hire-me4 a t davisking d o t c o m
A software developer and financial analyst with exceptional math, business, and communication skills. Experience in finance, computer graphics, mobile computing, optimization, and parallel programming.
Languages: C++ (8 years), perl, C, Matlab, others.
Platforms and tools: Linux, gcc, CVS, SVN, pvm, boost, OpenGL, WinCE, Windows, Visual Studio, Vtune, pthreads, Excel.
Education: Certificate in Finance, CMU, 2005; MSCS, Georgia Tech, 1999, 4.0 CS GPA; A.B. Princeton, 1994, Public Policy, 3.8 GPA.
Ran asset allocation and mortgage price sensitivity analyses for senior bank management. Calibrated production and experimental interest rate models.
Implemented parallel fixed income analysis software including multifactor interest rate models, derivatives pricing, forward CMM estimation, and monte carlo simulation. Programming in C++ and perl using STL, boost, and pvm on multiple 250-processor linux clusters.
C++ software development and scientific modeling for Retek's statistical forecasting products. Responsible for directing consultants in redesign of Assortment Space Optimization software. Responsible for training Science group in new RPAS 11.0 database API, and for porting AutoES forecasting engine to new API. Gave lectures on Design Patterns for internal education program.
Research in HP's Client Media Systems Laboratory, one summer on volume rendering and one summer on handheld devices. Received a patent and published two invention disclosures and a conference paper. Programming on Windows NT and Windows CE with Visual C++.
Assistant on an international trading desk, responsible for evaluating, developing, and trading new strategies, for negotiating contracts, and for troubleshooting international legal and accounting issues. Developed and traded a new strategy that earned a seven-figure profit for the firm. Implemented analysis and accounting tools in C, sql, awk, tcl. Series 7, 3, and 63 registrations.
Lectured on computer ethics and on cybercrime, graded essays, and assisted with planning and research for an information security class.
Researching, developing, and implementing state-of-the-art compression and other tools for a 3D Internet Server in C++ and perl. Developed encodings that held world records for best guaranteed compression of triangle meshes.
Designed and implemented new visualization interfaces for a high-performance, distributed simulation, using C++, CORBA, and pthreads on Irix and Solaris systems. Maintained large user interface code using CVS, and trained undergraduate programming assistants in C++ and Inventor.
Other Experience: Keelboat Instructor, Georgia Tech Sailing Club, 2002-2006; Assistant Head Counselor, Camp Sea Gull, 1994; Editor-in-Chief, Student Course Guide, Princeton, 1992. Intern, U.S. Senate, Summer 1992.
Certificate in Quantitative Finance, Carnegie Mellon University, 2005.
M.S., Computer Science, Georgia Insitute of Technology, 1999.
Ph. D. candidate, Georgia Institute of Technology, Computer Science, 1999-2002.
Research Area: 3D compression for computer graphics in networked environments.
Courses include: networking, systems, human-computer interaction, databases, computer vision, optimization, linear programming, algorithms.
A.B., magna cum laude, Princeton University, 1994.
Major: Woodrow Wilson School of Public and International Affairs
Minor: Program in Applied and Computational Mathematics
Thesis: An Econometric Study of the Effect of Environmental Costs on International Trade
Intel Fellowship, 2000.
Lt. John Larkin Memorial Prize (for best thesis in Political Economy), Princeton, 1994
National Advanced Placement Program Scholar (one of 7 students in nation with highest overall performance on AP exams), 1990
For publications, please see my research page or my cv.