Dr. Humphrey has been designing and building large-scale parallel and distributed applications for over 20 years, in both scientific and financial industry settings. After joining Numerix in 2003, he was immediately confronted with the key challenge of making the core Numerix analytics library easily available for pricing and risk calculations, in enterprise environments demanding scalability, performance and ease of use.
Initially, Dr. Humphrey helped lead the team within Numerix that designed and built Numerix Portfolio, focusing on infrastructure design, risk features and large-scale parallel computation features. More recently, Dr. Humphrey developed the design and led the implementation team for CrossAsset Server, a general parallel pricing and risk computation engine focused on enterprise integration, multiuser performance and fault tolerance capabilities. He now heads the Numerix Architecture group, responsible for designing and coordinating the overall architecture strategy for the Numerix software platform. In his over 12 years of service at Numerix, he has been honored as an employee of the year and has been recognized with a lifetime achievement award.
Prior to joining Numerix, Dr. Humphrey developed general cluster management and server deployment software for Turbolinux, and before that was a Technical Staff Member at Los Alamos National Laboratory (LANL), where he was a founding member of a team creating a general purpose, scientific parallel application framework used within several key projects at LANL.
As a doctoral student in Theoretical Biophysics, Dr. Humphrey studied detailed protein dynamics and function using molecular dynamics simulation techniques on large scale parallel supercomputers. While completing his Ph.D., he helped design and write the first versions of the NAMD parallel molecular dynamics simulation application, and created the initial versions of the VMD molecular dynamics visualization program, both of which continue to be important tools used within the field of structural protein dynamics.
Dr. Humphrey holds a Doctor of Philosophy in Physics from the University of Illinois at Urbana-Champaign and a Bachelor of Science in Physics, Math and Computer Science from Drake University. He has published in over 10 scientific journal articles and book chapters in his career.