Projects
ComOptionAnalytics
National Bank of Canada
Jun 2019 - Aug 2020
Created the ComOptionAnalytics system for one of the banks hedge funds. This system analyzes option contracts, giving real time pricing and risk profiles
- A central server which pulls market data from various sources to provide real time data analysis
- A tool for volatility surface calibration. Using this tool, traders can calibrate their volatility surfaces to the market using a variety of methodologies. This includes calibration based on term structures, volatility smiles and seasonal decay
- A pricing engine which evaluated options in real time. The optimized pricing engine was implemented in multithreaded C++, to keep the system up to date with volatile markets
- A tool for analyzing potential trades
- Several more tools for gathering, evaluating, and analyzing market data
Applied his knowledge of test-driven development, requirements engineering, and MVC architecture to make the ComOptionAnalytics system fast, accurate and easy to use
Risk Manager (Capstone)
National Bank of Canada
Sep 2020 - Apr 2021
Lead a small team to create a software system for traders to manage their portfolio risk in real time
Designed code architecture, and implemented core features
Organized and motivated the development team, while providing code reviews, guidance, and knowledge to ensure the project ran smoothly
Co-created an online chess platform using Typescript, React.js, MongoDB, Express.js and Socket.io
The website featured the full competitive chess ruleset, skill-based matchmaking, Elo rankings, and several game modes
Kevin implemented the majority of the server code using Node.js, Express.js and Socket.io
Fault Localization Tool
School Project
Sep 2020 - Dec 2020
Co-created a Fault Localization tool that detects where a software bug is located in the source code of a software project using machine learning
The tool searched for a bug described in a bug report and predicted the files that needed fixing
Kevin implemented the machine learning models using a methodology found within academic research
Additional Projects
Additional projects can be found under the specific skills