530-746-8576 - marcus@cuda.net
Freelance Software Developer 2005-Present
Provider of custom data analysis solutions.
- Developing QuantPro, a set of quantitative analysis tools for Microsoft .NET and Excel.
- Ported an optimization and simulation program that used Matlab, GAMS, and an Excel Macro to an Excel add-in using C++. Resulting add-in was 25x faster.
- Created a fluent variable generation API in C#. It allowed the client to quickly generate complex variables.
- Developed the backend for the TÜSIAD-Koç University Economic Research Forum data download project.
- Created an application that creates and estimates near-VAR models using C# and dnAnalytics. The application was used in a Journal of Money, Credit, and Banking article.
- Created a customer purchase simulation program with configurable customer preferences and inventory models using C++.
- Developed the retail application Simple Server Monitor. Allowed fo monitoring of servers and remote services from user's desktops.
- Created numerous other data generating, management, and analysis programs using C# and C++.
FEDERAL RESERVE BOARD, Washington, D.C. 2002-2005
Board of Governors for the central bank of the United States
Information System Analyst
- Supported economists and research assistants on computing issues related to current analysis, forecasting, and research.
- Maintained and improved applications/scripts used to generate economic forecasts.
- Wrote an object oriented Java interface around the FAME C-API, which was similar to TimeIQ.
- Wrote a MPI-based C++ program to estimate stochastic volatility,jump-diffusion models on a Beowulf cluster.
- Created a FAME interface to allow users to read and write MS Excel worksheets directly from FAME.
- Developed a tool to convert FAME data into XML (SDMX format) as a member of Downloadable Data Project.
- Created tools to assist users with U.S. Bureau of Economic Analysis (BEA) annual and comprehensive national income and product accounts (NIPA) data revisions.
EVINCIBLE, Chantilly, Virginia 2000-2002
World's leading online aerospace and defense trading exchange, which provides web-based e-procurement, e-collaboration, and e-sourcing solutions
Senior Software Developer
- Wrote a Java client API for a non-repudiation system, Evincible Ink, which is based on partial signing of XML documents using PKI certificates, and wrote a Java Applet that allows JavaScript clients to use client API.
- Led a team of three developers in design and creation of the Evincible Privacy product, which is partial XML encryption product consisting of client API, Key Distribution Server with a SOAP interface, authentication API, and authorization API.
TASQ.COM, Sacramento, California 1999-2000
One of North America's largest providers of POS equipment and services
Contractor
- Created multiple Java Servlets, including order processing, inventory
management, MapQuest integration, credit card processing, and customer
questionnaires.
SOCIAL SCIENCE DATA SERVICE (SSDS), Davis, California 1996-1999
Unit of the Institute of Governmental Affairs (IGA) that supports social science research by providing quantitative computing and consulting services
Programmer / Analyst
- Assisted faculty and graduate students with data manipulation and statistical programming projects using SAS, SPSS, STATA, C++, E-Views, Excel, Java, and other software.
- Facilitated students' ability to select, manipulate, and analyze data by creating a DHTML interface to SAS, which is used to teach statistical methods to undergraduate students without proficiency in SAS.
- Allowed users to query library holdings of Institute of Government Affairs by developing and implementing web page using Perl and MySQL.
- Created multiple statistical and data manipulation programs in SAS, SPSS, STATA, C++, and Java.
- Designed and implemented a statistical library in Java.
EDUCATION
UNIVERSITY OF CALIFORNIA, DAVIS, Davis, California
Master of Arts in Economics, 1997
- Concentration in Econometrics and Finance
CALIFORNIA STATE UNIVERSITY, SAN BERNARDINO, San Bernardino, California
Bachelor of Arts in Economics with High Honors, 1994
PROFESSIONAL ACTIVITIES
- Technical Editor, Ground-Up Java programming book by Philip Heller, 2003.
- Simulation Code Writer, "Structure of a Vector Autoregression" by Selva Demiralp and Kevin Hoover, Oxford Bulletin of Economic and Statistics, Vol. 65, 2003.
- Founder of and contributor to the dnAnalytics Project, a numerical library for the Microsoft .NET Framework.
TECHNICAL SKILLS
- Twelve years of professional programming experience using C#, C++, and Java.
- Seven years of experience writing data analysis applications using C#, C++, Java, Excel, FAME, and SAS.
- Six years of XML experience using XPath, XSL, SOAP, XML Digital Signatures, and XML Encryption.
- Windows XP/2003/Vista, LINUX, SQL, PKI, UML, OOAD, and Agile development techniques.