Kyle Nguyen

Experience

1. Software Developer

   Waterfall Asset Management LLC

   Aug 2016 — Present · New York, NY, US

   Lead developer on firm’s analytics platform:(1) wrote a custom, in-house fixed-income cashflows modeling engine from scratch (python, numpy);(2) end-to-end microservices;(3) data pipelining and orchestration—responsible for the firm’s stress-testing, cashflow projections, and analytics. Subject matter expert and principal developer of Intex API: modelled CLO/CDO, TruPS, CMBS, etc, extracted deal, collateral, and deal-level data (ESG, performance, metrics, etc.) from Intex. Implemented an in-house microservices platform to scale data platform and analytics engine (Python, gRPC, kafka, kubernetes); cut down processing time from 6+ hours to minutes. Oversaw migration accounting data to AWS cloud:(1) created Advent Geneva RSL extracts process (Python),(2) authored and maintained RSL files and Geneva SQL queries,(3) managed consultants to pipeline offline data to AWS (glue, databrew, databricks). Managed a team of offshore developers for the firm’s back- and middle-office needs: various ETL’s, alerts, logging, etc. with bookings, pricing, repos, and margins. Principal developer on and maintainer of in-house GUI tools (Python, Flask, react, react-redux) and automation/orchestration tools (JAMS scheduler, Apache Airflow).

Education

• The University of Texas at Dallas

  Master of Science, Economics

  2009 — 2011

• Baylor University

  Bachelor of Science, Biology

  2004 — 2008

Skills

• Etl
• C#
• Risk Solver Platform
• Jquery
• Stata
• Embarcadero
• Risk Weighted Assets
• Derivatives
• Asp.net Mvc
• Currency Futures
• Java
• Potential Future Exposure
• Python
• Data Reconciliation
• Microsoft Excel
• Asset-Backed Security (Abs)
• C++
• Value at Risk
• Ssis
• Databases
• Intex
• Html
• Tableau
• Data Analysis
• Microsoft Sql Server
• Mocha
• Javascript
• Html 5
• Data Cleaning
• Vertica
• Mysql
• T-Sql
• Hedge Funds
• Sql
• Asp.net
• Qlikview
• Matlab
• Mvc
• Basel Iii
• Research