About
I am a versatile professional based in NYC with interests in the quantitative, analytical and strategic aspects of financial markets, derivatives and portfolio construction and optimization. Also deeply interested in search engine optimization, internet traffic analysis, search algorithms and the applications of network and graph theory to the world of internet analysis. Currently employed by a software company focused on scientific software solutions. Former postdoctoral researcher in the field of computational systems biology at Colorado State University. Ph.D. in physics (2008), M.B.A. (2002), Bachelor of Science in Physics (1999). My interdisciplinary background includes former work in risk management. My main programing language of choice has become Python, thanks to the power it gives to write scripts quickly to test hypothesis and to scaffold robust applications in short time. Together with C++, Python can be used to wrap fast code.
My current interest is focused on the mathematical aspects of finance and quantitative research and their applications, not on the pure technological side of the development of software applications. My goal is to use technology as a tool, however, technology is not my purpose. I am also a great communicator, and I can be an efficient liaison between the lines of business, research and technology. Beyond this my range of interests is relatively wide and it includes complex networks and graph theory, computational biology, artificial intelligence and machine learning algorithms, data mining, market research, search engine optimization, dynamics of social systems and networks and complex systems in general. My skill set includes very good interpersonal skills and the ability to work effectively as a member of a team. Resume can be found here.
With former experience in risk management I gained substantial knowledge about financial instruments, including options, futures, and swaps and a very good understanding of the Black-Scholes model, calculation of portfolio Value at Risk (VaR) and volatilities by autoregressive methods. Interestingly I have come to realize that my interest in computational biology has led me to learn about many methods which could serve to provide solutions for market and investment analysis.
My Ph.D. research was in the area of complex networks. Complex networks is a growing field in the study of complex systems which has attracted a lot of attention due to its applications in a diversity of areas which includes marketing, biological and medical sciences, computer science, sociology, business administration and the military. A more detailed explanation of former research and future interests can be found in the statement of research. Results of Ph.D. research were published in physics journals (see publications).
I have a strong knowledge of mathematics. On the academic aspect, I took several advanced physics courses requiring complex mathematical analysis including Statistical Mechanics, Quantum Mechanics, Electrodynamics, General Relativity, Group Theory, Subatomic Physics and Elementary particles, and I currently continue to self teach new methods. In the technical scope I have developed algorithms in C/C++, Python (preferred language for scaffolding), Matlab, Visual Basic and Visual Basic for Applications. I have some familiarity with SQL, Java and C#. Worked on linux/unix systems for over 10 years.
On a more general level, I am a goal oriented professional who cares about the quality of his work. I have the combination of a great concentration capacity and very good interpersonal and communication skills. This combination allows excellent performance both working independently and as member of a team, and it has been of great help to communicate and make presentations of complex topics to audiences in all ranges of technical knowledge. Over ten years teaching experience with excellent evaluation by students is a guarantee of the former. Has the ability to synthesize complex topics efficiently to make them understandable for audiences who are not familiar with advanced mathematics, or who are not particularly interested in the details of how to solve problems.
"The world is wide, and I will not waste my life in friction when it can be turned into momentum"
-Frances E. Willard
