Resume

Resume of Steven L. Bell

Skills:

  • Stochastic Modeling, Queueing Theory, Statistics
  • Network Simulation, C/C++, Matlab, S-plus/R, SAS, Java, MySQL,
  • Mathematical Finance, Operations Research, Bioinformatics.

    • Relevant Course Work:

  • Communication Networks, Digital Signal Processing,
  • Wireless Communication, Stochastic Networks, Bootstrap,
  • Stochastic Differential Equations, Timeseries, Mathematical Finance,
  • Bioinformatics (Biological Databases, Sequence Analysis, Systems Biology).

    • Education:

  • Ph.D. Mathematics. University of California, San Diego, 2003. Dissertation Title: Dynamic Scheduling of a Parallel Server System in Heavy Traffic with Complete Resource Pooling: Asymptotic Optimality of a Threshold Policy (for a short description click here)
  • M.A. Mathematics. San Diego State University 1994
  • B.A. Economics. University of California, Los Angeles 1987

    • Presentations:

  • IEEE Conference on Decision and Control, Phoenix, Az., December 1999
  • INFORMS Spring 2000 Meeting, Salt Lake City, Utah, May 2000.
  • 5TH World Congress of the Bernoulli Society for Probability and Mathematical Statistics and 63rd Annual Meeting of the Institute of Mathematical Statistics, Guanajuato, Mexico, May 2000

    • Publications:

  • Expa: a Program for Calculating Extreme Pathways in Biochemical Reaction Networks, S.L. Bell and B.O. Palsson, Bioinformatics, 21(8):1739-1740 (2005).

  • Phenotype Phase Plane Analysis Using Interior Point Methods, S.L. Bell and B.O. Palsson, Computers and Chemical Engineering, 29(3):481-486 (2005).

  • Dynamic Scheduling of a Parallel Server System in Heavy Traffic with Complete Resource Pooling: Asymptotic Optimality of a Threshold Policy S.L. Bell and R.J. Williams, Electronic J. of Probability, 10 (2005), 1044-1115

  • Dynamic Scheduling of a System with Two Parallel Servers: Asymptotic Optimality of a Continuous Review Threshold Policy in Heavy Traffic, 38th IEEE Conf. on Decision and Control, Session: WeP02- Scheduling, Phoenix 1999, S.L. Bell and R.J. Williams.

  • Dynamic Scheduling of a System with Two Parallel Servers in Heavy Traffic with Complete Resource Pooling: Asymptotic Optimality of a Continuous Review Threshold Policy in Heavy Traffic, S.L. Bell and R.J. Williams, Annals of Applied Probability, 11 (2001) 608-649.

    • Work Experience:

  • Hedge Fund, New York, March 2007 - Present. Quantitative Analyst. Improved and implemented strategy developed at Morgan Stanley. Back-testing in C and Perl. Statistical analyses in R. Implemented accounting data (Market Guide by Reuters) base with Sqlite (C-API) and Perl (XML parsing).
  • Morgan Stanley. Equity Trading Lab. July 2005-January 2007. Associate. Conducted research to develop quantitative equity trading strategies. Long-short portfolio.
  • University of California, San Diego, Department of Bioengineering. August 2003-April 2005. Post-graduate Researcher. Published improved version of a linear programming algorithm. Optimized existing systems biology sofware in 'C'.
  • QuickSilver Technology. September 1999-April 2002. Senior Engineer. Processor Scheduling and Hardware Resource Allocations, Task Scheduling in Real Time Operating System, CDMA applications (Searcher, Set-Maintenance, Rake Finger).
  • Nokia Mobile Phones. January 1999-September 1999. DSP Software Intern. Performance Analysis of Telelogic Tau code generation tool using SDL (Specification and Description Language, ITU-T Recommendation z.100) to model and simulate MAC and SAR sublayers (IS-2000-3 MAC Standard for CDMA 2000 Spread Spectrum System, IS-2000-4 LAC Standard for CDMA 2000 Spread Sprectrum System) of mobile station, Interrupt Service Routine Schedulability Study
  • San Diego State University, Department of Mathematics. Spring 1998-Fall 1999. Instructor in Engineering Calculus
  • University of California, San Diego, Department of Mathematics. Fall 1994 - Spring 1999. Teacher's Assistant for a variety of courses including Engineering Calculus, Probability, and Statistics
  • Economic Analysis Corporation, Los Angeles. Fall 1987 through Spring 1990. Research assistant for anti-trust witness support group. Library research, Spread Sheet Analysis, Regression Analysis

    • References: Available Upon Request.