Carlos Pinto Coelho

About Carlos Pinto Coelho

Skills and background:Wide background in computer science, applied math, modeling, simulation and optimization.Design, implementation and optimization for high throughput, low latency. Programming, debugging, profiling and optimizing in C/C++, Python, Matlab, Java and asm. Parallel and distributed programming with MPI, OpenMP, pthreads, Cuda and TBB. Current interests:Applying modeling, simulation and optimization to problems in finance.Machine learning, pattern recognition and artificial intelligence.Parallel and distributed computing.Learning FPGA programming. Specialties: Software architecture, performance optimization, numerical methods.

Experience

1. Senior Research Engineer and Quantitative Researcher

   Citadel Securities

   Dec 2019 — Present · Redmond, WA, US

   I develop and optimize and use machine learning and simulation pipelines for alpha and strategy research. I research and implement new features and solvers as well as new data exploration and reporting tools. The development of new features for use in production requires careful statistical analysis as well as profiling and optimization for low latency. The development of fitting and machine learning tools requires the use of HPC techniques and careful design, profiling and optimization for throughput so the cost and turn-around time of research and exploration are reduced.

Education

• Massachusetts Institute of Technology

  PhD, Electrical Engineering and Computer Science

  2002 — 2007

• Instituto Superior Técnico

  Masters, Electrical and Computer Engineering

  1999 — 2001

• Instituto Superior Técnico

  Engineer, Electrical and Computer Engineering

  1994 — 1999

Skills

• Signal Processing
• Pattern Recognition
• R
• Data Mining
• High Performance Computing
• Java
• Applied Mathematics
• Matlab
• Modeling
• Computer Science
• Mathematical Modeling
• Research
• Multithreading
• Mpi
• Linux
• Quantitative Finance
• Architecture
• Simulations
• Statistics
• Monte Carlo Simulation
• Computer Architecture
• Machine Learning
• Distributed Systems
• C
• Optimization
• Physics
• Numerical Analysis
• Scalability
• Parallel Programming
• Software Engineering
• Algorithms
• Performance Tuning
• Artificial Intelligence
• Parallel Computing
• C++
• Optimizations
• Software Development
• Python
• Latex