I'm a quantitative developer specializing in Python, with a focus on finance applications. I subscribe to Agile and test-driven software engineering methodologies. With my financial software engineering experience and educational background, I bring a disciplined and scientific approach to solving problems. At Autonomy I help design APIs that emphasize financial concepts, rather than vendor-specific implementations or said concepts. We're building our own internal financial library that serves as the foundation of our risk and strategy systems.

Financial Engineer @ I'm a technical lead, having both designed and developed the risk infrastructure in our production data center using Python-based processes (pandas, SQLAlchemy) and PostgreSQL. I created the risk reports which communicate to our portfolio managers their portfolio's market sensitivities, scenario analyses, and tail-risk measures, using historical data samples or Monte Carlo simulations. PostgreSQL is used to store portfolio positions and risk analytics, while Python is used for calculation. I also serve as the technical lead on other projects including building analytics for the Product Control function. I have experience in pricing, risk analytics, and portfolio construction. Technologies used include: Python, bash, pandas, SQLAlchemy, numpy, scipy, lxml, Jinja2, PostgeSQL, Mercurial, VirtualBox, Ubuntu From January 2013 to Present (3 years) Intern @ From May 2012 to August 2012 (4 months) Neuroscience Research Assistant @ Measured the impact of deep brain stimulation by analyzing the EEG brain wave response From April 2009 to April 2010 (1 year 1 month) Greater New York City AreaFinancial Analyst @ Analyzed private equity / venture finance deals From March 2006 to April 2007 (1 year 2 months) Greater New York City AreaPhysics Research Assistant @ Implemented a new problem-solving technique for classic mathematical problems (traveling salesman problem and the assignment problem) From May 2003 to September 2003 (5 months) Ithaca, New York Area

MS @ City University of New York-Baruch College From 2011 to 2012 Postbac @ Columbia University in the City of New York From 2010 to 2010 Bachelor of Arts @ Cornell University From 2000 to 2004 Saint Ann's School From 1996 to 2000 Thomas Maloney is skilled in: R, VBA, Python, Matlab, C++, Programming, Quantitative Finance, Monte Carlo Simulation, Stochastic Calculus, Quantitative Analytics, Statistics, Bloomberg, Machine Learning, Financial Modeling, Financial Engineering