07-23, 11:40–11:50 (US/Eastern), Room 349
Ultimate datetime is a datetime data type, which eliminates many of the limitations and inaccuracies of the datetime datatypes generally employed in computer languages. Ultimate datetime enables representation of datetimes from the Big Bang through to the year 100,000,000,000 with attosecond precision, while properly handling leap seconds, the full range of time zones, and accounting for precision and uncertainty.
Ultimate datetime is a high performance, comprehensive datatype that was developed in C, then integrated into Julia. Ultimate datetime represents datetimes from the Big Bang through the year 100,000,000,000 with attosecond precision. Specifiable precision and uncertainty have been implemented along with a rich set of comparison and arithmetic functions. Leap seconds are handled properly, as is the pre-leap second atomic time period. Local times support the full range of time zones provided in the IANA database, including proper accounting for historical time zones, as well as the varying transitions from the Julian to the Gregorian calendar around the world.
Most recently, Jay has been consulting on large-scale cloud migrations for financial firms. Prior to this, he served as the CTO for Arxis Capital, a wholesale market maker and high frequency proprietary trading firm. He has also consulted for hedge funds, focusing on unified modeling of trades and positions across all asset classes, and from front to back office.
Jay joined Morgan Stanley in 2007 as a Managing Director and Global Head of Strategies and Technology for the Institutional Securities Group (ISG). In this capacity, Jay created Morgan Stanley Innovative Data, Environments, Analytics & Systems (IDEAS), an integrated quantitative and technology organization formed to create a sustainable, commercial advantage for Morgan Stanley by reshaping the Firm’s businesses around innovative people, processes and systems. Following the creation of IDEAS, Jay ran Morgan Stanley Strats & Modeling (MSSM), which focused on revenue generation across the breadth of the Firm’s Sales & Trading and banking businesses through the development of innovative analytics and technology. Jay was appointed to the Firm’s Management Committee in 2009.
Prior to joining Morgan Stanley, Jay was the head of Core Strategies, and then Equities Strategies for the Global Strategies Group at Goldman Sachs. He was also the chief technology officer for Fixed Income, Equities and Financing Strategies. He joined Goldman Sachs in 1994 in Fixed Income and became a managing director in 1997 and a partner in 2000.
During his career Jay was president of 100% Software Solutions, a vice president at Simulation Sciences Inc., president of JSD Simulation Service Company, a member of the MIT Energy Lab and a vice president of the Merix Corporation.
Jay is a member of the Phi Beta Kappa, Tau Beta Pi, Sigma Xi, AIChE, ACM and MAA societies. He also serves on the board of the Perlman Music Program, and served on the MIT Chemical Engineering Visiting Committee.
Jay earned BS, MS and Eng degrees in Chemical Engineering and a BS in Math from the Massachusetts Institute of Technology in 1977.