Daniel Cornejo

As Chief Scientist, Daniel explores new technologies, algorithms and methodologies and recommends them to the CTO for use in the Proceve tech stack. He is responsible for tackling complex roadblocks in support of the engineering team across the whole suite of Proceve’s products.

Daniel also provides technical guidance to the offshore development team.

Senior Developer on the Aligne Trading and Risk Management (TRM) team, responsible for development of new features and maintenance of the product, all aspects of the high performance analytics software and the maintenance of the Graphical User Interface.

IT/System Accomplishments

• Automated all aspects of the software configuration management and build process for a range of SunGard products
• Handled all major critical situations for customers, including onsite troubleshooting, for complex systems problems at major energy clients
• Merged the functionality of multiple acquired software products into one coherent software package
• Ported all software from a range of development languages into one common base with new development standards
• Converted all software to run on a range of new hardware and software platforms (including 32 and 64 bit Windows, Linux and Unix)
• Trained offshore teams of developers on the various products at both the functional and source code levels
• Acted as primary development liaison between the US and offshore development teams
• Developed software across the whole stack using C++, C# and Java depending on the components
• Implemented a scheduling and orchestrator system to enable and manage the grid capability of the FIS pricing engine

Primary person responsible for the hands-on development of Nebility’s internal software products, as well as much of the software development for customer projects, including:

• SOA Proof of Concept for BMO (Calculator as a Service): implemented in Java using Netezza, ZeroMQ messaging, and Kryo/Protocol Buffers serialization for high performance data transfer. A custom Authentication service returned encrypted tokens passed to all subsequent services, enforcing secure single sign-on at all levels of the stack. Some services were implemented in .Net, interfacing with Java via SOAP web services and high performance bulk-data interfaces using ZeroMQ and Protocol Buffers. A .Net UI served as a test harness for the POC.
• Survey system for psychology surveys and universities supporting customized survey types for medical practitioners. Required to exceed HIPAA security requirements. Implemented using SOA with SOAP and RESTful interfaces to a web-based UI. Technologies included Java, .Net, SQL Server, HTML5, CSS3, Silverlight and Javascript.
• NebulaBlocks Component Designer (NCD): Daniel implemented virtually all of the code himself. NCD is a custom Rapid Application Design and Development (RADD) system that uses a UML-style User Interface to design data-driven applications and automatically generate the code for the complete software stack, from the database layer through to the UI.

Provided individuals and smaller investment firms with financial models and technologies, as well as consulting services in quantitative support and financial software. Daniel personally implemented significant portions of almost every aspect of the company’s systems.

IT/System Accomplishments

• All CPU-intensive software written in un-managed C++ to maximize performance, exposed through managed C++ wrappers to the rest of the .NET components written in C#
• All software written using OOA/OOD in an n-tier architecture
• CPU-intensive applications threaded to take advantage of all available CPUs
• ADO.Net used to communicate with SQL Server for all back-end database functionality
• All web pages written using ASP.Net with C# code-behind DLLs
• Web pages generated on the fly using C#, with keywords, titles, etc. pulled from XML data files to allow rapid SEO tuning without changing the pages themselves
• Designed and implemented a custom message queue for efficient communication amongst .NET Windows Services
• Developed a custom shopping cart as well as a custom C# interface to Authorize.Net’s payment gateway API

As part of Corporate Risk Management, responsible for supporting all of Duke’s global subsidiaries in the areas of Quantitative Modeling and Quantitative Software Development.

IT/System Accomplishments

• Implemented a new extensible trade capture and position keeping system capable of capturing the complete range of Duke’s structured contracts
• Implemented an extensible analytics server capable of accommodating Duke’s most complex valuation models
• Software implemented using Microsoft .Net: C#, managed C++, un-managed C++ and Compaq’s FORTRAN 95; GUIs combining ASP.NET web forms and Windows Forms in C#
• All analytics implemented using C/C++ and/or FORTRAN 95, running on Windows or Unix (IBM AIX)
• Components architected as full 3-tier systems with thin clients talking to servers via .Net remoting over TCP/IP channels; communication to databases via ADO.NET to SQL Server
• Components included a Trade Capture Server, Position Keeping Server, Analytics Server, Asset Description Server, Curve Server and User Authorization Server
• All components and classes designed using UML object modeling tools
• Evaluated and compared Message Passing Interface (MPI 1.2) and threads with .Net remoting for parallel computing clusters

Accounting firm where Daniel redesigned and rewrote their custom in-house accounting software to modernize it and make it more flexible and user friendly.

Worked at the Physics lab designing and implementing software that interfaced with specialized equipment to capture, store and analyze data captured during experiments.