Machine Learning Front Office

Kelvin Sparks

*** ********** ****** ***. ** • Brooklyn, NY 11238 • mobile: 212-***-**** • email: ************@*****.***

SUMMARY

Provided software support and solutions for Wall Street traders, front office, and middle office personnel

Extensive experience in the development life cycle of technology projects including systems analysis, design, development, integration, testing, and deployment

Knowledge of implementing Machine Learning/AI algorithms

TECHNICAL EXPERTISE

Languages Python, Pandas, Rust, Excel VBA, Javascript, Visual C++, Perl, Java, Transact SQL, XML, R

Methodologies OOA/OOD (UML, Design Patterns)

Software Git, Slack, Jira, Alteryx, MySQL, Snowflake, Mongo DB, MS SQL Server, Oracle 11g, Sybase, pySpark, Matlab, kDb

Systems Windows, Linux, Mac OS

EDUCATION

B.A. Applied Mathematics and Biology Brown University, Providence RI

PROFESSIONAL EXPERIENCE

SAM Computing 1/2017– present

Machine Learning AI Instructor – Lead instructor teaching the following courses: Beginning Statistics, Python, Data Analysis with Pandas and Machine Learning. Developing new course with Python, Langchain, and LLMs. www.samconsulting.com/data-analyst-course

CUNY City Tech 1/2021– present

Python Instructor – Adjunct instructor teaching beginning python with Chat GPT, and intermediate python with Chat GPT. This course prepared students to take both the PCEP 30-02 Exam and the PCAP 31-0X Exam.

Gresham LLC 3/2023 – 6/2023

Quant Developer/Consultant – Worked on enhancing and fixing python code, MS Excel VBA and VB.net code for accounting, trading and operations departments. The asset classes were comprised of mainly commodity data. .Supervised junior developer.

Accomplishments include:

Wrote reconciliation reports using python for Soc Gen and Morgan Stanley nightly trades

Creation of RSL commands for interfacing with Advent Geneva system

Fixed tools written in Excel VBA and VB.net.

Lazard Asset Management 10/2021- 1/2023

Quant Developer/ Team lead – Worked in a team environment to write Python applications supporting portfolio managers and quants. Led daily standup along with assigning team tasks and backlog grooming and sprint planning. Supervised offshore team of 3 developers. The asset classes were equities and fixed income portfolios.

Accomplishments include:

Rewrote Excel VBA based portfolio trading system into a python based rest Flask api based system that included ETL and Pandas integration. Wrote multiprocessing based ETL system which consumed and transformed portfolio weights from the overnight optimization process. Integrated singleton process for intra-day data update.

Interface python based backend with Angular front end. Added sqlAlchemy ORM as backend interface to SQL server. Wrote SQL stored procedures. Interfaced with Charles River order management system.

Provisioned Linux server to host application with Nginx and utilization of SSL certificates.

Daily support of portfolio managers and Quants

Started to move application endpoints to AWS Lambdas with RDS on EC2 instance.

Delaware Life, 100% Remote 2/2021- 10/2021

Consultant – Worked in a team environment to write Python applications supporting asset based trading and investment data. Supported heavy pandas based data transformations of json data.

Accomplishments include:

Writing graphQL queries to gather data for reporting purposes

Writing Apache Airflow Dags to process data

Code review of junior python programmers

Code Immersives New York, NY 100% Remote 1/2021 – 12/2021

Part-time Curriculum Writer – Started as a TA/Instructor for Data Science. Retained by the school for my ability to effectively teach python and data science through carefully planned jupyter notebooks. Designed 100 hour subject matter modules into 18 lesson plans taught in 5 hour increments with 2 additional 10 question quizzes. Each module included 2 days to work on a capstone project I designed that utilized all skills learned in the module.

Bank of America, New York, NY 7/2019 – 12/2020

Consultant – Working in a team environment to write Python 3.0 applications for Credit Asset Facilities which includes Broadly Syndicated Loans and Collateral Loan Obligations.

Accomplishments include:

Writing Apis with Flask to deliver structured product data to other applications and teams across the bank

Wrote application to support trading desk evaluation of CLO instruments

Queried data from Casandra NOSQL database

Attended daily Agile scrum meetings with 2 week sprints

Updated Jira tickets completed in CVS

Worked in team environment

Test Driven Development environment with unit tests and 90% code coverage and pyFlakes style checking

CI/CD pipeline implemented through daily code commits

Trepp LLC, New York, NY 3/2019 – 7/2019

Consultant – Collaborated in a team environment in back end python development implementing a new Collateralized Loan Obligation application.

