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Intel - Platform Architecture Engineer (Santa Clara) May 2008 - Aug 2008
- Adaptive Power Algorithms Research
- designed and prototyped several dynamic frequency algorithms for CPU/GPU to reduce dynamic power
- +55% in CPU power reduction with no performance penalty in certain apps/games
- Multi-Chip Package Power Controller Integral Algorithm
- New methodology to increase CPU and GPU performance while maintaining same thermal design power envelope (patent pending)
- Statistical Data Analysis on Power Traces - analyze and isolate power events for simulation and forecasting next generation mobile platform architectures
- Added Business Value: additional product value with zero capital and marginal unit cost
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Google - Software Engineer (Mountain View) Jan 2009 - Apr 2009
- Research and analysis on disk latency and bandwidth
- Data analysis on disk performance across entire Google's server fleet
- Designed and implemented new disk benchmarks
- Added a new Linux Kernel Power Capping Module to output detailed CPU usage to assist in power management across Google's server fleet
- Added Business Value: maximize utility, lower capital and operating costs, negotiation leverage with disk vendors
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TD Securities - Quantitative Financial Engineer (Toronto) Sept 2010 - Dec 2010
- TD Bank's trade floor in the Quantitative Research Group (Global Equity Derivatives)
- Optimized Monte Carlo Simulation through dividend events consolidation
- On dividend heavy deals (i.e. basket options on indicies), decreased runtime by over 1700% with constant volatility, over 500% with local volatility surfaces
- Overall decreased trader's live book calculations by around 10-30%
- Added a new mixed Dividend Pricing Pricing Model
- Allows pricing of most exotic derivatives with either Analytic, Monte Carlo or PDEs to use a inter-blended variable mixture of discrete dollar and discrete proportional dividend schedule
- Architected new 2D Interpolation Infrastructure and added Thin Plate Spline Interpolation for Local Volatility Surfaces
- Cholesky decomposition optimizations for FX/Equity correlation matrices by bootstrapping similar matrices used in Monte Carlo Simulations
- Added Business Value: faster execution, more accurate pricing, happier clients, better risk management and hedging
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NVIDIA - Software Engineer (Santa Clara) Sept 2007 - Dec 2007
- Driver Optimizations
- Various driver optimizations including in +20% performance on Call of Duty 2 on G80
- Added Business Value: additional product utility without additional capital or marginal costs, product differentiation against competitor
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AMD - Software Engineer (Markham) Jan 2007 - Apr 2007
- HD2Player - High Bandwidth Video Playback Research and Development
- Researched and developed a custom video system designed for 1920x1080 @ 120Hz playback with throughput of over 6Gb/s and designed to scale over 240Hz
- DVI2LVDS Board
- Using Verilog, developed a FPGA for a custom proprietary board for converting a DVI/HDMI signals to LVDS for a variety of LCD panels
- Solution streamlined the process to use various vendor prototype panels
- Floating-point Matrix Optimizations
- Optimized existing matrix code with SSE2 and SSE3, in some cases performance increased over 100%
- Added Business Value: capital cost savings (> 100k CAD) with custom in-house solutions vs commercial purchases
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Amazon - Software Engineer (Seattle) Sept 2009 - Dec 2009
- Prime AdAttribution
- Re-architected database schemas (Oracle and MySQL)
- Modified data mining infrastructure to more efficiently attribute Amazon Prime signups to specific ads for statistical analysis
- Created an internal GUI tool for non-technical business users to access and utilize large quantities of customer data
- Added Business Value: faster and more effective analysis of customer behaviour
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