MySQL Experience
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
Parking Data Management System
Personal Project
Apr 2018 - Aug 2018
Collaborated with 3 people to create a highly modular Java Swing application for collecting and organizing data from parking security companies. His efforts resulted in an expandable and easy to use software core to base further projects off of
Designed a Self-Checking Database core which automatically detects data Integrity flaws, creating an easy to use and intuitive database communication
Expanded his knowledge by porting the system over to android
Book Ordering System
School Project
Sep 2018 - Dec 2018
Desire2Love (D2L)
School Project
Jan 2018 - Apr 2018
Co-created a love themed d2l site. Students could view content for their courses, submit assignments, and participate in online message boards with other other students.
Kevin implemented A multi-purpose Server communication system which allowed for easy communication between the front end and back end. His system made all database interaction a breeze, and allowed for a messaging service to be implemented into the application