Experience

Modaai

• United States
• Data Infrastructure and Analytics
• 1 - 100 Employee

• Modeling Director

  • Apr 2012 - Present

  Listen, design, and implement mathematical optimization and machine learning solutions for a wide variety of industries, including mining, metallurgy, forestry, oil and gas, CPG, and retail. • Pallet building and warehouse routing solution for a large retailer in Ecuador saved USD$400k on costs to build and distribute pallets. • First of a kind forestry application for a multi-national paper products company creates plans at the lot level for a 50 year time horizon. • Metallurgy… Show more Listen, design, and implement mathematical optimization and machine learning solutions for a wide variety of industries, including mining, metallurgy, forestry, oil and gas, CPG, and retail. • Pallet building and warehouse routing solution for a large retailer in Ecuador saved USD$400k on costs to build and distribute pallets. • First of a kind forestry application for a multi-national paper products company creates plans at the lot level for a 50 year time horizon. • Metallurgy optimization saved USD$2Million+ per year in order to optimize alloy recipes, procurement, mining operation, and production planning. • IBM Value-add reseller for CPLEX and Decision Optimization • CPLEX and Optimization training and consulting for some of the world's largest microchip and finance companies, among others. • Performance tuning and identifying sources of ill-conditioning for an airline with models that have millions of rows and columns. • Use decision analysis to help a large retailer size their new warehouse. Techniques include: performance tuning, clustering, model tuning, constraint generation, column generation, non-linear optimization, time series analysis, decision analysis, clustering, constraint programming, linear programming, mixed integer programming, visualization. We are able to structure payments to maximize the financial metrics of our clients, including risk-sharing, deferred payments, and SaaS. Show less Listen, design, and implement mathematical optimization and machine learning solutions for a wide variety of industries, including mining, metallurgy, forestry, oil and gas, CPG, and retail. • Pallet building and warehouse routing solution for a large retailer in Ecuador saved USD$400k on costs to build and distribute pallets. • First of a kind forestry application for a multi-national paper products company creates plans at the lot level for a 50 year time horizon. • Metallurgy… Show more Listen, design, and implement mathematical optimization and machine learning solutions for a wide variety of industries, including mining, metallurgy, forestry, oil and gas, CPG, and retail. • Pallet building and warehouse routing solution for a large retailer in Ecuador saved USD$400k on costs to build and distribute pallets. • First of a kind forestry application for a multi-national paper products company creates plans at the lot level for a 50 year time horizon. • Metallurgy optimization saved USD$2Million+ per year in order to optimize alloy recipes, procurement, mining operation, and production planning. • IBM Value-add reseller for CPLEX and Decision Optimization • CPLEX and Optimization training and consulting for some of the world's largest microchip and finance companies, among others. • Performance tuning and identifying sources of ill-conditioning for an airline with models that have millions of rows and columns. • Use decision analysis to help a large retailer size their new warehouse. Techniques include: performance tuning, clustering, model tuning, constraint generation, column generation, non-linear optimization, time series analysis, decision analysis, clustering, constraint programming, linear programming, mixed integer programming, visualization. We are able to structure payments to maximize the financial metrics of our clients, including risk-sharing, deferred payments, and SaaS. Show less



Vise

• United States
• Investment Management
• 1 - 100 Employee

• Quantitative Development Lead

  • Apr 2017 - Apr 2021

  Responsible for the rollout, design, and building of the portfolio generation system. This system uses machine learning, optimization, simulation, and analytics to generate individualized portfolios. Our stock universe and selection process is designed to reduce survivorship bias in the selection process. The portfolios are tax-efficient and provide analysis so that advisers can explain to their clients the effects that changing their goals and outlook on risk will have on their portfolio… Show more Responsible for the rollout, design, and building of the portfolio generation system. This system uses machine learning, optimization, simulation, and analytics to generate individualized portfolios. Our stock universe and selection process is designed to reduce survivorship bias in the selection process. The portfolios are tax-efficient and provide analysis so that advisers can explain to their clients the effects that changing their goals and outlook on risk will have on their portfolio values over time. Assets under management grew from 0 to $180 million. From May 2020 to March 2021 my stock selections outperformed the market by 1.47% with a beta of 74.31%. The Sharpe ratio in this period was 2.38 compared to a market Sharpe of 1.92. Show less Responsible for the rollout, design, and building of the portfolio generation system. This system uses machine learning, optimization, simulation, and analytics to generate individualized portfolios. Our stock universe and selection process is designed to reduce survivorship bias in the selection process. The portfolios are tax-efficient and provide analysis so that advisers can explain to their clients the effects that changing their goals and outlook on risk will have on their portfolio… Show more Responsible for the rollout, design, and building of the portfolio generation system. This system uses machine learning, optimization, simulation, and analytics to generate individualized portfolios. Our stock universe and selection process is designed to reduce survivorship bias in the selection process. The portfolios are tax-efficient and provide analysis so that advisers can explain to their clients the effects that changing their goals and outlook on risk will have on their portfolio values over time. Assets under management grew from 0 to $180 million. From May 2020 to March 2021 my stock selections outperformed the market by 1.47% with a beta of 74.31%. The Sharpe ratio in this period was 2.38 compared to a market Sharpe of 1.92. Show less