Accomplishments include

Wrote python code to facilitate the loading of structured finance data from various trustees.

Analyzed and solved data issues which were tracked and updated as Jira tickets

Created Confluence documents to aid team members in solving data issues

Updated AWS Linux python code and integrated the master code with Git

Communicated with team members using Slack

Charter Communications, Stamford, CT 6/2018 – 3/2019

Consultant – Building analytical applications using python and Alteryx to understand customer retention by demographics.

Accomplishments include

Automated the analysis of SQL scripts to aggregate all fields and tables involved in a data migration

Used Alteryx to consolidate data lakes with United States Census data

Analyzed set top and viewership data by demographic and bundle purchased using python and Alteryx

Point72, New York, NY 11/2017 – 6/2018

Consultant – Built custom applications to detect signals used in trading and portfolio allocation.

Accomplishments include

Automation of data from Bloomberg using the Bpipe api

Scraped public data using python and beautiful soup library

Automated download of data from yahoo finance and other sites using selenium

Global Data, New York, NY 07/2014 – 11/2017

Consultant – Built custom application to analyze global oil and natural gas deposits and all residual commodities resulting in oil exploration. Created tool to calculate the financial viability to predict the capital expenditures, operating expenditures, and abandonment fees based on the historical production and peak production using a modified ‘Arps’ (regression) equation.

Accomplishments include

Automation of data import utilizing Python using production data, asset information, equity partnerships and reserve data

Created model which connects with MS Excel sheets which contained the tax information for each fiscal regime

Created ETL tools in Python used to augment the data clients used to analyze oil and natural gas assets

Wrote MS SQL queries using Python to extract data from remote sites housing historical data

Used Pandas and Numpy libraries with python to make changes in large data sets

NY Times.com, New York, NY 06/2013 – 07/2014

Consultant – Part of the data analytics team providing analysis and reporting to the marketing and business intelligence teams.

Accomplishments include

Automation of data reporting using Python and Excel

Creation of stored procedures and functions for large Oracle tables. Wrote and edited complex SQL queries.

Provided analysis of web traffic and effectiveness of marketing campaigns for customer acquisition and retention

Prada USA., New York, NY 02/2013 – 05/2013

Consultant – Conversion of intranet system written in Visual Studio 2003 to VS 2010 for Prada USA. Intranet system consisted of applications used by all 200 stores in North America.

Accomplishments include

Project included changes to ASP pages written in VB.net and C#.net

Changes to web services code written in C++ and C#.net

Quant Brain, LLC., New York, NY 01/2012 – 01/2013

Consultant – Developing products on a project by project basis for various clients

Accomplishments include

Excel VBA system for Algorithmic trading company to identify front running in order execution

Risk Software enhancements in cloud based architecture

Creating software-based educational products that teach high school science, chemistry, and mathematics. Software tools include Java and Objective C

Jefferies & Co., New York, NY 09/2009 – 11/2011

Consultant – Fixed income developer working as part of the tactical support team in bringing solutions and maintaining existing solutions for the product control team, middle office, and trading support operations.

Accomplishments included:

Built fixed income data warehouse for all products traded at the firm after switch to ICI Impact (self-clear) from JP Morgan MORCOM system

Designed accounting solution for the calculation and aggregation of PnL for each asset class which was then used to post to firm wide trial balance and other downstream systems

Designed and developed reports for Repo desk

Wrote product control T+1 trade analysis reports reconciling trades on Bloomberg against prime broker records

Wrote middle office reports to perform cost of carry, cusip netting, and inventory control in Excel VBA

Wrote end of trade day interest rate curve construction risk analysis report reconciling curve pricing differences between Bloomberg, Ion and Calypso

Ramius –Fund of Funds Group, New York, NY 09/2005 – 01/2009

Vice President -Quantitative Developer – Responsible for the development of all quantitative software used for in house and client analysis. Programming and analysis included the following analytics: Peer group analysis, Stress test, Ror vs Skew, Ror vs Std dev, Rolling serial correlation, Upcap vs Down cap, Quadratic beta, Linear Regression, Annual performance, Rolling skewness, vol, beta, alpha, Actual vs Target, Equity long short analysis, VAR, portfolio beta, portfolio attribution, and portfolio optimization. Supervised risk intern.

Accomplishments included:

Wrote programs to perform both manager and portfolio analysis using C++, Excel VBA,C# and Matlab and MS Access

Wrote programs to perform portfolio attribution used in client presentations to prove that the firm excelled at asset allocation

LICENSES - Series 7 - General Securities Representative, Series 63 – Uniform Securities Exam (Expired)

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