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Azeem Lakdawalla (647)
300-2933 Email
: lakdafari@gmail.com |
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Education |
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M.Sc. Computer Science, |
2003-2005 |
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B.Eng. Computer Engineering, |
1993-1998 |
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International Baccalaureate, The |
1991-1993 |
Languages: Bilingual
(English and French), and fundamentals of German
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Relevant Skills |
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Development: |
C++,
Java, PHP, UML, Python (learning) |
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Frameworks
and APIs: |
STL,
MFC, Qt, FLTK, OpenGL, OpenCV, MySql |
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8 years industry experience
in C++ software development; strong quantitative skills |
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Highly motivated and independent; solid team member |
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Responsible for design, development and delivery of
several projects |
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Excellent bilingual oral and written communication |
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Work Experience |
Quantitative Developer & Trader – Equity Derivatives, Desjardins Securities,
Modeling (MATLAB,
C++, STL, GSL)
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Correlation and regression analysis
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Time-series, co-integration, ARMA and vector ARMA analysis
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Portfolio optimization
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Linear dynamical systems and Markov processes
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Multivariate nonlinear numerical optimization
Development (C++,
STL, GSL, Java, PHP, MySql, Flextrade
OEX API, Reuters BridgeFeed API, Bloomberg API)
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Flextrade
plugins, analytics and bbox
development
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Import of Bloomberg static and dynamic variables into
in-house database via Bloomberg C API
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Design and development of a statistical analysis platform
that analyzes sub-industries in
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Design and development of a
Trading
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Pairs trading: Inter-listed, Stat-arb,
Risk arb
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VWAP
Research
Assistant - Dynamic Graphics Project, University of
Toronto (Sept.
‘05 – Dec. ‘05)
Shape from video (MATLAB,
C++, STL, OpenCV, FLTK, OpenGL)
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Extension of my Master's research to
support dense, deformable geometry recovery from video
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Uses probabilistic modeling, machine learning, computer
vision, multivariate numerical optimization and wavelet analysis techniques
Research
Engineer - MASA Group, Paris, France (July ‘01 –
Aug. ‘03)
Machine
Learning Toolkit (UML, C++, STL, Qt)
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Design and development of an in-house research toolkit for
creating and analyzing multivariate models for novelty detection and other
statistical learning methods
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Has been used for quality
control in semiconductor manufacturing to detect faulty wafers, thereby
saving time and money
Multi-Agent Electricity-Market
Simulation (UML, C++, STL, Qt, VBA)
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Design and development of a French electricity-market simulation
to model and analyze the complex dynamics between consumer and producer behaviour
in anticipation of the EU deregulation of electricity parks
Alife
Management Training Simulation (UML, C++, STL, Qt, MS Access)
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Development of a multi-user hands-on management training
system using autonomous human-like agents in a dynamic 3D office environment
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Helps educators train and pinpoint specific strengths and
weaknesses of managers
Research Engineer - LogicaCMG, Paris, France
(Mar.
‘99 - June ‘01)
DataView (UML,
C++, STL, MFC, COM)
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Design and development of an object-oriented data-mining
engine for client Peaktime (now Telmar) which was embedded in their audience analysis, media
planning and forecasting systems for the radio and television industries
C++
Software Developer - Centre for Intelligent Machines, McGill
University (June ‘98 - Feb. ‘99)
Shared Reality Environment (C++,
MFC)
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Development of a video image retrieval and signal
processing system under Windows to interface with an "Elliptical Head
Tracking System"
Artificial Perception Lab (C++,
STL)
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Development of a neural network toolkit
C++
Software Developer - Corporate Software and Technologies (now Oracle), Montreal (May ‘96 –
Aug. ‘97)
Netscape Calendar
and CorporateTime (now
Oracle Calendar) (C++, MFC, PowerPlant)
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Development of enterprise-wide calendar and scheduling
software for Windows and Macintosh platforms
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Additional Information |
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International Conference
Publication |
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A. Lakdawalla
and A. Hertzmann. Shape from Video: Dense Shape,
Texture, Motion and Lighting from Monocular Image Streams, IEEE Workshop
on Photometric Analysis for Computer Vision, in conjunction with ICCV
’07, |
2007 |
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Trading courses and certifications |
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CSC :
Canadian Securities Course (Honours) - Canadian Securities Institute |
2004 |
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CPH:
Conduct and Practices Handbook – Canadian Securities Institute |
2006 |
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TTC:
Trader Training Course – Canadian Securities Institute |
2006 |
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DFC:
Derivatives Fundamentals Course – Canadian Securities Institute |
In progress |
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Registered Representative (non-retail)
in |
2006 |
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Licensed trader on TSX, Venture and
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2006 |
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Other diplomas |
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Secondary IV Diploma
in Music Theory - McGill Conservatory of Music |
1993 |
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Effective Communications
Diploma - |
1993 |