|
Home:
(647) 300-2933 Email
: lakdafari@gmail.com |
|
Text in blue are
hyperlinks (can be clicked)
|
Education &
Certifications |
|
Academic |
|
|
M.Sc. Computer Science, |
2003 - 2005 |
|
B.Eng. Computer Engineering, |
1993 - 1998 |
|
International Baccalaureate, The |
1991 - 1993 |
|
|
|
|
Financial courses and certifications |
|
|
FIX Training Course – NYFIX |
2009 |
|
Derivatives
Fundamentals Course, Trader
Training Course, Conduct
and Practices Handbook, Canadian
Securities Course (Honours) – Canadian Securities Institute |
2004 - 2008 |
|
Licensed trader on TSX, Venture
and |
2006 |
Languages: Bilingual
(English and French), and fundamentals of German
|
Relevant Skills |
|
Development
languages: |
C++,
Python, MATLAB, Java, VBA, SQL |
||
|
Frameworks,
APIs and Protocols: |
STL,
MFC, Qt, OpenGL, FIX |
||
|
Machine
learning and pattern recognition: |
Regression,
Maximum likelihood, Principal Component Analysis, Neural networks, Clustering,
Mixture Models, Classification and Regression Trees, Boosting, Hidden Markov
Models, Radial Basis Functions |
||
|
Numerical
optimization: |
(Un)constrained
gradient and evolutionary based methods, Expectation-Maximization,
Monte-Carlo, Pre-conditioning using wavelets |
||
|
Trading: |
Equity/derivatives
(high and low frequency), proprietary and agency |
||
|
|
|
||
|
·
10 years industry experience in software development;
strong quantitative skills |
·
Highly motivated and independent; solid team member |
||
|
·
Responsible for design, development and delivery of several
projects |
·
Excellent bilingual oral and written communication |
||
|
Work Experience |
Trader – Equity & Options,
Hillsdale Investment Management
(AUM: $500m),
Trading (Triton,
Belzberg, TradeSmart, Thinkpipes, ThomsonOne, eSignal)
·
North American Equities: Algos, Blocks - $2.5B value traded
per year
·
US options & equity trading of high-frequency volatility
strategy (built by me) – IR ~ 2.0
·
International Equity trading (
Development (Python,
VBA, SQL)
·
Ground up development and design of simulator for
backtesting multiple and single stock strategies
·
Integration of various
·
Options and equity slippage analysis system
·
Automation of end-of-day processes and reporting
Modeling/Research (Python,
MATLAB)
·
Portfolio optimization for basket statistical-arbitrage
and trend following
·
Conditional engine for detection of higher probability
trades
Quantitative Developer & Trader– Equity
Derivatives, Desjardins
Securities,
Trading (Flextrade,
Etrade)
·
Pairs: Inter-listed, Stat-arb
·
Mutiple-instrument: Basket-arb
·
Single instrument: VWAP, TWAP, POV
Development (C++,
STL, GSL, Java, PHP, SQL, Flextrade, Reuters BridgeFeed, Bloomberg, VBA, Python)
·
Extensive experience with Flextrade plugins, analytics and bbox
development
·
Design and development of a statistical analysis platform
that analyzes sub-industries in
·
Design and development of the firm’s proprietary
smart router and DMA gateway
Modeling (MATLAB,
C++, STL, GSL, Python)
·
Regression, correlation, co-integration (ARMA) analysis
·
Portfolio optimization for Sharpe-ratio targeting
Research
Assistant - Dynamic Graphics Project, University of
Toronto
(Sept.
‘05 – Dec. ‘05)
Shape from video (MATLAB,
C++, STL, OpenCV, FLTK, OpenGL)
·
Extension of my Master's research to
support dense, deformable geometry recovery from video
·
Makes use of probabilistic modeling, machine learning,
computer vision, multivariate numerical optimization and wavelet analysis
techniques
Research
Engineer - MASA Group, Paris, France (July ‘01 –
Aug. ‘03)
Machine
Learning Toolkit (UML, C++, STL, Qt)
·
Design and development of an in-house research toolkit for
creating and analyzing multivariate models for novelty detection and other
statistical learning methods
Multi-Agent Electricity-Market
Simulation (UML, C++, STL, Qt, VBA)
·
Design and development of a French electricity-market
simulation
Alife Management Training
Simulation (UML, C++, STL, Qt, MS Access)
·
Development of a multi-user hands-on management training
system using autonomous human-like agents in a dynamic 3D office environment
Research Engineer - LogicaCMG, Paris, France
(Mar.
‘99 – Jun. ‘01)
·
Data-mining engine development (UML,
C++, STL, MFC, COM)
C++ Software Developer - Centre for Intelligent Machines,
McGill University (Jun. ‘98 - Feb. ‘99)
·
Signal Processing & Neural-Network development (C++,
STL, MFC)
C++ Software Developer - Corporate Software and Technologies (now Oracle), Montreal (May ‘96 –
Aug. ‘97)
·
GUI development (C++, MFC, Powerplant)
|
Additional Information |
|
International Conference
Publication |
|
|
A. Lakdawalla and A.
Hertzmann. Shape from
Video: Dense Shape, Texture, Motion and Lighting from Monocular Image Streams,
IEEE Workshop on Photometric Analysis for Computer Vision, in conjunction
with ICCV ’07, |
2007 |
|
|
|
|
Other diplomas |
|
|
Secondary IV Diploma
in Music Theory - McGill Conservatory of Music |
1993 |
|
Effective Communications
Diploma - |
1993 |