I'm currently working as a product architect and software developer with a focus on developing fintech products, and specifically as lead architect of a new solution in the area of global remittances with DigitalX's AirPocket. Responsibilities include financial and economic analysis, developing AML strategy, coding of forex trading algos, and generating new product ideas. I also do general-purpose software development work for DigitalX, with a focus on managing our automated market making and trading operations in crypto-currency. I also act as lead developer and manager of our 'digitalX Direct' liquidity API.
My main body of previous experience comes from 7+ years doing financial research with economists at the Federal Reserve Bank of New York. This work touched on asset pricing, market microstructure, current analysis to support FOMC policymaking, and other areas of financial economics. My work has specialized in leveraging "big data" analytical techniques for financial market analysis, particularly high-frequency Treasury market databases, as well as financial econometrics and time series analysis; I've also done work in data scraping to help build databases for the Fed using Java, Python and SQL. My published work with Fed economists has covered market microstructure, the financial crisis, and the shadow banking system.
My more recent side work has branched into physical engineering, with work on solar-thermal power projects and water distillation. My graduate work at MIT covered political and organizational theory and international security studies, and my research there focused on US military organization and policy in Afghanistan.
Specialties: business strategy and analytics, economic and statistical analysis, big data analysis, editing, marketing materials, natural language processing, application design, python, java, sas, stata, unix shell, R
Product Architect @ After about a year with digitalX (formerly digitalBTC) developing the digitalX Direct API and managing software development and technical operations for our crypto market making operations and liquidity pool, my role has evolved into additional work on product development and strategic planning and operations for our upcoming line of fintech products. My recent work has focused in particular on developing approaches to the problem of improving the global remittance market as lead architect of our AirPocket payments and banking product, an area in which I've finally been able to employ my formerly worthless anthropology degree. From April 2015 to Present (9 months) Senior Developer @ I'm a general-purpose hacker at digitalBTC, focusing on supporting our bitcoin trading and liquidity desk operations through app development, analytics and actual trading, providing engineering analytics on our mining operations and analytics on various business issues (investment valuations and industry trends), contributing to new product design and development, writing blog posts and investor communications, and generally advising on issues related to financial economics and econometrics. My current main project is developing the "digitalX Direct" API for our liquidity provision operations. From October 2014 to April 2015 (7 months) Consultant on Bitcoin Trading and Analytics @ I've recently worked on a number of projects focused on facilitating trading and developing automated trading solutions for the emerging Bitcoin trading world. One pillar that Bitcoin must rest on is liquid exchange markets for fiat currencies; these markets are also an interesting laboratory for examining theories on market microstructure. Projects have included web development, SQL database design and admin, interfacing with exchange API's, block chain analysis, and development of complete automated trading applications. Developed in Python, Ruby, Php, Plone, web2py, MySQL, and Javascript. From March 2014 to October 2014 (8 months) Managing Member @ We manage a few quantitative equity strategies and seek to grow our business in the equity trading space. We seek above-market returns through the application of rigorous quantitative analysis. From January 2013 to March 2014 (1 year 3 months) Software Development Consultant @ Lead development of trading models, wrote backtesting code and performed statistical analysis of trading models, wrote and implemented automated trading algorithms. From April 2010 to December 2012 (2 years 9 months) On-site consultant @ Co-authored economic papers on repo market microstructure, the TIPS market, and on the financial crisis (econometrics, time series analysis, high-frequency financial data processing and analysis). Wrote code to assist in various data-mining projects and web scraping projects, e.g. of corporate financial statement data. From July 2009 to December 2012 (3 years 6 months) Quantitative Analyst and Software Engineer @ Wrote automated trading software for Philly-based hedge fund using Java and Python.
Developed algorithmic trading models based on manual trading approaches used by head Prince Fund trader.
Analyzed performance of trading approaches and developed marketing materials.
Conducted longer-term research on trading models for implementation in emerging "low-latency" trading environment, and assisted in developing overall business strategy. From September 2008 to June 2009 (10 months) Assistant Economist @ Provided research assistance for various economic research projects
Provided assistance for weekly economic briefing of Bank President Timothy Geithner From November 2006 to September 2008 (1 year 11 months) Research Associate @ Wrote code to analyze financial data. Assisted in development of weekly briefly materials for the Bank President. From November 2005 to November 2006 (1 year 1 month) Research Intern @ Assisted in analysis of high-frequency trading data
Wrote database-building program in Java and UNIX that utilized natural language processing to rip data from SEC Edgar database. Data was used by Federal Reserve Board to adjust compensation-per-hour data. From July 2005 to October 2005 (4 months)
SM, Political Science @ Massachusetts Institute of Technology From 2009 to 2011 BA, Economics, Anthropology @ Columbia College, Columbia University in the City of New York From 2001 to 2005 High School, High school pedantics @ The Hill School From 1998 to 2001 Neel Krishnan is skilled in: Quantitative Analytics, Hedge Funds, Econometrics, SAS, Python, R, Equities, Data Mining, Stata, Time Series Analysis, Economics, Statistics, Unix, Quantitative Research, Analytics