A life-long engineer, Brian Lee Yung Rowe first tasted the joys of engineering building multistory card houses at age six. In his professional career, Brian focuses on applications of computational engineering including server side systems for data analysis, optimization, and simulation environments, including portfolio optimization using random matrix theory, cellular signaling of bacteria, text classification with random forests. Many moons ago Brian founded a software company specializing in product classification, clustering, and recommendations using artificial neural networks.
Brian serves as CTO of Cashpath Financial, a banking services startup that guides people to spending less than they make. We accomplish this by applying Wall St technology to Main St to optimize your financial plan and show you how to get there. In addition to his role at Cashpath, Brian is an Adjunct Professor at the Baruch MFE program where he teaches a seminar on R. Brian is also writing a book “Computational Finance and the Lambda Calculus” to be published by Chapman & Hall/CRC.
Previously, Brian was Head of Engineering and Product at TrueEX Group, the world’s first financial exchange for interest rate swaps. He built out the engineering team and the product to CFTC approval in a breathtaking 18 months. Prior to TrueEX, Brian was at Merrill Lynch as Head of Risk Services, where he managed a quantitative development team responsible for providing risk analytics to multiple lines of business within the bank, including prop trading, algo trading services, prime brokerage, wealth management. Prior to that, Brian worked at Bridgewater Associates, where he designed data analysis and visualization tools for investigating relationships between economic indicators. Brian has presented at conferences on libraries and tools he has written, such as portfolio optimization with random matrix theory and shrinkage estimation, and a functional programming language extension for R (slides). He holds a BS double major in Electrical Engineering and Mathematics from the University of Alaska Fairbanks.