Hello! My name is Nicolle Eagan and I am a data scientist at Kx Systems/First Derivatives. My professional interests lie in big data analytics and many interdisciplinary applications related to computational science. I received my M.Sc. in applied mathematics from the McCormick School of Engineering at Northwestern University, and my B.S. in mathematics with a concentration in applied mathematics from the University at Buffalo.
At Kx, I work with complex real-time and historical data sets using kdb+/q to provide analysis and insight, often implementing bespoke analytics to meet client needs. Currently in this role, I am developing a bespoke kdb+ system on top of the Kx Data Refinery platform to run transaction cost analysis (TCA) and market impact analysis on interest rate swaps. In addition, I'm a participant at Iverson College and a speaker at Kx25.
I currently reside in New York City. Outside of my professional interests, I am a first violinist of the Riverside Orchestra and the Litha Symphony Orchestra, and I enjoy spending my time with family and friends.