- About
- US citizen. New Jersey resident.
- Email: michaelkovarik@outlook.com
- LinkedIn: /in/mk8128
Employment
- Software Developer (Oct 2019 - Present)
- United States Securities and Exchange Commision (contractor via Aretec, Inc.)
- I built and maintained tools to detect market fraud using machine learning and AI.
- Technologies used: Typescript. React. Python. KDB+/Q. SQL. git. Linux.
- Quantitative Researcher (Nov 2017 - Oct 2019)
- Virtu Financial / ITG, Inc (Virtu acquired ITG on March 2019). Boston, MA.
- Maintained, monitored, and extended our analytics data pipeline.
- Designed and implemented an analytics database and accompanying service.
- Performed research and development related to equity micro-structure models.
- Technologies used: Python. Perl. C++. KDB+/Q. SQL. git. Linux.
- Tutor / Instructor (Feb 2013 - Oct 2017)
- Raritan Valley Community College. Branchburg, NJ.
- Tutored mathematics at various levels (from arithmetic to differential equations).
- Later taught a semester of statistics, which included basic instruction on the use of the R programming language.
Education
- Master of Mathematics (Mathematical Finance, May 2017)
- Rutgers University (New Brunswick, NJ)
- 3.67 GPA
- Coursework: numerical analysis, stochastic calculus, fixed income derivatives, credit risk modeling, econometrics, computational finance, C++. Some courses taken as an undergraduate.
- Bachelor of Arts, Mathematics (May 2016)
- Rutgers University (New Brunswick, NJ)
- 3.55 GPA
- Computer science minor.
- Coursework: algorithms, data structures, databases, topology, abstract algebra, differential geometry, mathematical probability, mathematical statistics.
Skills
- Finance
Experienced with equity micro-structure models, with applications in post-trade analysis and portfolio valuation. Had some academic exposure to fixed income / credit derivatives. Worked with data delivered directly from third-party vendors.
- Programming
Experience working with polyglot codebases. This includes Python, R, C++, Q, Typescript/Javascript, Bash, C++ and Perl. I am also a Julia hobbyist. I am experienced with a number of database systems (KDB+ and various flavors of SQL). Worked with both legacy codebases as well as greenfield projects.
- Mathematics / Statistics
Received an applied mathematics education (computational mathematics, stochastic calculus, statistics/econometrics, …).