My Professional History

Aerospace Engineering

After undergraduate school, I began my career working at Rockwell as a rocket propulsion engineer on the US space shuttle program. Computational methods for modeling stress, fluid flow, combustion, dynamics, heat transfer, and component design (CAD) had developed into robust engineering tools. I wanted to gain deep expertise in them so that I could work on improving them. So I moved from design engineering into computational modeling of turbulent flow transition inside the Space Shuttle Main Engine (SSME) powerhead; a hot-gas manifold assembly that housed the primary turbo-pumps as well as the injectors into the main combustion chamber (figure below). We had free use of the NASA Ames supercomputing facility; the most powerful computing center in the world at the time. Our computations resulted in a redesign that significantly increased the efficiency of the engine.

Test firing of a single SSME
Cutaway schematic of the SSME powerhead. The main combustion chamber is at-center. The fuel and oxidizer turbo-pumps appear to the left and right sides of it.

Seeking more cutting-edge research experience, I took a role under a PhD lead investigator to configure, assemble, and operate a wind-tunnel facility at an offsite lab. I then ran it to carry-out a series of experiments for him and for other teams. At the time, two other companies had spent two years working with seed funding from NASA and the USAF to develop proposals for a hypersonic airplane that could reach low earth-orbit. Rocketdyne had never produced any air-breathing propulsion systems, much less hypersonic designs. Our research group of about 16 people in Advanced Programs independently decided that we would deliver our own proposal. After working for 10 months on a comparatively meager amount of IR&D funding that our boss convinced senior  management to provide us, we won the development contract away from our two competitors. During this period, I was a member of the American Institute for Aeronautics & Astronautics.

Academic Research

In 1988 with the fall of the Berlin Wall a year away, I saw that the US Aerospace industry was headed for decline. To grow my mastery and pursue my interests in turbulence theory, I left Rocketdyne to do Ph.D. work. There was growing interest in studying the longer-term stability of mankind’s effect on the global environment, particularly with regard to climate. The flows in the oceans and atmosphere, particularly their ability to transport heat, greenhouse gases, moisture, and other materials, is a key lynchpin in the modeling involved. I investigate these problems by continuing to carrying-out turbulence simulations on supercomputers. Example simulations for a particular one that I investigated (thermally-driven turbulent mixing) can be seen here and here (the hot rising fluid is shown in red and the cool descending fluid in blue).

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After receiving my doctorate from USC, I did two postdoctoral research/teaching fellowships investigating geophysical turbulence at UC Santa Barbara and at Cornell. I presented my research results at symposia including the American Physical Society’s Division of Fluid Dynamics and at institutions including the National Center for Atmospheric Research. When the Cornell appointment expired, I decided that I would either win a tenure-track position at one of the major institutions I had targeted, or wait no longer. Since it didn’t happen, I left academics.

Finance

I went into Quantitative finance. My first role as a financial engineer at Misys was a nice transition because I continued to developed software models while deepening my knowledge on new subjects like arbitrage pricing theory, econometrics, Monte Carlo simulation, and investment risk estimation. We sold our risk analytics product to large banks and to investing firms internationally. My development group met or surpassed all our deliverable targets.

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Image result for pictures of implied volatility surface

After 2 years there, I joined a newly-founded asset management company in Orange County, CA as their head of risk management. PAAMCO invests institutional money into portfolios of hedge funds. I worked though its growth, buildout, and maturation phases serving in a variety of roles for a total of 16 years. I developed the behavioral and conventional risk analytics and processes, and led research into special projects and quantitative strategies. I created custom analytics, gained investment management’s buy-in on their usefulness, and deployed them into use in business processes. I innovated new products, business intelligence analytics, and novel fee structures. I trained investment staff and prepared research works both for internal delivery and for external publication. I served as the risk officer on an emerging market investment mandate, and earned my CQF and CAIA certifications.

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