Work History

Work History
2013 - Present

Apr 2010 - Present

Scientific Computing Specialist

Koç University

•  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

Federal Reserve Board

•    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

•    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.

1999 - 2000

Contractor

Tasq.com

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.

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. •    Contributor to the Math.NET Project, a numerical library for the Microsoft .NET Framework.

Education

Education

Masters of Arts

University of California - Davis

Bachelor of Arts with High Honors

California State University - San Bernardino