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Marc Schwarzschild

Marc Schwarzschild

Member of Technical Staff

Followers of Marc Schwarzschild726 followers
location of Marc SchwarzschildPikesville, Maryland, United States

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  • Timeline

  • About me

    Engineer

  • Education

    • Coursera

      -

      Scala, Algorithms, Machine Learning

    • Columbia Engineering

      -
      Bachelor of Science in Engineering - BSE

    • Columbia Engineering

      -
      Master of Science in Engineering - MSE

    • Queens College

      -
      Bachelor of Arts - BA Physics

  • Experience

    • General Electric

      Jun 1986 - Dec 1990
      Member of Technical Staff

      Spacecraft attitude control engineer for spacecraft manufacturing division.

    • The Brookhaven Group, LLC

      Dec 1990 - now

      Broadcast Media Asset ManagementWrote software for backfilling projects for media supply chains using SDVI/Rally and AWS. Developed Rally presets for proprietary workflow rules.Enterprise Portfolio Risk Management Tool (Client: Octane Management)Led development of a web based portfolio risk management tool for fund of funds managing $2 billion in assets. Managed time series data for component investments. Analytics included: simulation; mean-variance optimization; omega functions; drawdown analysis; compliance; correlations; histograms; rolling charts; alpha matrix; VaR; multifactor stress testing; portfolio decomposition; geographical decomposition; attribution analysis; historical event impact analysis, Sharpe and Sortino ratios. ETF ArbitrageBuilt fully automated auto-quoting market making system for ETFs.Provided liquidity and risk hedging with equivalent basket trades. Show less

      • Engineering Consultant

        Jan 1990 - now

      • Engineer

        Dec 1990 - Dec 2009

    • The Millburn Corporation

      Mar 1993 - Nov 2001
      VP CTO / Technical Analyst

      CTA with over $2 billion AUM in commodity and financial futures markets.Responsible for all technology including big data management, simulation, execution, and risk management.Managed 10 member team.

    • Brookhaven Strategies, LLC

      May 2009 - Nov 2015
      Engineer / Analyst / Partner

      CTA/CPO with over 700 models in eleven markets. Tested millions of trading scenarios. Built simulation tools testing a range of trading frequencies and market conditions. Developed trade execution algorithms and built real-time autotrading systems. Held Series 3 license.

    • Media Predict, Inc.

      Dec 2015 - Jan 2021
      CTO/CIO

      Product developer of cloud based prediction markets. Managed agile development team supporting over 2 million participants collecting 100K+ responses per day. Implemented proprietary analytics and statistics reporting.Managed 5 member team.

    • Quizitive.com

      Feb 2021 - Oct 2022
      Engineer, Architect, Entrepreneur

      Trivia game served a community of over 6000 members with raffles and prizes and lots of fun.A social media event sparking fun conversations void of politics and pandemic.

    • Skiller Whale

      Oct 2022 - now
      Python Coach / Consultant

      International remote teaching Python to seasoned professionals at 3 companies.Providing personalized learning plans. Improving the way Python is used by data scientists and engineers.

  • Licenses & Certifications

    • Series 3

      National Futures Association

    • Recreational Pilots License

      Federal Aviation Administration

  • Volunteer Experience

    • volunteer

      Issued by Food Bank for New York City on Jan 2005
      Food Bank for New York CityAssociated with Marc Schwarzschild

    • Treasurer

      Issued by Kehilat Rayim Ahuvim on Jun 2004
      Kehilat Rayim AhuvimAssociated with Marc Schwarzschild