Computer Architecture
I am currently completing my PhD dissertation related to computer architecture. My general research area focuses on how future technology scaling should be leveraged to achieve high performance while minimizing energy expenditure. Most operating system code performs terribly on modern processors (in comparison to user code), which is a major performance limitation for applications like web-servers and databases. My research involves looking at heterogeneous chip multiprocessors and how we can leverage their asymmetry to execute the operating system efficiently to improve performance and/or reduce power requirements of a processor during this execution. I am also interested in, but not as actively involved, operating system development and enterprise system development including fault tolerant software and hardware.
Quantitative Finance
As a graduate student I worked on a high frequency statistical arbitrage system with a close friend which we eventually took live our own capital. He and I were both eventually hired away from my graduate studies for a 2 year hiatus by Prediction Company, one of the original quantitative finance firms. While in Santa Fe, NM I implemented a product in an asset class they had not previously traded. After a successful launch of this product I moved on to two high performance projects, one for automated data-mining to find new tradeable signals using non-linear optimization and a second to re-write the company's data infrastructure to allow low latency, high concurrency access to large data sets (billions of rows, terabytes of data) in a database solution. I have since left Prediction to return to graduate school and finish my PhD. I am still extremely interested in the area of quantitative finance and modeling, particularly where high performance computing can result in a competitive edge. My experience in the quant field has also given me new appreciation for the practical impact of high performance computing so that my research interests are not purely academic.
Teaching
Throughout my whole life I have loved teaching. Good teachers inspired me to continue learning and I would like to pass that same fire onto others. A desire to teach was the major reason I decided to return to Utah and finish my PhD instead of continuing on in the field of finance. I have been a teaching assistant for many undergraduate courses as well as having worked in elementary education. Donating your time to teach is well worth the effort; I have volunteered to teach a general computer skills to middle school children as well as staying involved with students by coaching high school sports. I hope to continue teaching by securing a position at a college/university where I can have daily interaction with students and still maintain focus on my research interests. I am particularly interested in teaching topics relating to high performance computing such as computer architecture, operating systems, databases, and networking. Intra-disciplinary courses combining high performance computing and quantitative finance would also provide extremely interesting material for both students and myself personally.
Last Updated: February 16th, 2009