Gavin Reed

Experience

1. Software Developer - Associate

   BlackRock

   Aug 2010 — Present

   Project: Distributed mortgage data clustering and stratification • Convert the centralized mortgage data clustering and stratification stored procedure run on the database server to a distributed process of running the clustering and stratification application on multiple machines using Sybase IQ and Sybase ASE. • Reduce the total run time of clustering and stratification from 3 days to 3 hours using C++, SQLlite and the aggregation/clustering was done in C++. • Investigate the Hadoop framework and participate in the design of the pilot project of utilizing the Amazon EC2 and S3 in data clustering and stratification. Project: Mortgage data loading and processing and forecast report on prepayment models • Maintain and improve of process of loading and processing the vast amount of data from various data provider on loan, economy, etc. Using Perl, Sybase IQ and SQL. • Created new database columns and tables using Sybase and Perl. • Maintain and upgrade the process of producing the forecast error report on the performance of the various mortgage prepayment models. Project: BondCalc development • Participate in the development of BondCalc, the main application to produce various bond analytics using C++/LINUX and SYBASE ASE. • Support Portfolio Analytic Group in analyzing various bond valuations.

Education

• Duke University

  Bachelor of Arts (BA), Computer Science

  2006 — 2010

Skills

• Html
• Databases
• Html 5
• Javascript
• Sybase
• Software Development
• Perl
• Unix
• Java
• Sybase Iq
• Sql
• Xml
• Agile Methodologies
• C++
• Requirements Analysis
• Hadoop
• Distributed Systems