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Eugene Kashdan | Elance
 
176985602337900
Last Sign-in: Jan 29, 2015

Eugene Kashdan

Expert math modeler and algorithm developer
   Ireland
  |   Dublin, Leinster
  |  1:13 am Local Time

Overview

Minimum Hourly Rate $100

Solving unsolvable problems.

Specialties: Simulation of complex physical and biological processes using fast high-order accurate numerical methods; mathematical modeling; expert systems; model-oriented inverse problems; applications to algo-trading, nanophotonics, cancer modeling, medical image formation and computer assisted diagnosis.

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Skills (10)

Tested
Algorithm Design
Pattern Recognition
Computational Physics
Applied Mathematics
Optics
Partial Differential Equations

Service Description

I'm formulating problem in mathematical terms, design the algorithm for its solution and write a computer code by myself or build the team for this purpose. The problems I'm, dealing with come from physics, biology, finance, but not limited to these areas.

I've developed a suite of algorithms for solution of model-oriented inverse problems and I'm successfully applying it to various fields in research and engineering. In particular, I used as a part of the patent application (patent granted) for design of the nano-optical device for on-chip use.

In my work for FX consultancy as quantitative R&D manager I was responsible for FX algo-trading R&D (majors and low liquidity currencies):
- prop and market-making models (from concept to back-testing to parameter optimization to UAT)
- risk management and warehousing (including VaR and optimization)
- client support
- drafting Business Requirements Documents
as well as for gathering and analysis of market intelligence.

The prop FX spot trading platform I've developed successfully passed back testing stage. The market-making algorithms and risk warehousing engine, which were developed and tested by my team and myself were put in production and form a basis for the most profitable desk in the client bank.

I've also consulted the number of companies parallel with my work as a research scientist in the US and in Israel. I've designed the algorithm for measuring thickness of the sheet metal gauges providing the highest possible...

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Employment

University College Dublin
Faculty Member
2013 - Present
Research (Mathematical Biology and Computational Physics) and teaching
Numerical Solutions
Founder & Owner
2009 - Present
Research, Development and Consulting. Developed, modeled and patented novel methodology for design of quasi 1D photonic crystal based devices with multiple applications in thin film optics and...
Global Research and Consulting (ICAP plc)
Quantitative R&D Manager
2012 - 2013
I was responsible for FX algo-trading R&D (majors and low liquidity currencies): - prop and market-making models (from concept to back-testing to parameter optimization to UAT) - risk management...
Structured Credit Research
Quantitative Analyst
2011 - 2012
Bond pricing and risk modeling (Asset Backed Securities, Fixed Income) and quantitative market analysis
Afeka Tel Aviv Academic College of Engineering
Lecturer
2008 - 2011
Part-time lecturer in Ordinary Differential Equations and Harmonic Analysis
Tel Aviv University
Research Scientist
2007 - 2010
Research, teaching and consulting. Developed ERWIN -- high order accurate parallel solver for time-dependent nonlinear PDEs in 3D/2D (study of vortices and solitary waves with compact support,...
University of Arizona
Research Associate
2006 - 2007
Algorithm development in nano-photonics
Brown University
Postdoc
2004 - 2006
Research and consulting in Computational Electromagnetics (high-order accurate modeling of laser-plasma interactions), Nonlinear Optimization (industrial applications) and Model-Oriented Inverse...
Tel Aviv University
Instructor and PhD Student
1999 - 2004
Research in numerical methods for solution of hyperbolic PDEs with discontinuities (with application to Computational Electromagnetics) and teaching

Education

Tel Aviv University
PhD
1999 - 2004
Overview  |  Job History  |  Resume/C.V.

Keywords

Mathematical Model
Algorithm Development
Statistical Analysis
Nano-optics
Electromagnetics
Algo-Trading
Risk Management
Medical Imaging
Computer Assisted Diagnosis
Numerical Simulation
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Eugene Kashdan | Elance

Eugene Kashdan