J O H N H . M U L L E R ( 617) 669-2204 | jmul le r . i c s88@gta lumni .o rg

S U M M A R Y

Senior Analytics professional with a Ph.D. in Computer Science and 20+ years of industry experience. Extensive experience in statistical modeling, quantitative finance and data visualization. Academic training in quantitative finance and risk management. Proficient in R, Python and SQL; Experience with C++, Java, Matlab and SAS. Experience dealing with large data sets; Exposure to Hadoop and familiar with NoSQL tools. Creative problem solver, focused on practical, applied problems and bottom line results. Active in local special interest groups including R users, Quantitative Finance and Data Science.

E X P E R I E N C E

ACADIAN ASSET MANAGEMENT, Boston, MA 2013-Present

Vice President, Associate Portfolio ManagerTeams: Portfolio Construction, Model Integration and Portfolio Management ResearchProjects included: Developed code to add transaction costs to our attribution and a web app for exploring the results. Built the data access layer for the firm’s new stock selection alpha model. Built an automatic testing program to run simple pass/fail tests on code where no explicit test code exists.

Used Python’s introspection to find methods and method signatures to assign valid values for arguments. Developed a Python version of the R Corrgram method for re-ordering the rows and columns of a

correlation matrix to help reveal clusters of related variables. Developed a foreign exchange hedge reporting module. Other analysis projects included: investment strategy capacity, rebalancing schedule frequency and ranking

of brokers performance.

ENTER THE DATA, Boston, MA 2012-2013

Chief Data Scientist Descriptive and predictive modeling, visualization and data science consulting. Projects included: estimating advertising effectiveness, analyzing customer retention, estimating weather

effects on sales, analyzing customer penetration across markets, network analysis of events from news stories, analysis of fund holdings from SEC filings, predicting government employment releases and analyzing survey data.

Methods included: survival analysis, time series modeling, regular and penalized regression, fuzzy clustering, random forests and cross validation for both model and parameter selection.

Main tools: R, Python and SQL.

STATE STREET ASSOCIATES, Cambridge, MA 2007-2012The research arm of State Street that primarily builds trading signals based on proprietary data.

Head of Visualization and Analytics (2011-2012)A new role that grew from the success of the Securities Lending Project, and the clear need for similar efforts

throughout the company. Served as evangelist and facilitator for Visualization and Analytics projects across State Street Global Markets. Led and collaborated on selected projects. Formed a Visualization and Analytics user community within the company.

Head of Securities Lending Research (2010-2012)Led a collaboration between research and the Securities Lending business to build analytic tools to support

trading. Worked directly with the lending traders and business heads, analyzed extensive transactional, data and built an end-to-end solution.

Created back-end database structure combining internal and external data sources. Created a front-end trader dashboard, using Spotfire, to serve as the trader’s main information portal.

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Analysis and modeling including: predicting hard-to-borrow securities and analyzing the relationship between real and synthetic shorts using options.

Research Manager (2007-2010) Team leader for new holdings indicators, i.e. trading signals, for equity and fixed income. Team leader and active participant in research and development of the equity holdings indicator. Managed teams that developed and released 14 new Foreign Exchange and Equity flow indicators.

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BANK OF AMERICA, Charlotte, NC, Atlanta, GA 2001-2007SVP in Corporate Investments, QUANTITATIVE TRADING STRATEGIES (2006-2007)Member of a small equity quant group investing approximately $100M running momentum strategies.

Responsibilities included: Coding (using R) and back-testing various improvements to the existing momentum-style strategy drawing

data from MarketQA, IDC, IBES, and Compustat. Quantitative support for users of Barra’s Enterprise Performance product for return attribution. SVP in Risk Management, Portfolio Analysis and Optimization (2004-2006) Provided quantitative support for managing the banks institutional loan portfolio. Designed and coded fixed income tools using R and C++. Developed code to calculate generic yield curves and bond asset swap spreads.

SVP in Consumer Real Estate, CUSTOMER AND PRICING ANALYTICS (2001-2004)Recruited for data mining expertise. Conducted extensive analysis of customer database and provided analytic

research on the effects of pricing policies to support the mortgage pricing team. Used statistical techniques to analyze loan-level cash flow data and build models to predict servicing profitability based on borrower characteristics and behavior.

RETEK INFORMATION SYSTEMS, Atlanta, GA 1997-2001Retek developed software for the retail industry and is now owned by Oracle.Product Manager, DEMAND FORECASTING/CUSTOMER UNDERSTANDING PRODUCTS (2000-2001)Defined strategic direction of the product, created detailed requirements for the development staff, coordinated

activities associated with product releases, and delivered presentations and product demonstrations. Conducted exploratory development of new products, such as using decision trees to do prediction and classification.

Senior Staff Scientist (1997-2000)Developed statistical models and algorithms to help retailers predict sales and inventory and measure the

impact of advertising. Methods used included traditional statistical techniques such as forecasting, data mining techniques such as clustering and classification, and Operations Research techniques such as simulation and optimization.

ITERATED SYSTEMS, Atlanta, GA 1990-1997Iterated developed image and video compression technology and is not part of Autonomy.Principle Scientist (1995-1997)Standards team and the video algorithms team. Prepared and delivered presentations describing Iterated's

technology to ISO and ITU. Chaired the ad-hoc group on coding efficiency in MPEG-4 video from 1996 to 1997. H.263 liaison to MPEG-4 video group. Co-chaired the ad-hoc group on MPEG-4 video testing, Spring-Summer 1997.

Senior Scientist (1990-1995)Used a variety of data structure, algorithmic, and space-for-time trade off enhancements to reduce the running

time of the video encoder by a factor of four, without affecting the quality of the compressed files. Designed and implemented a rate-distortion coding method that improved image quality and allowed for progressive encoding.

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E D U C A T I O N & P R O F E S S I O N A L A F F I L I A T I O N S

Certificates in Quantitative Finance, STANFORD UNIVERSITY , Stanford, CA, CARNEGIE MELLON UNIVERSITY , Pittsburgh, PA (2006)Courses Included: Finance, Statistics and Mathematics, Stochastic Calculus, and Interest Rate Models.

Ph.D., Computer Science, GEORGIA INSTITUTE OF TECHNOLOGY , Atlanta, GA (1989)

Bachelor of Science, Computer Science, UNIVERSITY OF GEORGIA , Athens, GA (1980)

Additional Education & Affiliations: Attended R/Finance (2011 & 2012) Co-presenter at R for Beginners Workshop (2011) Attended State-of-the-Art Statistical Methods for Data Analysis, by Rob Tibshirani & Trevor Hastie (2011) Attended Visual Business Intelligence, by Stephen Few (2010) Co-founder of Greater Boston useR Meetup Group (700+ Members) (2010) Attended Presenting Data and Information, by Ed Tufte (2008)