Steven Davis 617-575-9777
Programming Skills (Years)
C++ / C# 10+   SQL / Data Modeling 10+   Windows Apps/Svc 10+
Financial Apps 10+   Technical Writing 10+   Web / ASP.Net 10+
Statistical Analysis 10+   Networking 10+   Perl, VB/VB.Net/VBA 4
Leadership 10+   UNIX 7   Architecture 4

Solutions
Trading Asset Classes Quantitative Analysis Business Solutions Scalability
Market Data
Trading Systems
Rebalancing
Fill Allocation
Position Netting
Financing
Risk-Neutral Opt
Equities
Futures
Indices
Forwards
Swaps
Fixed Income
Principal Component Analysis
Rank Correlation
Numerical Optimization
Monte Carlo Analysis
Condition Probabilities
Accounting
Billing
e-Commerce
Payment Processing
Workflow Driven
Extensibility
Reporting
High Availability
Active Routing
Predictive Load Balancing

Roles
1988-1992 1993-1997 1997-2007 2007-2010 2011-Current
Soft Engineer
Research Assist
Consultant
Installer
Troubleshooter
Junior Architect
Principal Soft Eng
Program Manager

Quant Analyst
Principal Soft Eng

Architect
Senior Soft Eng

Objective
Mathematician passionate about solving challenging problems of a financial nature in a collaborative, dynamic, synergistic environment for mutual financial benefit.

Employment History

Eze Castle Software/Eze Software Group 2011 to present
Role: Software Architect / Title: Associate Director
Product: Order Management Software for the Buy Side.
Business Solutions Software Initiatives Process Innovations
#1 Strategic Initiative
Exposure Targeting
Trading Expense Control
Position Netting
Security Lending
Modeling Performance
Indirect Exposure Analytics
Adaptive, Stateful Load Balancing
Reshaping Application Framework
New Hire Knowledgebase
Code Review Standards
SQL Best Practices Rollout
Moderating Architecture Group
Training for Colocated Development
Innovated Arch Design Doc
Keywords: C#, .NET, Visio, Delphi, COM, WCF Services, WinForms, WPF, Agile, Scrum, DevEx, CAB, MEF, Unity, Sharepoint, Sql Server, T-SQL, TFS, MSTest/NUnit/RhinoMock, Entity Framework, SciLab.

Advanced Market Systems, Inc.
(Startup which ran out of money)
2008 to 2010
Title: Principal Software Engineer
Product: .NET 3.5 Windows real-time HA stock trading platform.
ASP.NET e-Commerce WinForm Client WCF/DB Services Collocation Servers
Recurring Billing
User Groups
3rd Pty Workflows
CRM / Entitlement
Extensible
Debugged
Modified MDI
ASync Sockets
Entitlement
Insistent
ASync Tuning
DB Clustering
Highly Available
Resilience
Network & Svc Balancing
Aggregating
Balancing
Resilient
RT Multicast
Continuous Testing

Keywords: Visual Studio, C#|VB.NET|C++/CLI, Clustered MySql, Async Sockets|Services|DB Access, Web App, ASP.NET, AJAX, Paypal/Authorize.Net, IIS Win Forms/ASP.NET 3.5, InnoDb/Clustered MySql, Stored Procedures, Linux HA Routing/Heartbeat/Shorewall/SMC, Multicast Sockets/PGM, Microsoft NLB, Gantt Charting, Paypal Website Payments Pro/Payflow/Authorize.Net.

Plexus Financial Technologies LP
(Startup which ran out of money)
2007 to 2008
Title: Portfolio Allocation Specialist / Lead Software Engineer
Product: ASP.NET Web Application for Complex Estate and Financial Planning.
Lead Junior Developers Debugging / Refactoring Other
Lead Inhouse Resource
Lead Offshort Talent
Created Design and Plan
Tracked Progress
Mentored
Reworked Report Manager
(Excel, COM, PDF, Javascript)
Modeling Complex Multi-Generation Estate Tax-Aware Strategies
Efficient Frontier Calculation
SharePoint Calculators
Participated in a Security Audit
Co-managed Production Environ
Planning Market Reference Data

Keywords: Visual Studio 2005, C#, ASP.NET 2.0, JavaScript, VB.NET, SQL Server 2005, T-SQL, IIS, Excel COM, SharePoint, Excel Services, Agile, Team Foundation Server, Automated Build, Infragistic Controls, Active Directory, Exchange

Financial Engineering LLC
(Business plan that never got funding)
2005 to 2007
Title: Principal Software Engineer / Quantitative Analyst
Product: Fledgling Futures Hedge Fund.
Allocation Optimization System Development Market Data
Modern Portfolio Theory for Futures
Conjugate Gradient with Constraints
Linear and Quadratic Constraints
Reluctant, Synergistic Rebalancing
Maximal Entropy Spectral Analysis
Duration Hedging
Series selection
Series adjustment
Synthetic Substitution
Keywords: Visual Studio, C++/CLI, STL, MySql, SqLite, SQL, C#, ASP.Net

