Education
Rutgers University Piscataway
Department of Computer Science NJ
PhD, Computer Science; expected 2009
Advisor: Dr. Casimir A. Kulikowski
Dissertation: Combinatorial PCA: a Method for Data Analysis
Rutgers University Piscataway
Department of Computer Science NJ
MS, Computer Science; April 2003
Advisor: Dr. Casimir A. Kulikowski
Dissertation:Combinatorial PCA for Classifier Improvement Using Unlabelled Data
University of Bucharest Bucharest,
Faculty of Mathematics and Computer Science Romania
BS, Computer Science; BS, Mathematics; July 1998
Advisor: Dr. Luminita State
Dissertation: Genetic Algorithms for Finding the Best Neocognitron Network. Applications to Optical Character Recognition

Research and work experience
October 2006- Morgan Stanley
Desk Strategist
Responsible for modelling and risk management development for the primary market trading desk, and for the new products originated in the retail banking group (MS Bank). Developed, selected and affirmed the models used by the desk as a first step in the model certification process. Experience working on residential mortgage trading desks (primary, secondary) on the development of a variety of models and tools. Designed the infrastructure for the client mortgage rate model. Long term collaboration with the asset backed securities desk towards the development of custom models required by the traders. Developed a prototype of a blotter for the RPX trading desk. Consistently interacted with the traders regarding strategy design and development, rapidly adjusting focus and direction as prompted.
June 2005-August 2005 DIMACS
Graduate Research Assistant Rutgers University
Participated in the 2005 KDD Challenge, being responsible for the development in the ER-1a task
PI: Dr. Fred Roberts

July 2004-May 2005 Pharmacopeia,
Graduate Intern Inc.
Created a patented technology for estimating molecular 3D structures using multiple alignments of 1D representations of such molecules
Developed a scalable clustering procedure for molecular fingerprint data
Mentor: Dr. David Diller

July 2002-June 2004 DIMACS
Graduate Research Assistant Rutgers University
As part of the Monitoring Message Streams (MMS) project, I developed the initial version of the Combinatorial PCA (cPCA) technology, using it for feature selection in text analysis problems
Member of the Rutgers team that participated in the Trec 11 adaptive filtering task (Summer 2002).
PI: Dr. Fred Roberts

June 2001-August 2001 Dept. of Computer Science
Graduate Research Assistant Rutgers University
Research assistant in the Plant Genome Initiative at Rutgers. Contributed to the development of a method for automatic functional annotation of proteins, based on amino-acid sequence similarities
Developed a method for the functional annotation of protein domains, with the main result being a highly annotated version of the Dali Domain Dictionary (DDD)
PI: Dr. Casimir A. Kulikowski

September 1999-May 2000 Dept. of Computer Science
Graduate Research Assistant Rutgers University
Participated in the development of the project "Vision-Equipped Agents for the Disabled", designing and implementing the algorithms controlling the communication and the movements of a robotic agent
PI: Dr. Sven Dickinson

August 1998-June 1999 Bouygues Telecom
Software engineer France
designed a software package for automatic cell frequency allocation, using Monte Carlo methods (Simulated Annealing and Genetic Algorithms); integrated with PlaNET® and ComOpt®
supervised and contributed to the development of a hardware inventory distributed database, with Oracle® back-end and Delphi®-based front-end

Teaching experience

Sept 2000-June 2002 Dept. of Computer Science
Teaching Assistant Rutgers University
Taught a variety of courses, including Introduction to Computer Science, Data Structures, Numerical Analysis, Computer Networks, and Computer Graphics