IBM

• United States
• IT Services and IT Consulting
• 700 & Above Employee

• Worldwide Client Solution Professional

  • Nov 2012 - Oct 2013

  Promoting Optimization in Finance. Solutions include: collateral management, trade settlement, balance sheet optimization, derivatives pricing, CVaR optimization, stock loan optimization, tax planning, international liquidity, portfolio rebalancing, and asset and liability management. Promoting Optimization in Finance. Solutions include: collateral management, trade settlement, balance sheet optimization, derivatives pricing, CVaR optimization, stock loan optimization, tax planning, international liquidity, portfolio rebalancing, and asset and liability management.



Morgan Stanley

• United States
• Financial Services
• 700 & Above Employee

• Risk Manager, Equity Strategies

  • Aug 2010 - Apr 2012

  • Coordinate with Operations, Legal, Compliance, and IT to ensure all trades are logged immediately in firm systems to measure and monitor market risk • Roll out soft dollar program for Brazil that takes into consideration the existing soft dollar infrastructure, Brazilian law, customer requirements, and reporting data available • Migrate Brazilian trading activities, 3rd party brokers, and accounts to the most tax-efficient entities • Design and validate daily late trade report and… Show more • Coordinate with Operations, Legal, Compliance, and IT to ensure all trades are logged immediately in firm systems to measure and monitor market risk • Roll out soft dollar program for Brazil that takes into consideration the existing soft dollar infrastructure, Brazilian law, customer requirements, and reporting data available • Migrate Brazilian trading activities, 3rd party brokers, and accounts to the most tax-efficient entities • Design and validate daily late trade report and create new reporting metrics that have lowered Brazil’s late trade volume by 80% • Monitor daily counterparty risk reports that include market risk metrics and stress test results • Manage and create projects to increase trade volume and profitability. Communicate front office priorities and partner with the Operations and Developer teams to roll out new initiatives. • Consult with stock loan team to create an automated share allocation application that will provide a daily portfolio of shorts for each client that balances firm revenue and client service needs • Consult with the client analytics team to make better decisions on client interactions • Consult with Morgan Stanley Analytics to optimize client portfolio construction decisions Show less • Coordinate with Operations, Legal, Compliance, and IT to ensure all trades are logged immediately in firm systems to measure and monitor market risk • Roll out soft dollar program for Brazil that takes into consideration the existing soft dollar infrastructure, Brazilian law, customer requirements, and reporting data available • Migrate Brazilian trading activities, 3rd party brokers, and accounts to the most tax-efficient entities • Design and validate daily late trade report and… Show more • Coordinate with Operations, Legal, Compliance, and IT to ensure all trades are logged immediately in firm systems to measure and monitor market risk • Roll out soft dollar program for Brazil that takes into consideration the existing soft dollar infrastructure, Brazilian law, customer requirements, and reporting data available • Migrate Brazilian trading activities, 3rd party brokers, and accounts to the most tax-efficient entities • Design and validate daily late trade report and create new reporting metrics that have lowered Brazil’s late trade volume by 80% • Monitor daily counterparty risk reports that include market risk metrics and stress test results • Manage and create projects to increase trade volume and profitability. Communicate front office priorities and partner with the Operations and Developer teams to roll out new initiatives. • Consult with stock loan team to create an automated share allocation application that will provide a daily portfolio of shorts for each client that balances firm revenue and client service needs • Consult with the client analytics team to make better decisions on client interactions • Consult with Morgan Stanley Analytics to optimize client portfolio construction decisions Show less



