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Chad Voegele


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Work Experience

Microsoft Remote, US
Senior Research Engineer November 2023 - Now

Currently, I'm researching techniques to run small language models (SLMs) on edge devices, including end-to-end quantization-aware pre-training and LoRA fine-tuning of <1B Mu language models, post-quantizing models using state-of-the-art methods such as SpinQuant, and working with the QNN SDK to utilize Qualcomm NPUs.

Amazon Web Services Seattle, WA
Senior Machine Learning Engineer December 2021 - November 2023
Software Engineer August 2018 - December 2021

I built the data plane component for the Amazon Bedrock foundation model service. I focused on providing an optimized inference server for Amazon's Titan models, including Large Language Models (LLMs).

I was a founding member of the Lookout for Equipment engineering team, focusing on the development of the Python analytics library jointly with the data science team. Additionally, I re-architected Monitron's back-end analytics flows to Java/Python for rapid prototyping and deployment.

Previously, I worked on big data analysis in Elastic Block Storage.

Qualtrics Seattle, WA
Software Engineer May 2017 - June 2018
Software Engineering Intern Summer 2016

As part of the survey data reporting team, I co-wrote an asynchronous robust exports micro-service used by several products. As an intern, I built and released a dynamic, high-dimensional pivot table for the real-time customer experience dashboard product.

CME Group Chicago, IL
Manager Quantitative Risk Management July 2014 - June 2015
Quantitative Risk Management Associate February 2013 - July 2014
Quantitative Risk Management Analyst July 2011 - February 2013
Quantitative Risk Management Intern December 2010 - July 2011

My group designed, built, and supported over-the-counter (OTC) interest rate swap (IRS) clearing solutions. This included price, margin, and default fund model development.

Most of my work was focused on the portfolio margining offering that allows clients to achieve savings by offsetting OTC IRS risk with interest rate futures.

Education

M. S. Computer Science August 2015 - May 2017

University of Chicago Chicago, IL
M. S. Financial Mathematics September 2010 - June 2012

University of Virginia Charlottesville, VA
B. A. Mathematics and Physics August 2006 - May 2010

Research Experience

Research Assistant January 2017 - May 2017

I worked with Dr. Sreepathi Pai in Dr. Keshav Pai's research group to study high-performance subgraph isomorphism and k-truss identification algorithms. We implemented parallel GPU and CPU k-truss algorithms using the IrGL framework and published the research for the 2017 IEEE HPEC Graph Challenge.