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Justin O Day MS

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Email: ****y@citadel.com
Location: Greater Chicago Area
Current employer: Citadel
Current title:
Software Engineer, Equities Reporting Lead, Portfolio Construction Group
Last updated: 22/05/2023 01:46 AM
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About

Justin O Day MS is from Greater Chicago Area. Justin is currently Software Engineer, Equities Reporting Lead, Portfolio Construction Group at Citadel, located in Miami, Florida, United States.

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Justin O Day MS's current jobs
Company: Citadel
Title: Software Engineer, Equities Reporting Lead, Portfolio Construction Group
Period: May 2020 - Present (4 years, 6 months)
Location: Miami, Florida, United States

• Automate and implement trading guidelines (e.g., volatility, stress, factor risk, idiosyncratic, risk arbitrage, long market value, market cap, and liquidity) for seven equity and quantitative strategy businesses. • Lead Risk Management Center infrastructure and accuracy updates, enabling risk data visualization via 36 interactive touch screen monitors aggregating real-time status globally across 16 offices in six countries. • Generate investor reports for clients and partners for all funds as the only developer working directly with Deputy CRO. • Leverage Python daily to develop automated models that monitor the risk of portfolio positions and trades. • Enable risk management by designing, improving, and applying complex software development, data aggregation, quality, tests, release process, reliability, business continuity, reports, and KPI dashboards used by trade desk, funds, and executives. • Supervise risk reports generation, incident management process for system outages, capacity planning, SLAs, and KPI metrics for measuring platform health. • Oversee daily investor fund level reports for senior management in line with CEO requirements. • Built custom regression methodology to verify pixel-level accuracy in migrating over 200 Tableau reports to a new server.

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