Monday, November 25, 2019
12:00 PM
1400 Wegmans Hall
Mayur Thakur
Goldman Sachs
Needle in a Haystack: Anatomy of a Surveillance Platform
Abstract:
Each day several petabytes of financial data flow through the pipes of large financial institutions such as Goldman Sachs. These include billions of market events, millions of trades, emails, and deals. From billions of little pieces of data, algorithms mine patterns and find a relatively tiny number of risky events such as insider trading, market manipulation, and leakage of confidential information. In this talk we will describe the anatomy of a surveillance platform we have built. We will discuss how building this platform required us to solve variations of several well-studied problems in distributed systems, search engines, NLP, and graph algorithms.

Bio:
Mayur Thakur is the head of Surveillance Engineering in the Global Compliance Division. He joined Goldman Sachs as a managing director in 2014. Prior to joining the firm, Mayur worked at Google, where he designed search algorithms for more than seven years. Previously, he was an assistant professor of computer science at the University of Missouri. Mayur earned a PhD in Computer Science from the University of Rochester in 2004 and a BTech in Computer Science and Engineering from the Indian Institute of Technology, Delhi, in 1999.