Tod R.

Morrison
Summary
An experienced operations research analyst and IT professional with a broad
skills base that ranges across system and network engineering, software
development and database ad- ministration to advanced mathematics, modeling,
and algorithm research. Strengths include excellent problem research, analysis,
modeling, and resolution, rapid knowledge acquisition, and exceptional written
and interpersonal communication skills.
Technology Skills
Languages
Experienced in: C/C++, Java, Matlab, Perl, PHP, Python, R, SQL, HTML, LATEX
Software
Databases: MySQL, Oracle, Postgresql, MS SQL
Platforms: Linux, Solaris, Mac OS X, Windows
Other: AMPL, GAMS, Apache HTTP Server, CVS, Subversion, Sendmail
Technologies
ODBC, JDBC, MPI, LDAP, SMTP, Make, Sed, Awk, Shell scripting
Work Experience
Optimization Research Analyst
Thomson Reuters, Markets Investment & Advisory 4/08 - 12/09
Lipper, A Thomson Reuters Company 5/07 - 4/08
- Researched and developed optimization models for portfolio selection,
replication, and tracking, as well as models for index construction, using a
variety of risk and perfor- mance measures. Implemented such models in GAMS
and R, and maintained SQL databases of required asset data.
- Researched stochastic, dynamic portfolio optimization techniques for
constructing and evaluating target maturity fund glide paths.
- Investigated approaches to mitigate effects of incomplete and uncertain data.
Summer Intern/Research Assistant
Sandia National Labs, Computer Science Research Institute 5/02 - 7/05
- Developed and implemented a risk-aware, robust optimization model for a
sensor placement problem and investigated the computational issues involved
in applying that model to large data sets.
- Investigated applying similar robust optimization techniques to speci*c
supply chain models.
- Researched various models and approaches to optimization under uncertainty in
order to develop both a strong general foundation and apply these techniques
to the water sensor placement problem.
- Researched sensitivity and stability analysis of integer programs, and
investigated alter- native solution methods for such problems that might be
better suited to analysis.
- Worked on the design, development, and maintenance (including extensive
testing, debugging, and performance pro*ling) of PICO (Parallel
Combinatorial and Integer Opti- mizer), a software system written in C++ and
MPI, for solving large scale optimization problems in parallel computing
environments.
Webmaster
University of Colorado Denver, Department of Mathematical Sciences 8/01 - 8/03
- Maintained departmental website and developed tools and templates as
necessary.
- Assisted faculty and staff in development of personal and course web pages.
Sr. Network/System Engineer - Consultant
Interliant, Inc., Consulting and Professional Services 9/99 - 4/01
Consultant to 24/7 Media
- Worked with development team to facilitate deployment of new products
including the design and con*guration of a reverse-proxy system to secure
sensitive data, implemen- tation of an AutoSys environment, and general
technical assistance for the development team.
- Deployed a network storage system using Network Appliance *leservers, and
designed a standard con*guration for future systems.
- Assisted in the design and development of an LDAP based con*guration system.
- Assisted the operations group in maintaining the production systems by doing
performance tuning and by aiding the development and maintenance of software
tools.
- Assisted in the maintenance of a propriety branch of the sendmail source
tree. Developed and maintained utility programs in C for tracking mail queues
and sendmail statistic. Began preliminary development of an SNMP agent to
replace existing monitoring tools.
Education
Ph.D. Applied Mathematics (Operations Research), University of Colorado Denver,
2010.
M.S. Applied Mathematics (Operations Research), University of Colorado Denver, 2
007.
B.A. Philosophy and Mathematics, Metropolitan State College of Denver, 1995.
Professional Memberships
Member, INFORMS, 2004 - Present.
INFORMS Computing Society, 2007 - Present.
INFORMS Rocky Mountain Chapter, 2009 - Present.
Member, SIAM, 2004 - 2009.