I am a software engineer at JPMorgan working on a distributed platform for financial risk algorithms. I have experience (research staff, PhD & MSc) in distributed systems and cloud resource management and some exposure to data analysis, statistical modeling and machine learning algorithms. I have recently migrated towards the financial technology domain where I am interested in data analytics methodologies and cloud platforms and how they are used to tackle the performance challenges of these financial applications (trading, risk analysis).
Since starting (and succesfully finishing) my PhD degree, I focused on understanding the characteristics of workloads running in large scale systems, from HPC clusters to clouds, and use them in designing resource management mechanisms that improve the ROI of the infrastructure and the workload performance. My work resulted in prototypes of core-components of the cloud management systems, e.g., schedulers and workload controllers, built on open-source technologies. I also used simulation tools for prototyping and testing scheduling algorithms.
When I have free time I usually enjoy a good hike and making plans for mountain climbing trips.
Some key-words to describe the areas of my work
Large-scale distributed systems
Performance evaluation and analysis
Data analytics and applied machine learning
Infrastructures for data analytics and machine learning/deep learning
Resource management for scalability, reliability and performance/cost optimizations