David Figueiras-Garcia

About David Figueiras-Garcia

Mathematician, Software and Data Engineering professional with expertise providing application development, cloud services, big data analytics and large-scale system implementation support. Leverages quantitative and mathematical competencies to extract valuable insights from large and imperfect data sets.Adept at analyzing complex issues and problems as well as leading software implementation projects to completion in a broad range of international environments. Demonstrated ability to design, plan, build and validate sophisticated mathematical models designed to solve a rich variety of complex problems, as well as to implement and develop software solutions complying with the highest quality standards.Core competencies include but are not limited to- Application and Database Development- Data Engineering & ETL Processes- Capacity Planning & Optimization- Financial Software (e.g. VaR, Market Risk, VaR)- Mathematical Modeling and Numerical Algorithms

Experience

1. Senior Software Engineer

   Microsoft

   Aug 2019 — Present · Seattle, WA, US

   Recently built a Spark SKU Recommendations Engine (Scala on Azure Synapse) that surfaced potential COGS savings of ~$150M for the Microsoft Security division- Implemented public Microsoft Graph REST APIs to expose Azure security-related data points and suggestions initially prototyped by the Data Science team- Developed Spark data mining routines in (PySpark on Azure Databricks) to detect vulnerability issues and help Azure admins improve their security posture- And much more.

Education

• University of Washington

  Professional Certificate (Continuing Education)

  2013 — 2014

• Oxford Brookes University

  PhD Candidate, Applied Mathematics

  2001 — 2004

• Universidad de Santiago de Compostela

  B.S., Pure Mathematics

  1996 — 2000

• University of Lille 1 Sciences and Technology

  MSc, Pure and Applied Mathematics

  2000 — 2001

Skills

• F#
• Integration
• Monte Carlo Simulation
• Data Mining
• Software Implementation
• Requirements Analysis
• Cloud Computing
• Financial Risk
• Applied Probability
• Odata
• Analysis
• Agile Methodologies
• Probabilistic Models
• Custom Software Development
• Market Risk
• Data Analysis
• Derivatives
• Data Warehousing
• Statistical Modeling
• Data Quality
• Data Aggregation
• Mathematical Modeling
• Financial Services
• Databases
• Sdlc
• Sql
• T-Sql
• C#
• .net
• Testing
• Business Intelligence
• Business Analysis
• Numerical Analysis
• Microsoft Sql Server
• Software Development
• @Risk
• Demand Forecasting
• Data Acquisition
• Risk Management
• Numerical Simulation