Andrew Brim


andrew.brim@usu.edu

435-797-0643




Teaching

CS1400 Computer Science I

CS1030 Introduction to Computer Science



Education/Research


PhD Student, Computer Science, Utah State University                          graduate: May 2018


Research Area: Artificial Intelligent Trading, in Financial Markets.


Built a Multi-agent intelligent system to detect Stock Prices with high volatility and correlation from different stock sectors.  This is used for pair trading, or trading financial instruments based on their relationship with other financial instruments.  

https://github.com/abrim24/corrTrader/blob/master/MultiagentIntelligentSystem_StockTrader.ipynb


Built Neural Network Pattern detection system to optimize pairs trading strategies between Milk and Cheese prices.  This system works with the multi-agent system above, and uses Google Tensorflow to build the Neural Network.  The NN was used to both detect cointegration between Milk and Cheese prices, and run pairs trading simulations.  The simulations yielded 31% annual returns.

https://github.com/abrim24/fin5350/blob/master/chees_milk_cointegration.ipynb

 

 



Work Experience             


Bank of America Investment Banking and Global Markets Trading, Software Development

2006 - 2016


Assistant Vice President, Software Developer                                                       2013 - 2016


-Software Developer for Fixed Income, Commodities, and Credit Electronic Trading

Build Trading applications in Python, Java, and Q used for High-Frequency and Algorithmic Trading

-Work primarily with high speed databases, and data feeds used by trading algorithms written in q and python

-Build and support infrastructure for KDB databases, to read data into high speed, time-series databases.  Also build the infrastructure for reading data from KDB databases used by Python trading applications. This infrastructure is a mixture of Python and Q.

Java server side development – infrastructure for injecting data into KDB databases.  Data is taken from either real-time feeds fed via xml or nvfix, or flat file, manipulated in Java, then fed on to KDB and used for electronic trading.  This data consists of all types of Market data including: Rates, financial instrument prices, trade orders, and other trading information.

-Python GUI and server side development – Built a user tool to auto-generate database schemas and tables. 

-Obtained “Exceeds Expectation” performance review for hard-work and quality code.

                   

Assistant Vice President, Global Credit Derivative Trading                   May 2009 – Jul 2013


-Team Lead - team of three. Directing efforts for Trading Technology Support, Bank of America Merrill Lynch Global Credit Markets in Chicago.

-Worked in Global Credit Technology, on the Trading Technology Support team, supporting the trading desk.

-Handle day-to-day technical issues related to Credit Derivatives trading Application technology.  Skills utilized include: Server-side Java, SQL on Sybase on MSSQL, Server-side Perl and Python

-Work with traders and Middle Office analysts to resolve any trade data related issues.  This involves trade analysis with traders, agree upon and execute resolution.  Resolutions are often implemented via custom code/SQL.

-Custom SQL on Database for both data issue resolution and report data extraction for analysis by trading desk and middle office business analysts.

-Worked on a Global team consisting of Team Leads and support analysts in New York, London, Paris, Singapore, and Hyderabad.

-Develop custom server-side Perl and shell scripts to support trade data.

 

       

Senior Application Analyst                                                                          Feb 2007- May 2009


-Worked in Global Credit Products on Trading Technology Support team.

-Worked with traders to resolve issues related to booking/editing/resetting of Credit Derivative trades including: Credit Default Swaps, CDS Indices, and Basket CDS.

-Resolved Credit Trading technology issues, which required: In depth knowledge of distributed --Java client-side and server-side development, ability to quickly develop/execute custom SQL on Sybase, ability to quickly develop/execute Perl scripts on Unix, Linux and windows. 

-Developed Java application used to manage Global Rates and Global Credit development and testing environments.  Utilized skills including: java servlet development deployed on Tomcat, tapestry framework, java data layer connecting to MSSQL DB.

                   

Associate, Software Developer                                                                   Jan 2006 – Feb 2007


-Full-time position upon graduation in the Credit Derivative group. 

-I redesigned all the Java Swing user interfaces for all 7 major credit derivative trading products traded by the bank. 

-Developed, deployed and supported Credit Derivative trading system. The bank trades $500B in Credit Derivative and Interest Rate Derivative products through this system.

-Developed Java distributed system used for Bank of America Investment Bank server-side Java development.

-Spent 6 weeks in New York participating in intensive training for financial products traded by investment banks.


 

Education 


Utah State University               Bachelor of Science, Computer Science              2006

Utah State University              PhD Candidate, Computer Science                     2018

Utah State University              Master of Science, Financial Economics             2018

 



Awards/Achievements


Promotion                                Assistant Vice President, Bank of America         2009   

Promotion                                Senior Application Analyst, Bank of America     2007

Boy Scouts of America             Eagle Scout.                                                      1998