Hello I'm Matthew

I'm an engineer interested in quantitative finance,
software development, and algorithmic trading.

I am a Software Developer Quant Finance Enthusiast Computer Engineer



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About Me

I am a quantitative software engineer specializing in derivatives modeling engineering. I am currently working on the Options Trading Vehicle (OTV) desk at Two Sigma.

I'm particularly interested in the technology and quantitative techniques involved in algorithmic trading. I enjoy participating in hackathons and programming competitions in my spare time.

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Work Experience

  • August 2020 - Present

    Two Sigma

    Quantitative Software Engineer

    Modeling Engineering - Derivatives
    Working on automated US equity options trading on the derivatives engineering team
    Building trading systems and models for options market making

  • June 2019 - September 2019

    Google

    Software Engineering Intern

    Google Ads Traffic Estimation Modeling Infrastructure
    Devised a linear regression model forecasting ad impressions/conversions based on campaign performance
    Worked on RPC infrastructure and data generation pipeline to support ad forecasting models
    Built monitoring validation that applies predictive modeling to past data to contrast output with ground-truth data

  • January 2019 - March 2019

    Facebook

    Software Engineering Intern

    Messenger back-end Core Graph Sendpath
    Consolidated and refactored Messenger Core Graph heuristics for more efficient message processing
    Built internal killswitch in Hack/PHP that controls individual Messenger Core Graph rule mechanisms
    Built cross-platform thrift service in C++ that unifies Messenger/Instagram Graphs for message processing

  • June 2018 - August 2018

    NASA

    Software Engineering Intern

    IoT and Machine Learning
    Trained neural networks and conducted supervised learning using BrainJS with NASA asteroid data to predict asteroid harmfulness and create data visualization mediums
    Worked on IoT GPS location-tracking software for NASA vehicles in Java on the AndroidThings OS

Portfolio

Check out past projects as well as my latest work!