Transitioning from math professor to a Wall Street quant was great for the salary, and not too hard for soul: my profession is a nice blend of academic pursuit and business urgency, and I've come to value and enjoy both. I work as a Financial Engineer with impossibly brilliant people who are very good at what they do. It's challenging work, which keeps my interest piqued. Each day is different. Each day is a challenge.
My career began at Fitch Ratings as a quant-developer, and after attaining an MFE, shifted to a modeling role, creating custom CMO pricing models with Intex. When our business unit was disbanded, I was transferred to a Canadian company within the Fitch group named Algorithmics. "Algo" specialized in high-end, boutique risk management software used by banks, funds, and insurance companies. I worked with fixed income to exotics, and everything in between, but naturally gravitated toward structured finance. I now work for a global holding bank named State Street Bank where I continue to specialize in structured products such as RMBS, CMBS, ABS, and CLO.
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I received my Ph.D. in theoretical physics from University of California at Davis. My thesis advisor, Steven Carlip, is well known in quantum gravity circles. My dissertation research involved investigating the time dependent Schrodinger-Newton equation as a possible:
Gravitation is fucking awesome. We talk about time travel, causality, paradoxes, frame dragging, black holes, alternate universes, white holes, non Euclidean geometry, worm holes, warp drive... Gravitational physics rocks. I studied the things that Captains Kirk, Piccard, Sisko, Janeway and Archer had to worry about on a day to day basis. Sometimes I believe that physics will be able to answer the how and why nature works. Other times I think that being able to describe nature with man made tools is an act of hubris, and that physics will be a never ending quest for more advanced models which give us nothing but predictive powers. |
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The 80s
At 8 years old I learned BASIC on an Apple ][+ and 5 years later, 6502 assembly. After that, I consumed
Beneath Apple DOS and wrote
an alternate DOS for Apple ][ that stuffed more data on disks by writing on "half tracks" with more robust
error correction. I wrote a binary editor and cracking software that performed low-level reads on a disk,
ignoring intentional misformed disk sectors designed to prevent disk copying. I was a
hacker. It was a fun time to tinker with computers.
The 90s
During my undergrad years, I became proficient with LaTeX and Mathematica, but with the rise of ChatGPT,
Wolfram Alpha, and Python, both skills have become useless. I am addicted to computer games.
The 00s
In grad school, I became a staunch Linux user and founded The Linux Users' Group of Davis, or,
LUGOD. Also wrote extensive Linux pages.
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We are addicted to salsa dancing. 
BloggingI used to keep a "blog" back in 1998. I called it a "journal" since there was no word "blog" back then. In fact, I don't really know anybody who was keeping a public diary that long ago. Not that I was the first blogger, but there certainly weren't many people doing it back then. I eventually lost interest, however I became interested in writing blogging software: I wrote large sections of a really snazzy blog called Wheatblog. 
Motorcycles and CarsOne of my primary joys in life is to ride my motorcycle, a
Honda Magna V-65 named Bad Bones. It's an 1100cc V4 cylinder gargantuan
whose its motto is "Brute force has an elegance all its own". If you're
interested in my bike or some of my longer bike trips, you can peruse my motorcycle pages. I used to be active in a
group of Magna/Sabre ryders, called SabMag,
but took a hiatus to finish my dissertation and find a job. |
I know... I know... Work in progress.
I've been keeping a 
Music
My life revolves around music. If rhythm is the soul of jazz, then I've got rhythm.
Mystery!
I'm a detective/spy story junkie and tear through mysteries. Some of my favorites on the "small screen" are David Suchet's Hercule Poirot, John Thaw's Inspector Morse, Michael Kitchen's Foyle's War, Derek Jacobi's Cadfael, The Rivals of Sherlock Holmes, and Nathaniel Parker's The Inspector Lynley Mysteries
I've watched all the James Bond movies (at least thrice) and my friend Richard Garavuso got me hooked on the novels, as well (literature Bond is completely unlike theatrical Bond.) On the literature front, I enjoy Kellerman's "Peter and Rina" mysteries, Kemmelman's "Rabbi did X on Y" novels, and anything written by Lawrence Saunders, including the Edward X. Delaney, The Commandment, and the Archy McNally series.
I live for PBS's Mystery! theater. I'm a huge Sherlock Holmes fan, although I don't understand how anyone can think that Basil Rathbone's and Nigel Bruce's portrayal was anything other than garbage. My favorite portrayal of Holmes is by Rupert Everett. He was born to play Holmes (and Ian Hart was a phenomenal Watson, too!)
My Book is Published!
I have coauthored a popular book entitled "The Art of Debugging with GDB, DDD, and Eclipse", with my friend Norm Matloff who teaches CS at UC Davis (and has his own set of very useful webpages). I can't believe the book is finally done! Hooray! Hooray! Hooray! It was almost as hard finishing this book as it was finishing my dissertation! ;-) The book is published by No Starch Press, and if I say so myself, is really the only good debugging book on the market. Everything I've seen pales in comparison.
I'm a member of American Mensa, which means I have a high IQ, but all that really means is that I'm very good at analogies, reasoning, and finding patterns. The truth is, I'm fairly absent minded and have an awful memory. Although my critical thinking is highly developed, I'm one of those people who can't hear and then recall a 7-digit phone number. Most people who know me are astonished at how well I've mastered many branches of mathematics, but how weak I am in arithmetic. My mind works on principles and reasoning. Anything involving rote memory leaks out of my ears. Consequently, I'm incapable of following directions while driving.
Well, that's about it for now. I'm still working on my webpage. I prolly will still be working on it 20 years from now.