Nathaniel P. Rogalskyj

adysp4@r.postjobfree.com

908-***-****

Arlington, VA

Summary I am a Quantitative Software Engineer skilled in Mathematics and Computer Science. I have specialization in Linear Algebra, Probability, Statistics and Numerical Methods. I work in Python and some C++

WORK

EXPERIENCE

AMAZON WEB SERVICES, SOFTWARE ENGINEER

May 2022 - Present

Developed algorithms for machine learning of coding tickets and automatic de- tection of their properties using AWS lambda.

Helped debug integration tests for a variety of regions.

Familiarized myself with AWS internal tooling, including permissions and cloud. CERBERUS CAPITAL MANAGEMENT, Quantitative Researcher, Ad- vanced Analytics

April 2021 - November 2021

Developed decision tree algorithm to stop fraudulent transactions in portfolio company. Algorithm saved portfolio company 10 million dollars a year.

Created model for determining continuous cash- ows of a company via Calculus of Variations with integral constraints. Improved pricing of large retailers for private equity companies by 1-2

Created a non-linear discounted cash- ow for pricing of volatile cash- ow pat- terns, using novel machine learning techniques.

Developed dashboard for portfolio company executives to be used for analysis and other decisions.

SUSQUEHANNA INTERNATIONAL GROUP, Quantitative Developer, Option Research Computing

June 2019-October 2020

Provided bespoke support to US Equity Options Desk, SIG's largest desk by volume.

Extended Theoretical Option backtest to the Australian Stock Exchange (ASX), working cross timezone with Sydney and Dublin in C#.

Debugged and took ownership for various datasets related to the theoretical op- tion values. Used Jenkins to handle daily overnight processing.

Developed checks for data quality between production and simulated datasets uti- lizing knowledge of options to design reliable metrics of closeness and correctness in Python.

EDUCATION NYU, Courant Institute of Mathematical Sciences, New York City, NY Graduate Coursework, Non-Degree, Aug 2018 - May 2020 Numerical Optimization, Risk and Portfolio Management, Numerical Methods I, Ap- plied Stochastic Analysis

Cornell School of Engineering, Ithaca NY, Aug 2014 - Dec 2017 Bachelors: Computer Science, Applied Math

Notable Courses: Matrix Computations, Linear Algebra, Probability, Abstract Alge- bra, Python, Data Strucutres and Algorithms

TECHNICAL

SKILLS

Languages : Python, C++ General : GIT, Perforce, Visual Stuido, Py- Charm, Debugging, Pandas, Boost, Eigen, Make, Design Patterns, Regres- sion, Numpy, Scipy

Contact this candidate