React.js Experience

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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

This system includes:
  • 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

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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

Chess On the Go

Github Link

School Project

Sep 2020 - Dec 2020

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

Portfolio Site

Github Link

Personal Project

May 2021

Created the site you are on right now using Next.js and Typescript

Additional Experience

School Projects

Sep 2020 - Dec 2020

Implemented various other smaller websites using React.js, Javascript and Typescript. The most fun example is the game Minesweeper