About
Software engineer with experience in financial services and strong mathematics / scientific computing foundations. Background spans AWS cloud development, back-office trade processing systems, Python and JavaScript application development, and academic research in computational methods for wave propagation. Seeking full-time onsite / hybrid engineering role within the New York City area.
Experience
Software Engineer
Capital One Feb. 2022 – Oct. 2022- Developed AWS Lambda functions (Node.js runtime) for PoC implementation of new charge card features
- Orchestration of calls to various REST APIs using async / await patterns
- Implemented unit tests using the Jest framework
- Setup of mock endpoints / responses (using Mountebank) for API dependencies
Application Developer
Bank of America (contract) July 2020 – Apr. 2021- Resolved issues in intraday risk measure delivery system being rolled out to expanding set of trading desks and instrument types
- Maintenance and upgrade tasks for scheduled jobs applying data transformations to risk measures
- Added data sanity checks and email alerts as issues with published data were identified
Software Engineer
HedgeServ Jan. 2017 – Apr. 2020- Member of General Ledger team, responsible for updating core database tables in response to trade booking and EOD processing — account values, positions, tax lots, etc.
- Extended instrument pricing calculators to support Australian bond futures
- Introduced new archiving functionality using Snowflake as a data warehousing vendor
- Implemented exposure (risk) calculators for various instrument types (equity, options, etc.)
- Refactored reporting code to query data from newly developed REST API instead of SQL
- Implemented tax-lot level (vs. existing position-level) accrual transaction processing
- Investigation and mitigation of client performance issues (on both database and Python sides)
Client Facing Software Developer
Anaconda, Inc. Sept. 2014 – May 2015- On-site consultant at J.P. Morgan Chase, developing a web application enabling financial model revisions to be tagged per new regulatory requirements
- Worked primarily on the backend (Apache / Python / MySQL), interfacing with version control systems (Git, Subversion) to automatically record revisions
- Implemented support for an additional version control system (IBM Jazz SCM)
- Refactored reporting code (generation of HTML email bodies and PDF documents)
Graduate Research Assistant
UT Austin June 2008 – June 2014- Researched the effectiveness of various finite element analysis techniques (hp-adaptive and discontinuous Petrov-Galerkin) for simulating acoustic wave propagation in shallow-water environments
- Developed implementations and scripts for research tasks in Fortran and Python
Software Engineer
Lockheed Martin June 2005 – Apr. 2007- Programmed (C++) interface simulators for components of the Aegis Combat System
- Provided face-to-face support to tactical software developers at integration testing facilities
Education
M.S. Computational and Applied Mathematics
The University of Texas at Austin
December 2011
B.S. Computer Science and Engineering, Magna Cum Laude
The University of Pennsylvania
May 2005
Certifications
AWS Certified Developer — Associate
March 2024
Projects
pekeris-waveguide-solver
Tools for calculating acoustic pressure in a Pekeris waveguide. Multiple computational approaches including closed-form analytical solutions and finite element methods.
poolvr.py
VR pool simulator written in Python using pyopenvr. Physics powered by the Open Dynamics Engine, with both event-based and time-stepped calculation modes.
Physics-Informed Neural Network research notebook
Jupyter notebook (hosted on Google Colab) demonstrating solution via Physics-Informed Neural Network (PINN) of a benchmark wave-propagation problem using a novel amplitude/phase formulation of the Helmholtz PDE.
poolvr
WebVR billiards game built with three.js and Cannon.js. Supports Leap Motion hand tracking and HTC Vive controllers. Originally submitted to the Leap Motion 3D Jam competition.
gltfview.py
Python utilities for rendering and viewing 3D assets in glTF format. Includes a reference implementation of Physically-Based Rendering (PBR) Metallic-Roughness material model.
Open Source Contributions
FEniCS/dolfinx #3563 Merged on Dec 23, 2024
Modify demo_helmholtz.py to solve for plane wave solution in complex mode
ekiefl/pooltool #153 Merged on Oct 14, 2024
Add Mathavan frictional ball-ball collision model
mrdoob/three.js #8023 Merged on Jan 26, 2016
Fix VRControls onError callback to only trigger when no input devices are available
Publications
- Jeffrey Zitelli, Ignacio Muga, Leszek Demkowicz, Jay Gopalakrishnan, David Pardo, Victor Calo. “A Class of Discontinuous Petrov-Galerkin Methods. Part IV: Wave Propagation Problems,” in Journal of Computational Physics, 2011, 230, 2406–2432.
- Leszek Demkowicz, Jay Gopalakrishnan, Ignacio Muga, Jeffrey Zitelli. “Wavenumber Explicit Analysis of a DPG Method for the Multidimensional Helmholtz Equation,” in Computer Methods in Applied Mechanical Engineering, 2012, 126–138.