Andrew Milne

Welcome to yubik.com, the home website for Andrew Milne. There’s a basic resume here on this page, and links to other pages with more informaton:

Andrew Milne on Google Scholar (all of my patents are listed here)
Andrew Milne on ResearchGate (papers on ResearchGate can be downloaded)
Andrew Milne on LinkedIn (you must be logged into LinkedIn to see the full profile)

You can reach me by message on LinkedIn, or by e-mail at andrew@yubik.com

Andrew Milne Online Resume

Former Senior Director, Technology Specialist at CME Group, and Senior Lead, Optimization Solutions at 1QBit (Quantum Computing and Artificial Intelligence). I have also held management positions at Sony, Reciprocal (AT&T a2b music), N2K Music Boulevard, and the Canadian Broadcasting Corporation.

My academic background is in physics and electrical engineering. This makes me partly an explorer and partly a builder, mostly of software and systems.

Most problems in finance and engineering can be tackled mathematically. Their solutions almost always involve computation and the design of algorithms.

I can bring leadership to all stages of the software development life cycle, in both classical and quantum computing: market analysis, data science, technology evaluation. enterprise architecture, visioning, requirements, specifications (classic waterfall, RUP, agile), software architecture, use case models, test design, planning, staffing, coaching, code development, integration, QA, deployment, documentation, product marketing and (that vital step), applying for patents and R&D tax credits.

EXPERIENCE

Senior Lead, Optimization Solutions (Finance Products), 1QB Information Technologies (1QBit)

October 2015 to November 2022

1QBit was founded in 2012 to develop software for quantum computing and machine learning. The company was privately held by a group of strategic investors, including Accenture, Allianz, CME Group, Fujitsu, NatWest and the Siam Commercial Bank.

Responsible for product strategy, marketing, sales, and general operations in finance products, as well as for ongoing R&D. Led the company’s adoption of 5C market analysis, product roadmapping, agile requirements, and other process improvements.
Created 1QBit’s first commercial product, the CME Market Sentiment Meter, in collaboration with CME Group Chief Economist Blu Putnam. A 100% cloud-native predictive modeling data service sold through CME DataMine, for NYMEX energies, S&P 500 -e-minis (ES), Treasuries, gold, corn, soybeans and bitcoin (BTC) futures.
Created the 1QBit Academic Collaboration Program in Finance, the company’s most successful market development initiative for quantum computing. Supervised the analysts that guided mid-career Masters in Finance students in classical and quantum projects at UCL, University of California Berkeley, Stevens, and other top universities (8 dissertations in 2 years of operation).
Implemented quantum computing solutions for swap netting, clique analysis in forwards markets, feature selection in credit scoring, and position allocation for risk management and capital efficiency (OTC vs. centrally-cleared Eurodollar futures)
Successfully hired and coached Mitacs interns (Canadian Govt. funding) for work in quantum finance applications, achieving 1QBit business goals at a much lower cost.

Senior Director, Technology Specialist, CME Group

August 2008 to August 2015

CME Group is the world’s leading derivatives marketplace. It operates the Chicago Mercantile Exchange (CME), the Chicago Board of Trade (CBOT), COMEX and NYMEX. My work at CME Group was mostly in technology research and development related to the electronic trading system.

Emerging Technology (2015)
- Maintained “impact radar” on technologies of interest to CME Group through meetings with vendors and academic researchers.
- Provided the Strategic Investment Group with technical due diligence.
- Pioneered the use of Power Usage Effectiveness dashboards for CME Group’s Aurora Data Center.
Enterprise Architecture (2014)
- Shared in the management of CME Group’s enterprise application portfolio.
- Developed new techniques for analyzing match engine trace data and FIX message time-of-flight data from Corvil fiber taps, leading to new efficiencies in the Globex match engine code.
Trading and Business Systems (2013)
- Managed the development of new 3D interactive visualization tools for market supervision and compliance. Introduced a novel InfoSec architecture (based on anonymized data sculptures) that made the tools widely deployable.
- Created and ran the CME Group’s in-house Algo Trading Game for the HR Department Talent Exchange. Over 50 participants from across the company learned how to write players for my simulated trading system, and competed as trading teams in weekly online tournaments.
Associate Director, Match Engine Development (2010-2012)
- Expanded Match Engine R&D into collaborative projects with Business Intelligence and Research & Product Development, e.g. to study how implied markets could be used to improve liquidity in corn futures at middle and distant expiries.
Technology Specialist, Match Engine Development (2008-2010)
- Continued to provide services for the Dubai Mercantile Exchange (DME), a NYMEX joint venture that pre-dated the acquisition of NYMEX by CME Group.
- Supervised the conversion of my NYMEX match engine into an implied market analyzer and arbitrage cycle detector for the Globex trading system.

Director of Algorithmic Engineering and Advanced Technology, New York Mercantile Exchange (NYMEX)

December 2004 to August 2008

NYMEX is a commodities exchange most known for energy futures trading, specifically crude oil and natural gas. It was acquired by CME Group in 2008. I was first engaged by NYMEX as an Algorithmic Engineer, to lead the development of a new match engine for the ClearPort Trading System.

Led the design, development, and testing of a second-generation match engine using highly-parallel graph theory algorithms. Ultimately awarded 16 U.S. Patents, most as sole or lead inventor.
The rights to my engine design enabled NYMEX to compete successfully as an exchange services provider e.g. to the Dubai Mercantile Exchange (DME). Other exchanges (including CME at the time) were licensees of other IP holders and could not negotiate joint ventures as easily.
Developed new zero-defect design techniques (the NYMEX Match Engine Modeling Language and its applications are covered by U.S. patents 8,595,119 and 10,740,840).

