At NSA she worked in cryptology, the study of codes and ciphers. She examined streams of data, attempting to discover any properties of the data which could predict future data. The fields of mathematics she regularly used were statistics, probability theory, number theory, group theory, Fourier analysis, and modern algebra. Computer programming was necessary in the search for patterns, for evaluation of the statistical significance of possible patterns, and for designing and testing models of the data. Renaissance is a small technical trading firm that manages a commodities trading fund.
Technical trading is based on using mathematical models of price histories to predict future prices.
My main project there was documenting models and algorithms utilized by the company. I also assisted researchers in preparing technical reports. Writing skills, ability to read computer codes, and familiarity with both statistics and mathematics were required. Although I was not doing mathematical research, I needed to understand mathematical methods to recognize the function and purpose of an algorithm. When mathematical ideas are converted to computer code, the author's intent is often not easily recognizable.