Chicago, Illinois, United States
Research, model, and develop trading strategies for equity auctions, especially low-latency single-stock alpha for the Nasdaq and Nyse closing and opening auctions
Run statistical studies on market data in Python. Research applications of modern NLP techniques in predicting market information. Research non-standard methods for modeling market impact.
- Develop bidding algorithms and infrastructure for real-time bidding in online auctions for online advertising that operate on the scaleof hundreds of milliseconds - Create a counterfactual simulator for forecasting auction supply and demand dynamics using Spark via Pyspark with AWS EMR, processing tens of billions of datapoints
- Develop a cloud-based solution for solving the “last mile” problem in a logistics network, using microservices and Java Spring in AWS with DynamoDB - Led a phased migration of configuration data from a legacy system into DynamoDB, including the addition of a REST API and scripts to automate managing configuration data - Led a data mining effort using Snowflake, SQL, and Python, analyzing data to predict optimal times for delivery success
- Work at University of Washingotn's "Noah's ARK" Natural Language Processing research group - Researched state of the art Natural Language Processing machine learning techniques, focusing on deep learning with transformers and neural networks - Created a corpus for text-based content-aware recommender systems, using Reddit data to examine user behavior over time - Experimented with novel techniques for automatic domain resolution and adaptation for improving zero-shot performance - Developed and trained a neural model to discover relations between scientific papers and analyze citations - Investigated techniques to enhance interpretability of the attention weights in natural language models