Manager, Business Planning; Manager, Technology, Sony Corporation of America (SCA)

February 2002 to June 2004

Manager of Business Planning, e-Platform Technologies, the New York branch of Sony’s Network Applications and Content Services Group in Tokyo.
- Brought together Memory Stick, Vaio, Clié (handhelds), Sony Music, Sony Pictures and others for the development of synergy product concepts. Performed market analysis for SCA Corporate Development.
Manager of Technology (digital rights management architect) for a new payment system planned as a joint venture with a major U.S. financial services partner and scoped at $500M.
- Enabling technologies included PKI, biometric (fingerprint) authentication and FIPS-140 compliant devices with cryptographic tokens. The architectural work included testing and proof-of-concept coding as well as requirements and design.

Director, E-Commerce, Digital Media, Reciprocal (formerly AT&T a2b music)

March 1999 to July 2001

Reciprocal provided content delivery and e-commerce services for 120 major media clients in 7 digital rights management systems, including InterTrust and Windows Media.

Director, E-Commerce for the Entertainment Division and the International Business Development team, reporting to the SVP Marketing and Product Strategy.

Directed e-commerce implementation and managed technical relationships with key clients such as BMG (Digital World Services), TVT Records, Sony Music, and Sony Marketing Asia Pacific (Singapore). Architected Sony Music’s first online content store.
Created Reciprocal’s promotional download service for music and video, enabling the sales team to engage clients more quickly. First service to surpass 1,000,000 downloads in Windows Media with DRM. First service with silent key delivery.
Built the cross-divisional Entertainment Promotions Team that ultimately brought in 15% of the company’s revenue from free-to-consumer downloads.

Senior Researcher and Developer for Audio/Media, N2K Entertainment (Encoded Music Online Delivery)

January 1997 to May 1999

N2K was the leading Internet music company of the late nineties. Its operations included the Music Boulevard e-commerce site, the N2K Encoded Music label, music portals and individual artist sites for Leonard Bernstein, Miles Davis, David Bowie, and many others.

Built and ran e-mod, the Internet’s first commercial music download service, which figured prominently in N2K’s pre-IPO publicity and mention in 30% of N2K’s media coverage overall.
E-mod introduced online music features that have now been universally adopted, including real-time credit card processing, an online music library, and the $0.99 pricing for online singles.

Senior Engineer, Canadian Broadcasting Corporation (CBC)

August 1988 to December 1996

CBC is Canada’s public broadcaster, with an annual budget (at the time) of $1.3 billion. CBC Engineering managed $40+ million in studio equipment procurement and delivered $10+ million in engineering services.

Senior Engineer, Production Systems Development.
- Thought leader and technical architect for CBC’s transition to computer-based broadcasting. Managed suppliers and consulted on all computer-related projects for over six years, including Desktop Radio and Desktop Television for journalists.
- Managed the evaluation lab and the national engineering test equipment pool.
- Prepared strategic briefings (in English and French) for senior engineering management.
Engineer, Strategic Engineering, Capital Projects
- Developed automated test procedures for audio compression algorithms.
- Represented CBC on standards bodies.
- Sessional Instructor in the McGill University Graduate Program in Sound Recording.
- Expert listener for MPEG. Expert witness for Apple Computer (2009).

PROFESSIONAL QUALIFICATIONS:

M.A.Sc. Engineering Physics, University of British Columbia, Canada
B.A.Sc. Electrical Engineering, University of British Columbia, Canada
Professional Engineer (non-practicing), Association of Professional Engineers and Geoscientists of British Columbia.
Diploma in Television Studio Production (Toronto Metropolitan University).
Proficient in French. Ingénieur (Ordre des ingénieurs du Québec), 1992-2021
Studied Japanese to the 2nd year college level (Université de Montréal).
Training in secure application development (at CME Group).

For a complete list of my patents and publications, see Andrew Milne on Google Scholar

TOOLS AND TECHNOLOGIES RECENTLY USED:

Most of my work involves communicating with other people. However, I frequently act as a resource on my own projects, and this has given me first-hand experience with the software listed below:

1QBit (Python focus): Amazon Web Services (AWS), Apache Airflow, Astronomer Cloud, AWS Secrets, C++, Confluence, Docker, D-Wave Quantum Annealer, Eclipse, Excel, FFMPEG, Fujitsu Digital Annealer (FPGA), Git, GitHub Actions, Google Cloud Platform (GCP), Grasshopper, Jenkins, Jira, Jupyter (iPython), Kubernetes, Latex, Lattice, Linux, Mathematica, matplotlib, Microsoft Azure Quantum (to access IonQ, Honeywell, IBM, and 1QBit simulators), Microsoft Project, paramiko, PowerPoint, PyCharm, PyDev, PyUnit, pysftp, Quay, Scikit-learn, statsmodels, Travis, VS Code, Word, Zendesk. Startup work is always more hands-on.
CME Group & NYMEX (Java focus): Ant, Apptio, Bamboo, C++, ClearCase, Confluence, Corvil, Cucumber, Eclipse, Excel, FIX Protocol, Git, IntelliJ, Java, Linux, Mathematica. Maven, Maxeler FPGA, MediaWiki, Nexus, PowerPoint, Selenium, SharePoint, Sonic MQ, Spring, Splunk, SQL, Virgo (OSGi), Visio, Visual Studio, VMware, WebGL, Windows Server, Word, XML Spy, Xerces.