Ryan Burn

(347) 746-0440  consulting@rnburn.com

OBJECTIVE
Contract opportunities only please.
EXPERIENCE
Consulting for Bank of America New York, NY Oct 2014 – Sept 2015
Python Developer
● Worked with the lead of the TBA mortgage trading desk to develop an email report using python, excel, and
matplotlib that provided a high-level summary of daily trading activity.
● Built an HTML report using python and Jinja for the TBA trading sales team that broke down trading volume
by customer and representative and tracked changes in volume across the year, allowing the team to better
target their engagements with customers.
● Developed a GUI application using python and Bank of America’s Quartz environment that categorized TBA
securities and monitored their net trading volume in real-time in terms of 10-year equivalents.
Consulting for Goldman Sachs New York, NY Aug 2013 - May 2014
C++ Developer
● Worked to integrate a new class of tradable developed by Front Office IT and Strats into Goldman Sachs’s
downstream processing systems. Work involved modifying and extending services built with C++ and Sybase
to support the new tradable. Completed project in time to meet the firm’s deadline for the first phase of
release, enabling production trades for a single sub-asset class.
● Developed a script using Goldman Sachs’s Slang language that extracted data from commodity trading
positions and transformed to store into a Sybase inventory tracking data warehouse.
Bloomberg L.P., New York, NY Oct 2009 – July 2012
Software Developer
● Served as lead developer for Bloomberg's auction system, which is used by central banks to issue securities
on the primary market. The system was built using C++ for the backend and JavaScript for the UI. Major
features included a real-time GUI for viewing bids and an object-oriented design that allowing for easy
customization. Successfully delivered the product in time to meet an aggressive deadline needed by the initial
client. The product was received very well, brought in multiple new terminal sales, and led to additional new
business opportunities.
● Built a tool to analyze customer usage data that Bloomberg uses to tailor its financial functions to better meet
customer needs.
Detica, Arlington, VA Feb 2009 – July 2009
Senior Consultant at The National Security Agency
● Conducted large-scale data quality studies for a government customer using Hadoop and custom-built
analysis programs on a distributed architecture. Discovered and quantified a problem with fragmentation and
redundancies in the customer’s data set, and developed a PowerPoint presentation for the results using R’s
plotting package that was given to directors within the agency.
● Implemented prototypes of various graph analytics for the government customer designed to locate data of
high intelligence value.
National Security Agency, Fort Meade, MD Feb 2007 – Dec 2008
Applied Research Mathematician
● Researched methods to stitch together images taken from a microscope to reduce the amount of time spent by
image analysts when certifying hardware for security compliance. Prototyped an approach based off of an
IEEE paper in Matlab and then followed on to develop a C++ application to be used by the analysts. The
application eliminated the need for the analysts to make time-consuming adjustments to the microscope
images by hand and increased the effectiveness of other automated processes making use of the images.
● Increased the performance of a Markov probability model used to analyze plain text by extending it to better
incorporate specific features of the target text and assembling a more accurate corpus of training data.
Developed an application using the model and integrated it into the text processing system used by analysts.
The model greatly increased the productivity of the analysts and I received a $1500 cash award for the
project.
● Worked as a member of a research team investigating the use of the EM algorithm to fuse together
information from overlapping databases to achieve more accurate results than any single database alone could
provide.
Townsend Communications, Port Townsend, WA July 2005 – Dec 2005
System Administrator
● Performed maintenance of Linux servers as part of daily operations for supporting internet service customers.
● Wrote python software that dynamically generated a webpage from a URL specification.
EDUCATION
University of Washington, Seattle, WA Dec 2004
B.S. in Mathematics, GPA 3.7/4.0
Passed CFA Level I Exam June 2011
GMAT 770/800 (51Q, 44V) Jan 2012
PROJECTS
GCC
● Enhanced GCC’s Cilk language extensions to support C++ initialization expressions. (https://goo.gl/baSGta)
● Corrected a problem with GCC’s AST representation for template parameters with attached concept-lite
constraints. (https://goo.gl/OMRlAQ)
SKILLS
● Proficient with C, C++, C++11/14, Python, Cilk, MKL, SQL
● Basic German Skills. Earned Zertifikat Deutsch.