Freelancer
N/A
(Internet und Informationstechnologie, < 10 Mitarbeiter)
Schlagwörter
Skills
Stochastic Modeling, Data Analysis, Coding, C/C++ incl, Boost, QuantLib, Excel/VBA, R, Matlab, Python, SQL, Mathematica, Perl, algorithms, reporting tools, Linux/C, Windows/C++, C/Linux, C++, Windows, ATM network protocol, C++/Unix, network traffic, VBA, network switch, network switches, simulation tool, Markov chains, scripting, network simulation, Monte Carlo simulation, finite state machines, numerical analysis, spline, disk operating system
Projekthistorie
04/2020
-
bis jetzt
• Numerical optimization for a portfolio hedging algorithm
• Framework to auto-generate source code for dynamic Excel add-ins (Python, C++, Rust)
• Developed strategy to minimize the time required to reverse engineer a partical function
• Implemented a cryptocurrency option tracker in Excel/VBA
• Implemented an Excel range to JSON string converter
• Solved a message routing problem in an ASIC used in an Ethereum miner
• Framework to auto-generate source code for dynamic Excel add-ins (Python, C++, Rust)
• Developed strategy to minimize the time required to reverse engineer a partical function
• Implemented a cryptocurrency option tracker in Excel/VBA
• Implemented an Excel range to JSON string converter
• Solved a message routing problem in an ASIC used in an Ethereum miner
05/2005
-
03/2020
Quantitative Analyst
Swiss Re
(Banken und Finanzdienstleistungen, >10.000 Mitarbeiter)
Modeling
01/2003
-
11/2004
Cofounder & Chief Software Solution Architect
MRS Corporation
Job Title
Cofounder & Chief Software Solution Architect
Responsibilities & Achievements
* Design of a novel concept for distributing rich media over broadband IP (akin to Netflix)
* Design of a massively scalable DRM solution architecture
* Implementation of a prototype movie streaming solution (Linux/C & Windows/C++)
Cofounder & Chief Software Solution Architect
Responsibilities & Achievements
* Design of a novel concept for distributing rich media over broadband IP (akin to Netflix)
* Design of a massively scalable DRM solution architecture
* Implementation of a prototype movie streaming solution (Linux/C & Windows/C++)
02/2001
-
07/2002
Senior Software Solution Architect
Genista/Genimedia
Job Title
Senior Software Solution Architect
Responsibilities & Achievements
* Numerical simulation and probabilistic analysis of a novel power control feedback loop in mobile
3G technology (C/Linux)
* Finite state simulation for capacity planning in GSM networks (C/Linux)
* Architectured and lead implementation of a rapid application development framework for
quality-control software products involving VoIP (C++/Windows)
* Design and implementation of an Internet simulator (arbitrary packet losses and delay
distributions) (C/Linux)
Senior Software Solution Architect
Responsibilities & Achievements
* Numerical simulation and probabilistic analysis of a novel power control feedback loop in mobile
3G technology (C/Linux)
* Finite state simulation for capacity planning in GSM networks (C/Linux)
* Architectured and lead implementation of a rapid application development framework for
quality-control software products involving VoIP (C++/Windows)
* Design and implementation of an Internet simulator (arbitrary packet losses and delay
distributions) (C/Linux)
08/1997
-
10/2000
Research Engineer & Traffic Analyst
Swisscom
Job Title
Research Engineer & Traffic Analyst
Responsibilities & Achievements
* Design and implementation of ATM network protocol software according to ITU specifications
(C++/Unix)
* Increased reliability and shortened time-to-delivery of network traffic and billing data by
integrating data flows and automating data processes (VBA & SQL)
* Requirement analysis, specification, design, and technical lead for several upgrades to
Swisscom's network traffic measurement and billing system
* Designed operational procedures of Swisscom International's traffic business; took on major role
in the Swisscom International's data design efforts
* Single point of contact between business and technical teams; managing subcontractors
Research Engineer & Traffic Analyst
Responsibilities & Achievements
* Design and implementation of ATM network protocol software according to ITU specifications
(C++/Unix)
* Increased reliability and shortened time-to-delivery of network traffic and billing data by
integrating data flows and automating data processes (VBA & SQL)
* Requirement analysis, specification, design, and technical lead for several upgrades to
Swisscom's network traffic measurement and billing system
* Designed operational procedures of Swisscom International's traffic business; took on major role
in the Swisscom International's data design efforts
* Single point of contact between business and technical teams; managing subcontractors
02/1988
-
02/1992
Research Assistant
Swiss Institute of Technology
Job Title
Research Assistant
Responsibilities & Achievements
* Statistical analyses of network switches and identification of the most influential traffic
source parameters
* Modeling of voice and video network sources as stochastic processes (Bernoulli, Compound
Geometric, Markov, ARMA)
* Design of a method for ARMA parameter fitting using simulated annealing, and implementation
thereof
* Derivation of analytical formulas for network switch utilization under different traffic types.
* Development of a large, scriptable network simulation package, including the following modules:
* event-driven simulation core
* scripting engine
* network traffic generators
* statistical output analysis
Research Assistant
Responsibilities & Achievements
* Statistical analyses of network switches and identification of the most influential traffic
source parameters
* Modeling of voice and video network sources as stochastic processes (Bernoulli, Compound
Geometric, Markov, ARMA)
* Design of a method for ARMA parameter fitting using simulated annealing, and implementation
thereof
* Derivation of analytical formulas for network switch utilization under different traffic types.
* Development of a large, scriptable network simulation package, including the following modules:
* event-driven simulation core
* scripting engine
* network traffic generators
* statistical output analysis
01/1982
-
12/1983
Assembler Programmer
Ciba & Geigy (now Novartis)
Job Title
Freelance Assembler Programmer (while studying at university)
Achievements
* Software requirement analysis based on various discussions with Novartis' laboratory's head and
staff
* Development and implementation of an extensive software package for control and evaluation of
chemical analyses, including:
* scripting engine
* text editor
* graphical user interface
* printer graphics package
* floating point arithmetic package
* numerical analysis package (spline approximation, polynomial solver)
* disk operating system
* hardware driver software (assay equipment, printer)
* Entirely implemented in 6502 assembler
Freelance Assembler Programmer (while studying at university)
Achievements
* Software requirement analysis based on various discussions with Novartis' laboratory's head and
staff
* Development and implementation of an extensive software package for control and evaluation of
chemical analyses, including:
* scripting engine
* text editor
* graphical user interface
* printer graphics package
* floating point arithmetic package
* numerical analysis package (spline approximation, polynomial solver)
* disk operating system
* hardware driver software (assay equipment, printer)
* Entirely implemented in 6502 assembler
Reisebereitschaft
Weltweit verfügbar
Verfügbar international im Prinzip fuer jeweils ein paar Tage, nicht fuer laengere Zeit, muss von Fall zu Fall angeschaut werden.
Available internationally on request for a short period of time (a few days), unavailbe for longer periods
Available internationally on request for a short period of time (a few days), unavailbe for longer periods
Sonstige Angaben
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