About me

Hi, I’m Josh. I’m passionate about learning, building, and fixing things. I love helping people solve hard problems when they get stuck. I’m especially drawn to problems that multiple people have tried to solve, but the results aren’t satisfactory. The more difficult and business-critical the problem is, the better.

I’m a programming language polyglot. I speak languages like C/C++, Java, C#, Fortran, SAS, Stata, Matlab, R, Python, and SQL.

I’m also able to speak the language of many specialists in several disciplines. I can discuss statistical modeling with data scientists, software architecture with information technology professionals, and business strategy with executives.

I’m interested in market microstructure, order management and execution, asset allocation/optimization, algorithmic trading systems, interest rate models, and high-performance computing.