Python 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
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
Amazon Review Analyzer
School Project
Sep 2020 - Dec 2020
Collaborated with 3 others to create a sentiment analysis tool for amazon reviews
The tool analyzed product reviews to detect whether the reviewer felt positively or negatively about the product
The tool is horizontally and vertically scalable, and it could potentially handle terabytes of information at once