Objective: Leverage combination of my software development and finance experience

Summary of Qualifications
Experience of software development in several financial companies
12 year experience of software development mainly using C++ and C#
PhD in Quantitative Economics
MS in Computer Science

Finance Knowledge
Bond, Swap, MBS, Options, Futures, Portfolio Management and Interest rate derivatives.

Computer Skills
Programming Languages: C++, Visual C++/MFC, C#, Perl, Matlab, Java/J2EE, and SAS
Internet Networking: TCP/IP, XML and ASP
Methodology: OOP, UML, COM/DCOM, ATL, ODBC, Entity Relationship Modeling and CORBA
Database: Oracle, SQL Server, Access and PL/SQL
Operating Systems: XP/NT/2000, Linux, and Unix/X Windows

Programming Experience

Confidential,America
July 2009 – December 2009
C++ Developer
Project: Commodity trading system
Write C++ program for option, including Euron Option, America Option, Asian Option and Swaption, valuation program used in Commodity trading system.

Confidential,
June 2008 – December 2008
Financial Engineer/C++ Developer (contractor)
Projects: ValuationNet Web Services Libraries. The libraries are used for calculation of cash flow, interest rate model, and OAS for CMO and MBS. XML files are used for request of service.
Role: Designed, implemented and tested multithreded Web Services Libraries, using C++, STL, Java, Intex and Summit libraries. Worked with modelers and business analyst to make sure the results are calculated correctly. Integrate new models into the production platform after thorough testing under different scenarios. Resolved issues for fixed income instruments emanating from trading desks and the nightly portfolio valuation process. Wrote Perl script for memory usage test.

Confidential,Calabasas, CA
February 2006 - June 2008
Quantitative Developer
Projects: prepayment models, default models, REMIC eligibility models, delinquent models, cashflow engine. The prepayment models, REMIC eligibility models, and default models were based on survival model. The delinquent model is based on compete risk model, and uses simulation. The parameters were from modelers using regression. The above models and cash flow analysis are used for valuation of MBS.
Role: Designed, implemented and tested program, in C++, Visual C++, STL and C#/.NET, for prepayment models, default models, REMIC eligibility models, delinquent models and cashflow engine. Used design patterns, COM, templates class and .NET. Supported bond and MBS trading. Worked with modelers to make sure the results are alculated correctly. Integrate new models into the production platform after thorough testing under different scenarios such as interest rate and HPI. Resolved issues from production. Used Winforms for user interface. Used Matlab for prototype of models.

Confidential,San Francisco, CA
September 2005 - February 2006
Analytic Developer
Project: Analytic libraries used for bond valuation using Moody’s KMV methodology. The methodology takes into both embedded options and credit state contingent cash flows. The libraries are used by leading financial institutions all over the world.
Role: Designed, implemented and tested program in C++ for the analytic libraries. Worked with modelers and FQA (finaincial quality assurance) people to make sure the results are calculated correctly. Wrote a program to calculate probability of multidimensional normal distribution in C++. Used Matlab for prototype of models.

Confidential,Calabasas, CA
February 2005 - September 2005
Quantitative Developer
Projects: Default models, REMIC eligibility models, and severity models. The REMIC eligibility models, and default models were based on survival model.
Role: Designed, implemented and tested program, in C++, Visual C++ and C#, for default models, REMIC eligibility models. Used design patterns, COM, templates class and .NET. Supported bond and MBS trading. Worked with modelers to make sure the results are alculated correctly. Integrate new models into the production platform after thorough testing under different scenarios such as interest rate and HPI. Resolved issues from production. Created several COM objects.

Confidential,Lexington, KY
July 2002 - February 2005
Software Engineer
Projects: Drivers of All -In-One\'s (print, copy, fax, scan and copy)
Role: Designed, developed, maintained and tested drivers for printers and All -In-One\'s (print, copy, fax, scan and copy) using C++/Visual C++. Made contribution to delivering about eight products for Lexmark.Wrote about 20 classes for various functions including scan, print, copy, email and fax.

Confidential,Winston-Salem, NC
April 2001 - July 2002
Software Engineer
Project: REX (a radiologists report softaware) The system is n-tiered and component based.
Role: Designed, developed and tested program for radiologists using C++, Java/J2EE, CORBA, and Visual C++. Designed Oracle database. Created an extension dll to export an interface to image analysis system, about 40 classes, and a customer control to display image finding.

Confidential,Nashville, TN
April 1999 - March 2001
Software Engineer
Project: Pearl (a medical software)
Role: Designed, developed, debugged and tested C++ and VC++ program in client/server environment. Created several DLLs for patient registration, medication, and utility functions.
The software is a large scale information system used in hospitals all over the country. The software has rich clinical and financial management functions.
Design: redesigned the software with advanced C++ features including exception, template and multiple inheritance. Used OCI to access Oracle database. Participated in database design.
Security program: searching, changing and assigning password.
GUI: replaced obsolete grid with Ultimate Grid.

Quantitative Analysis Experience

Confidential,1994 - 1996
Research Assistant
Developed a new model for derivatives.
Wrote C++ and SAS program to do analysis with that model.

Confidential,1990 - 1994
Research Assistant
Developed models for quantitative analysis of production of agricultural commodities.
Option theory Econometrics and stochastic process were used in the models.
Wrote C++, SAS and Matlab program to do analysis with that model.

Education

PhD in Quantitative Economics

MS in Computer Science

MS in Operations Research

BS in Computational Mathematics