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Developed and managed the development of software and systems for:
Portfolio, Hedge Fund, Trading Models and Risk Analytics
Financial Derivatives Modeling
Financial Clearing Operations
Financial Market Analysis
Clinical Practice Record Management, Clinical Drug Study Data Management
Database Enabled Web Systems
Retail and Wholesale Multi-warehouse Business Operations including:
Inventory, Customer Relationships, Order Entry, Work Flow, Procurement, Reordering,
Purchase Order, Shipping, Billing/Invoicing, Receiving, Executive Information.
Developed for and managed and production environments on:
.NET, Visual Basic, SQL/Server, ADO, COM, C++, and ASP on Windows XP, NT,
TCP/IP, Linux, Apache, MySql, PHP, Perl, shell scripts, sed, grep,
router/firewall, VAX/VMS, VAX Basic, All-in-1, FMS, RMS
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The Blackstone Group, New York, NY
Vice President, March 2004 to Present
Design and Implementation of software for portfolio management and risk analysis. Interface w/ Bloomberg API for accessing pricing and fundamental market data. .NET, VB6, SQL/Server, Bloomberg API, Excel Automation.
Using VB6 and SQL/Server developed software managing customer accounts, allocation decisions, interfacing to Bloomberg programmatically through the Bloomberg API, and performing statistical risk analysis calculations on a variety of strategies.
Using .NET, developed a strategy modeling platorm for backtesting and statistically qualifying trading strategies using equities, indexes and derivatives. Added a neural network and training data editor.
Built software to model complex multileg hedged equity derivative strategies to speed the analysis and identification of market opportunities.
Various Clients, Ohio, New York, New Jersey and South Carolina
Independent Consultant, 1998 to 2004
Contract and/or freelance development of software for various projects.
Developed software to model returns for complex multileg derivatives strategies. Used Black Scholes to predict delta, sigma, theta, and prices at various underlying instrument prices on various target dates. Obtained Series 7 to support traders and brokers in options trading and in communicating strategies w/ clients.
Brokerage Systems - Designed and built systems to interface with back office clearing systems.
Designed systems to manage internal order flow and automate and enforce compliance checking for retail broker orders.
Developed software to model returns for hedged derivatives trading strategy.
Developed web sites using Linux, Apache, MySql, and PHP. Also developed using Linux, Apache and PHP web servers against Microsoft SQL/Server and SQL/Server stored procedures on the back end. An example of my Linux/Apache/MySQL/PHP web programming can be seen on request.
Developed software for Clinical Practice Management (VB6 and SQL/Server 2000), and a web based classified ad system (Linux, Apache, MySql, and PHP).
Implemented a self hosting internet connected network with a router, firewall, and NAT solution (using Linux 2.4.2 and iptables) , a self hosted DNS domain server using Bind9, a self hosted web server for multiple domains using Apache, and a self hosted e-mail postoffice using sendmail8, pop3 and imap, with both Linux and Outlook mail clients. Developed a shell script for maintaining tinydns data files directly from the command line using sed and regular expressions.
In C++ developed a question set editor for screening patients for suitability for clinical drug trials. The question set software was abstracted to be universal, making it able to support future drug studies, the requirements of which can't be predicted in advance. The question set editor was implemented as a recursive dialog in MFC, such that each question could own additional sets of questions which attach to 'pass' or 'fail' conditions allowing for infinitely finer control over the process. The data was stored in a network model database (Raima) allowing for tight integration with the object model of the applications.
JPMorgan Chase, Jersey City, NJ
Development Manager, July 2000 to April 2002
Developed and managed technical aspects of development for transactional web based margin applications for financial clearing operations.
Using SQL/Server, stored procedures, ASP, ADO, Visual Interdev, HTML, Javascript, DHTML and Perl, built transactional web based software for margin operations. Performed database design, software architectural design, web software development, and managed the process of moving the new applications from development to QA, testing in QA, and moving to production.
Built reusable libraries and a methodology to speed the development of web based transaction processing. Built a universal validation module in javascript for performing data validations in the browser before data gets sent back to the server. The validations were implemented by extending the HTML input elements with new attributes which contain the specific validation instructions. By placing the validation instructions in the html itself, the javascript code was made universal and reusable. The validation routines support several built in data types, as well as regular expressions, enabling support for new complex pattern based validations that may be required for future projects.
Working with 2 to 3 additional developers, mentored and directed them in various languages and tools including SQL/Server, SQL, stored procedures, relational design, HTML, Javascript, and in the use of my ASP libraries and methodology.
Developed web sites and client/server systems using HTML, Visual Basic, ADO, COM, SQL/Server, ASP, Javascript, and DHTML.
EMCORP / McNaughton-McKay Electric, Columbus, Ohio.
MIS Manager, December 1989 to June 1998
Performed all aspects of MIS department, including system management, software development, network management, and end user support.
Highlight: Client Server Development Project
Directly oversaw all aspects of a full life cycle 3 year project which replaced a VAX/VMS inventory system with a new client server network system using SQL/Server, Visual Basic, Windows NT, over a TCP/IP network. The resulting system was a complete inventory, order entry, reorder/purchase order, customer management, and executive sales information system, with an SNA connection to the primary vendor's mainframe. System went on-line over a 3 day weekend with no unscheduled downtime or data loss, and has been operational since July 1, 1995.
Performed requirements analysis. Selected the development and run-time environments. Specified and designed the software. Designed the relational SQL database. Implemented the SQL/Server database. Designed and implemented the network. Implemented the data conversion process and software. Implemented the application programs. Built the data migration tools in C. Supervised the work of other developers on the project. Interfaced with senior management to insure delivered systems fully met business requirements. Managed the production systems (old and new), the networks, the MIS staff (and outside consultants) of programmers and network administrators, and the users.
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