Lead Developer, Project Manager, Senior Developer

Developer, ETF Trading Technology. @ ETF Trading Technology. ETF Pricing Models, Risk Models , Market Making , Portfolio Optimization ,Simulation Algorithmic Trading. Algorithmic strategy development for US and European equity and options trading . Arrival Price Strategies , Option Strategies Delta Adjusted, Volatility Limit , Passive Order Placement Tactics, Basket and Pairs Trading. From November 2011 to Present (4 years 2 months) Senior Algorithmic Software Engineer @ Liquidity Seeking Strategies, Sweeper Strategies and Framework, Signal Detection, Micro Trading Rules, Dark Pool Aggregators, Anti-Gaming strategies. Future Trading, Algorithmic Trading Framework. From February 2010 to November 2011 (1 year 10 months) AVP/Algorithmic Trading @ Algorithmic Trading System : Design and Implementation of Small and Mid Cap , Smart Market Orders, Arrival Price , Target Close and customized equity trading algorithms . Market Micro-Structure, Market Impact Models, Optimum Participation Models, Statistical High Frequency Strategies From January 2008 to February 2010 (2 years 2 months) Software Developer/Project Manager @ Algorithmic Engine and Trading Algorithms . Basket Trading GUI design for Algorithmic Trading – Building the user interface screens for the existing Algorithmic trading engine . From February 2005 to February 2010 (5 years 1 month) Associate Director @ Algorithmic Trading System. Designed and development of Weighted Average Price (VWAP) , TWAP, Percent of volume (POV) , 10b-18 corporate buybacks , future hedging and specialized equity trading algorithms . Portfolio Trading System (GEM-PT) – Design and development of global portfolio trading system. From May 1998 to February 2005 (6 years 10 months) Senior Software Engineer @ Secure Internet Payment Systems . Implementation of cryptography algorithms. From October 1996 to May 1998 (1 year 8 months) Senior Staff Software Engineer @ Medical Imaging and processing, UNIX Device drivers, simulators for missile systems. From November 1994 to October 1996 (2 years)

MS, Electrophysics @ New York University - Polytechnic School of Engineering From 1990 to 1992 BS, Electrical Engineering @ Polytechnic University From 1986 to 1990 MA, Applied Mathematics @ City University of New York-Hunter College