Barksdale Trading Group at Lupo Futures
Chicago, June 2014 - Present
- Designed, implemented, and refined automated market-making application for use on four commodity-option trading desks.
- Built target finder tool to identify option and spread markets satisfying given conditions.
- Built Python interface to legacy proprietary database system to alleviate user frustration with cumbersome querying facilities.
- Regularly develop and release data analysis tools and task-automation scripts in Python.
- Represent technology on cross-functional Agile Scrum team assembled for planning and executing the firm’s quantitative and technical objectives.
- Built CME-SPAN margin analysis tool with Python and Pandas.
- Maintain legacy suite of .NET risk- and position-analysis applications for market makers and quantitative analysts.
- Recruit and interview candidates for trading and programming roles.
University of Chicago
Chicago, September 2017 - Present (Periodic)
Taught the following courses in the Master's Program in Computer Science:
Chicago, January 2015 - March 2017 (Periodic)
Assist master's program faculty in the instruction and administration of the following courses:
Chicago, June 2011 - June 2014
- Served as Vice Chairman of Bank's Asset/Liability Committee.
- Built models for forecasting bank's cash flow and liquidity positions in Python and Pandas.
- Managed interest-rate risk for $1 billion balance sheet and $70 million fixed-income portfolio.
Detroit, December 2009 - June 2011
- Built Excel/VBA-based mortgage-trading optimization application for pooling and trading multi-billion-dollar lender’s origination pipeline.
- Structured and traded over $25 billion in residential mortgage servicing assets and mortgage-backed securities.
AJ Manser Global
Co-Founder and Trader
Chicago, December 2007 - August 2009
- Co-founded equity derivatives market-making firm.
- Built Excel/VBA-based position-risk dashboard, notification monitors, and other trading tools.