2013 - Present
Apr 2010 - Present
Scientific Computing Specialist
• Setup and maintain the university's high performance computing clusters.
• Provide scientific computing support to faculty and graduate students.
Mar 2005 - 2013
Freelance Software Developer
Provider of custom data analysis solutions.
• Developing Math.NET Data and Finance, a set of quantitative programming tools for Microsoft .NET and Excel.
• Extended the functionality of the Math.NET Numerics open source project and added native library support - funded by Microsoft.
• Ported and optimized a Matlab dynamic pricing program that took days to run to C++ that completes in 15 minutes.
• 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 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 generates and estimates near-VAR models using C#. 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 for monitoring of servers and remote services from a user's desktops. • Created numerous other data generating, management, and analysis programs using C# and C++.
2002 - 2005
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 the Downloadable Data Project. • Created tools to assist users with the U.S. Bureau of Economic Analysis (BEA) annual and comprehensive national income and product accounts (NIPA) data revisions.
2000 - 2002
Senior Software Developer
1999 - 2000
Created multiple Java Servlets including order processing, inventory management, MapQuest integration, credit card processing, and customer questionnaires.
1996 - 1999
Programmer / Analyst
Social Science Data Service
• 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.
• 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. • Contributor to the Math.NET Project, a numerical library for the Microsoft .NET Framework.