Vice President - Modeling Engineering at Two Sigma
New York, New York, United States
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Summary
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Emily Reff is a Vice President of Modeling Engineering at Two Sigma with seven years of software engineering experience building high-impact systems for quantitative finance. She progressed from hands-on engineering roles at Goldman Sachs and Credit Suisse to technical leadership, designing production trading and sales applications used by hundreds of global users. Emily combines strong backend expertise—evidenced by contributions to the popular Ibis Python dataframe project, where she enhanced rolling/window function semantics—with a track record of shipping robust desktop and web tools in Java, C#, and React. She holds top-tier academic credentials and has led cross-disciplinary research projects integrating computer vision and ML into practical lab software, a detail that highlights her ability to translate research-grade algorithms into reliable production tools.
Contributions:81 reviews, 31 commits, 35 PRs in 2 years 8 months
Contributions summary:Emily primarily contributed to the development of the Ibis library's functionality for window functions. They implemented the `min_periods` parameter for rolling windows and consolidated trailing window functions to handle different preceding parameters, including integers and intervals. Furthermore, the user added support for the `rows_with_max_lookback` parameter and addressed related issues such as adding max_lookback to window replace/combine functions and supporting `pandas.Timedelta`.
A pandas-like deferred expression system, with first-class SQL support
Contributions:4 PRs, 105 pushes, 58 branches in 2 years 8 months
pythondeferrednim-langsqlpandas
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