Developed a measure of the richness of swaption volatilities vs.
other tradable quantities, giving our volatility fund an exploitable
(and exploited!) edge in the market.
Initiated and developed several projects aimed at improving traders
productivity by giving them quick and easy access to pre-processed
market data, position feedback (broken down P&L) and exposure to a
broad range of market variables. I made those applications user-friendly
since I know that traders are too busy to use tedious programs.
Saved the company from significant losses that would have occurred
due to, for example, bad caption volatilities and TBA prices. I developed
applications to extract data from sources like Bloomberg, Reuters and
Lehman Brothers, and cross-check them before calibrating our models.
Adding that skeptical (if not paranoid) attitude towards data saved
us from a few potentially costly mistakes.
Rewrote some of the company’s libraries improving accuracy, code
reusability and speed. This made many more results available throughout
the day instead of overnight. It also greatly increased our productivity
and ability to respond to time-critical adjustments and expansions to
the existing codes.
Highly proficient in Perl, C++, Ruby/Rails, R and SQL.
Good knowledge but lack of recent practice in Visual Basic,
Java, Java3D (see my
Java3D applets),
FORTRAN, JavaScript, PHP (e.g. this website).
Familiar with developing tools like Eclipse, subversion and
programming/analysis packages like Condor High Throughput Computing and CERN's ROOT analysis framework.
A total of 14 years of experience in programming on both Linux/UNIX and Windows.
built an extensive and versatile three-dimensional Monte-Carlo simulation of beam and reaction
products trajectories through magnetic fields and materials in C++. The simulation has proven
to be crucial in the planning and the analysis of the BigSol experiments in the
Cyclotron Institute
.
developed a real-time data
visualization tool in Visual Basic (GUI) and C++ (DLLs) to monitor
the data acquisition used by the DEMON detector group. The program
also automated for the first time tedious calibration tasks.
created with Java3D a tool
allowing the design of experimental setups with specific
constraints that allowed me to generate an efficient setup for the
experiment I conducted for my Ph.D. project.
improved significantly the analysis programs used at the
Cyclotron Institute
, adding new features
and improving modularity and code re-usability by using a better class dependency model (C++).
My Ph.D. thesis showed for the first time a measure of the
fusion cross-section for superheavy systems at low energies, thanks to
a new analysis algorithm I developed (THOMATE), surpassing the original expectations of the
project. This allowed me to reconcile the data with a one-body
dissipation.
I have been lead the development of the superheavy elements program
at the
Cyclotron Institute at Texas A&M University. I have designed and
optimized the experimental setup that will be used in further
experiments as well as the entire program necessary to analyze the
collected data.
I have also made significant contributions to experiments
outside the scope of my projects, in the study of the structure of exotic light
elements (10Be,5H,…) and the study of the nuclear matter equation of state at
intermediate energies.