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DRW

Worked on the Fixed Income, Currency and Commodity Options desk.
Developed and maintained a semi-systematic options market making system.
Built greenfield research infrastructure for the group, including simulations, pricing and risk, and data access.
Productionized research signals to compute volpath, market impact and liquidity, and developed signal infrastructure.

I built an optimization engine for process-thread allocations on an internal runtime.
This was used to improve process layouts on multithreaded target machines for the company’s trading engine application.
As a net result, the project reduced latency and increased throughput compared to developer-tuned resource allocations.
Automating the process of manually tuning allocations saved the company time and allowed for a tighter performance-based feedback loop.

I redesigned a portion of Cloudflare’s private network interconnect product, allowing additional functionality for users.
This specifically included enabling private IP routing using Cloudflare’s edge servers as a WAN, a product now available as Magic WAN.
While Magic WAN supports a variety of packet on-ramps, the company’s PNI product serves the largest enterprise users.

I created a customer-facing network diagnostic tool with a team of interns (Netvisor).
The tool gathers information like latency and packet routes from Cloudflare’s 200 data centers, and gives customers visibility into networking issues.
It is currently in use internally and externally to trace packet routes across the internet and identify outages.

I was a teaching assistant for CS 233 - Computer Architecture during the Spring 2022 semester. I held office hours, supported students in lab sections, and developed and graded assignments and exams.
I was also a teaching assistant for CS 421 - Programming Languages and Compilers during the Fall 2021 semester. I held office hours, taught students course material, and developed and graded assignments and exams.
I also worked as course staff for CS 374 - Intro to Algorithms and Models of Computation during the Fall 2020 semester. I graded assignments and helped students in office hours.