IBM

• United States
• IT Services and IT Consulting
• 700 & Above Employee

• Technical Account Manager

  • Feb 2009 - Jul 2010

  • Assignment in Brazil to ensure successful ILOG integration in Latin America within IBM and its partner network • Build cash management, logistic and insurance linear models and business rules to be reused by the IBM technical and business partner sales force • Train partners and technical sales force to build linear and constraint programming models and business rules to add to the asset database to close business opportunities • Present project solution to business and technical… Show more • Assignment in Brazil to ensure successful ILOG integration in Latin America within IBM and its partner network • Build cash management, logistic and insurance linear models and business rules to be reused by the IBM technical and business partner sales force • Train partners and technical sales force to build linear and constraint programming models and business rules to add to the asset database to close business opportunities • Present project solution to business and technical users including C Level executives to advance the pipeline • Results of Q1 2010 are $1.2 MM ahead of Q1 2009, which exceeded quota Show less • Assignment in Brazil to ensure successful ILOG integration in Latin America within IBM and its partner network • Build cash management, logistic and insurance linear models and business rules to be reused by the IBM technical and business partner sales force • Train partners and technical sales force to build linear and constraint programming models and business rules to add to the asset database to close business opportunities • Present project solution to business and technical… Show more • Assignment in Brazil to ensure successful ILOG integration in Latin America within IBM and its partner network • Build cash management, logistic and insurance linear models and business rules to be reused by the IBM technical and business partner sales force • Train partners and technical sales force to build linear and constraint programming models and business rules to add to the asset database to close business opportunities • Present project solution to business and technical users including C Level executives to advance the pipeline • Results of Q1 2010 are $1.2 MM ahead of Q1 2009, which exceeded quota Show less



ILOG

• Software Development
• 1 - 100 Employee

• Technical Account Manager for ILOG, Latin America

  • Oct 2007 - Feb 2009

  • Established the technical sales portion of the ILOG Latin American expansion • Trained IBM sales force on how to identify opportunities and business partners how to implement solutions • Designed proof of concepts and established a return on investment based on expected increased earnings including • Developed IBM’s Cash Management solution and lectured to sales and implementation teams in Singapore, Japan, United States, Mexico, Brazil, Columbia, Chile and Argentina. The solution… Show more • Established the technical sales portion of the ILOG Latin American expansion • Trained IBM sales force on how to identify opportunities and business partners how to implement solutions • Designed proof of concepts and established a return on investment based on expected increased earnings including • Developed IBM’s Cash Management solution and lectured to sales and implementation teams in Singapore, Japan, United States, Mexico, Brazil, Columbia, Chile and Argentina. The solution coordinates cash shipments between federal repositories, bank branches, and ATMs, saving the customer a combined 30% in armored car and interest costs • 310% achievement of plan for 2009 sales • Received a one, the highest rating, for 2009 performance review

• Business Policy Analyst,Northeast Region

  • Mar 2006 - Sep 2007

  • Trained business analysts and rule developers on the business rules software and business rules methodology including investment banks, commercial banks and pharmaceutical companies in the New York area

• Optimization Consultant

  • Jan 2005 - Feb 2006

  • Developed linear and constraint programming models to solve customer optimization problems including a major United States Stock Exchange, a hospital regulatory agency and a medical laboratory regulator



PepsiCo

• United States
• Food and Beverage Services
• 700 & Above Employee

• Senior Business Analyst

  • Mar 2003 - Jan 2005

  • Worked as a liaison between the IT and Business groups of the Integrated Planning Project, a supply chain initiative to improve forecasts, service levels, and reduce inventories. The forecasts improved by adding causal factors to the linear regression models. Inventory was reduced by using statistics to reduce the variance of the system. • Worked as a liaison between the IT and Business groups of the Integrated Planning Project, a supply chain initiative to improve forecasts, service levels, and reduce inventories. The forecasts improved by adding causal factors to the linear regression models. Inventory was reduced by using statistics to reduce the variance of the system.



SeeCommerce

• Software Development
• 1 - 100 Employee

• Solution Architect

  • Mar 1999 - Apr 2002

  • Met with customers to gather requirements and designed customizations around their business processes • Designed and implemented specialized reports to use in conjunction with a supply chain metrics application, to help customers improve forecasts, reduce inventories, and improve service levels. • Met with customers to gather requirements and designed customizations around their business processes • Designed and implemented specialized reports to use in conjunction with a supply chain metrics application, to help customers improve forecasts, reduce inventories, and improve service levels.