Kelvin Sparks
*** ********** ****** ***. ** • Brooklyn, NY 11238 • mobile: 212-***-**** • email: adz9rh@r.postjobfree.com
SUMMARY
Over 15 years of providing solid software solutions to both large and small companies in various languages on multiple platforms
Experienced in providing global financial companies with solid, reliable, well-tested software deployed in mission-critical environments
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
TECHNICAL EXPERTISE
Languages Python, Excel VBA, Visual C++, Perl, Java, C#, Transact SQL, XML, Javascript, R
Methodologies OOA/OOD (UML, Design Patterns)
Software Git, Slack, Jira, Alteryx, MySQL, Mongo DB, SQL Server 2021, Oracle 11g, Sybase, Apache Spark, Matlab
Systems Windows 10, Linux, Mac OS 10
EDUCATION
B.A. Applied Mathematics and Biology Brown University, Providence RI
PROFESSIONAL EXPERIENCE
Gresham LLC 3/2023 – 6/2023
Quant Developer – Worked on enhancing and fixing python code, MS Excel VBA and VB.net code for accounting, trading and operations departments
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 – Worked in a team environment to write Python applications supporting portfolio managers and quants. Led daily standup along assigning team tasks and backlog grooming.
Accomplishments include:
Rewrote Excel VBA based portfolio trading system into a python based rest api based system that included et==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.
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.
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
Supervised risk intern. Interviewed and helped select risk intern from hundreds of applicants.
TEACHING POSITIONS
Python/Data science remote instructor/CUNY City Tech, New York NY – 2021 – present
https://www.citytechce.org/meet-the-instructors.html
Python/Data science remote instructor– SAM Computing center, Brooklyn NY – 2017 - present
LICENSES
Series 7 - General Securities Representative, Series 63 – Uniform Securities Exam (Expired)