Commodity Systems, Inc.
(Industry Stalwart)
1997 to 2007
Title: Program Manager / Principal Developer
Product: Financial market data and analysis tools for retail traders.
3 Tier Data Delivery Extensibility Trading Analytics Web Applications
MDI from MFC to Borland
Controlled Data Release
Pre-Posting Validation
Adaptive Data Compression
Business Process Monitoring
Added Stock Fundamentals
Industry leading continuous contract builder
Backtesting using VBScript, Perl, JavaScript, and own
Configurable File Transfer
OLE/COM
Authored Articles
Intermarket Analysis
Monte Carlo Trade Analysis
Sold 3rd Party System
Sector and Industry
Pairs Trading
MESA's Sierra Hotel
Keywords: Borland C++ Builder, MySql, OLE, HTML/CGI, Visual C++/MFC, Perl, Sockets, VBA/VBScript, JavaScript, Monte Carlo, Dynamic Filters, MS Access, ODBC, Yacc/Bison, C#, ASP.Net, Iterative Design Process, Java, Linux

AS Peskin & Co, Commodity Trading Adviser
(Project)
1997
Title: Lead Software Engineer
Product: Trade Accounting Windows application with back-testing and order management components.
Design Product / Managed Team Analytic Components
Designed Sys Components
Designed Data Schema
Scheduled Tasks
Mentored and Dismissed
Multi-Portfolio, Multi-Order, Fill Allocation
Order Generation from Backtested Statistics
Modern Portfolio Theory for Futures
Maximum LIkelihood Estimators for gap-filling
Keywords: Borland C++ Builder, MS Access, SQL, Networking, DB2, Sql Server

Bullish Review
(Consulting)
1995 to 1998
Title: Software Engineer
Products: Windows apps and website for a Futures trading publisher.
  • Archival win app for cross-reference and evidence success.
  • Website and email delivery to reduce distribution costs and improve publication timeliness.
  • Java charting with custom socket server in a hosted Linux environment.
  • Created innovative data analysis tools which supported further publications.
Keywords: Java, Perl, HTML, Sockets, Clarion for Windows, Borland C++, Linux, Apache

NCR IPD/AT&T GIS IPD/Compusist
1993 to 1996
Title: Installer / Software Developer / Consultant to Architecture Group
Product: Tax payment processing system: paper handling, OCR, reconciliation, posting, and shipping.
Troubleshooting Development Consultant to Architecture
Multi-vendor UAT
Oversaw Testing
Researched Defects
Installed Software Upgrades
Coordinate Hardware Repairs
Implemented Configuration Control
Built Extensible Data Mapper
Built Workflow Configuration Tool
Implemented Unit Tests
Merged Divergent Branches
Built Image Retrieval Tool
Researched Tax Forms
Documented Conditional Data Mapping
(After returning to grad school)
Project Detailed Design and Approval
Additional small projects
Keywords: UNIX C, SQL, NCR ESQLC Informix, Perl, Microsoft Word, Turbo Informix, awk, NCR DMS(4GL), Sockets, Windows and UNIX

University Employment University of Minnesota and Cornell University 1988 to 1996
Title: Research Assistant / Teaching Assistant
Projects: Research computer programming in Chemistry and Physics, Network Administration, Teaching, and grading papers.
Research Sys Admin Teaching
Numeric Optimization
Monte Carlo
Numeric Integration
Parametric Estimation
Statistical Analysis
Visualization Software
Presented at Conference
Maintained Team VAX/VMS
Maintained Dept Solaris Systems
Installed Software
Setup Dept Gopher Site (text web)
Calculus Recitation Sessions
Independently Taught Calculus
Graded Differential Equation Methods
Summer Session Calculus
Mathematical Education Initiatives
Keywords: UNIX/VAX/Windows/Solaris, C/C++/FORTRAN/BASIC/Perl, X Windows (Xt) GUI/Windows GUI/DOS, Tex, Maple, cross-platform, Cray/Sun/PC/MacIntosh/Amiga/Apollo, NFS/SMTP/Gopher

Education
  • Master of Science in Mathematics, Cornell University, 8/96: specialization Numerical Analysis of Partial Differential Equations
  • Bachelor of Science in Mathematics, University of Minnesota, 6/91: specialization scientific computing
  • High School Diploma, Apple Valley Senior High, 6/87: specialized in Math and Science: participated in Debate, Declamation, Future Problem Solvers Club, Science Olympiad, Math team

Publications
  • "Solvation of Ions. V: Silver (I) Ion in Water-Dimethyl Sulfoxide Mixture," Croatica Chemica Acta, 1996, WL Reynolds, S Davis
  • "Calculations of the effects of point defects on Hubbard models of high temperature superconductivity," Bulletin of Materials Science Vol. 1, No. 4, August 1991, J.W. Halley, S. Davis , P. Samsel, and Robert Joynt.
  • "Solvation of Potassium Ion in Water and in Water-Dimethyl Sulfoxide Mixtures," Croatica Chemica Acta, 1990, WL Reynolds, S Davis