 — March 2007 (7 months)
Research and development of technology for personalized mobile services. Applied Bayesian statistical models to create the LastInch personalization engine.
(Privately Held; 51-200 employees; Computer Software industry)
August 2006 — September 2006 (2 months)
Developed statistical models for modeling consumer behavior using Empirical Bayesian methods
(Public Company; 10,001 or more employees; Research industry)
June 2005 — June 2006 (1 year 1 month)
Developed prototype AI technology for personalized search of scientific articles using the Eclipse RCP framework and semantic search techologies including entity recognizers and pattern recognition algorithms
(Privately Held; 1-10 employees; Computer Software industry)
November 2004 — December 2004 (2 months)
Delivered high performance, multi-threaded java server for XML/HTTP communications
(Privately Held; 1-10 employees; Financial Services industry)
September 2002 — February 2004 (1 year 6 months)
Designed and implemented the OPUS software. Chief architect and developer,
http://opuspro.com/
Recently acquired by TD Ameritrade
Developed very solid knowledge of financial mathematics for equity derivatives.
(Privately Held; 51-200 employees; Telecommunications industry)
January 2001 — March 2001 (3 months)
Prototyped voice XML implementations for the next generation NetByTel architecture.
NSF Fellow , Theoretical Biophysics , 1994 — 1996
I successfully applied the Effective Hamiltonian theory to improve the results of semi-empirical MDNO calculations. This was a one-of-a-kind study.
http://pubs.acs.org/cgi-bin/abstract.cgi/jpcafh/1998/102/i05/abs/jp9722972.html
Produced a couple of single author papers. I actually prefer to work with others but sometimes you have to sit down and figure out the details yourself. Here's one:
http://pubs.acs.org/cgi-bin/abstract.cgi/jpchax/1996/100/i34/abs/jp960617w.html
PhD , Chemistry (Theory) , 1990 — 1994
Researched the Ab Initio foundations into Semiempirical Methods for electronic structure for polyenes. This means applying quantum field theory to understand certain conceptual issues in computational quantum chemistry.
On my own initiative, devised and implemented similarity transformations for the spin-dependent three- and four-electron matrix elements that airse in the theory.
Wrote lots of complex Fortran and C code for the Cray supercomputer to
diagonalize giant matrices, parse and reorganize legacy Fortran code, compute Feynman diagrams, find bugs, mange the workflow, visualize data, etc.
Reverse engineered Fortran legacy code using semi-functional pre-compiler (written in Lisp and C)
Ran lots of calculations and published 6 papers.
Here's a very minor entry in the Wikipedia on this:
http://en.wikipedia.org/wiki/Semi-empirical_quantum_chemistry_methods
I was awarded an NSF fellowship for my work (1 of 2 nationwide, very prestigious)
B.S , Math, Chemistry , 1986 — 1990
A couple of publications, one in math, one in chemical physics
Undergraduate research: invented a Monte Carlo simulation for studying the behavior of defect melting in crystals. Ran some supercomputer simulations and published some cool work:
http://prola.aps.org/abstract/PRB/v44/i2/p477_1
Here's a link to a national math contest where I won first prize
http://www.math.ohio-state.edu/history/math-matrix/Sp89/
Recreational and Masters Gymnastics
National Science Foundation Fellow, Theoretical Chemistry
(one of two nationwide)
First place national winner, SIAM: (Society for Industrial and Applied Mathematics )
undergraduate math contest
Bronze Medal, Masters Gymnastics: Empire State Games