SUMMARY

• Extensive experience in quantitative developing involving Java, Python, C++, SAS, Matlab.
• Involved in Financial Markets & Products, Trading Strategy, Valuation & Risk Models.
• Possess large spectrum of knowledge in Interest Derivatives (Swaps), Fixed Income (MBS, RMBS), Derivatives and other asset classes.
• Hands on experience on database including SQL Server, Oracle DB, MySql.
• Experience on Front End Technologies: AJAX, JSTL, JSP, HTML, JavaScript, CSS and Angular JS.
• Extensive experience in database programming using PLSQL developer and SQL Management.
• Data Visualization and Data Analysis experience with using R, Tableau, Matlab.
• Transplanting experience with moving QuantLib to Python using Pandas, Numpy, SWIG.
• Testing experience in using Junit4, Dom4j, Log4j, black - box testing and Java Annotation.
• Deploying experience with Unix platform C++/ Python scripts, with quantitative models in Stochastics, Linear & quadratic regression, Empirical Tests, Time Series Analysis, Arima model.
• Framework experience with Spring, Struts and Hibernate, involving optimization process actively involved in capacity planning, creating views, materialized views, partitioning tables and creating indexes etc.
• Machine learning experience with Decision Tree, Data Mining Algorithm, Clustering, Dimensionality reduction.

TECHNICAL SKILLS

Languages: Java, C++, Python, R, SAS, Matlab, HTML, JavaScript, CSS, Excel VBA.

Certificates: CFA Level-I passed, FRM part I passed, SAS9 Certified Base Programmer Credential, Bloomberg Essentials for Equity, Fixed Income, FX, and Commodities, C++ Programming from UC Berkeley

DBMS: SQL Server, Oracle 11g, DB2, MySQL

APIs: Angular JS, XML, JSP, Servlets, Oracle Forms, SWIG, QuantLib

Frameworks: J2EE, Spring, Struts, Hibernate, EJB

Tools: Eclipse, Visual Studio, Power Designer, PLSQL Developer, SQL Server Studio, Matlab, SAS, Tableau

PROFESSIONAL EXPERIENCE

Confidential, New York, NY

Java Developer, Equity Team

Responsibilities:

• Analyze stock execution data in all global stock markets (NYSE, NASDAQ, LSE, Hong Stock Tokyo Stock Exchange, etc.) on execution cost.
• Analyze global trading data in global stock markets on client profitability (commission vs cost).
• Analyze global stock transaction data in all global stocks markets on latency of the transactions.
• Used Core Java and Multithreading to implementhistorical, Monte-Carlo, and parametric VaR, Scenario analysis,Tracking Error functions.
• Created and modified SQL, PL/SQL scripts for data conversion.
• Worked on Hibernate framework on persistence layer for Object Relational mapping.
• Conduct Time Series Analysis of Related Ratios & Rates, using Machine Learning Algorithms.
• Used Second level cache in Hibernate to enhance performance and proper memory management.
• Developed technical analysis graphics, charts, trend index modules in Rstudio.
• Built models using Java/Unix Scripts to calculate related ratios based on trading data.
• Helped in troubleshoot of FIX protocol trading issues.

Confidential, New York, Ny

Java Quant Developer

Responsibilities:

• Developed a C++/Java order server API for algorithmic traders.
• Utilized Sentiment Classification Algorithm analysis on stocks & portfolios with R.
• Implemented a Common Language Runtime (CLR) wrapper to this API, provided the interoperability between managed and unmanaged code, exposed this API to C# and other .Net platform languages.
• Implemented trading strategies back-testing sample using C++, python libraries.
• Developed an Excel Add-In based on this API, so that clients can trade through Excel VBA.
• Constructed C++ to python APIs to use technical trading strategy functions.
• Presented trading strategy models using data visualization tools (d3.js).
• Implemented QuantLib Functions in Unix Python Environment using SWIG.
• Used Log4J to print the logging, debugging, warning, info on the server console.
• Used tableau to deliver product story on market potential and foreign exchanges.
• Used multithreading to implement historical, Monte-Carlo, and delta-normal methods.
• Experience in working with Object/Relational Mapping (ORM) Tool Hibernate for Persistence Layer which includes writing custom CRUD statements, integrating stored procedures.
• Design, develop, and provide continued support to Order Management System (for trading fixed income instruments), and P&L systems serving large and small Wall Street clients.
• Utilized Java Swing framework to develop client side components.
• Involved in writing DAO layer using JDBC to access the Oracle SQL database.

Confidential, Hoboken, NJ

Java Developer

Responsibilities:

• Extracted millions of tweets using Twitter API and processed text mining to analyze people’s sentiment.
• Web Scrapping with Python and storing the retrieved data in CSV format or into the database.
• Predicted Investment opportunities based on Market Sentiment Indicator.
• Used Numpy, Pandas to clean the unfiltered data in the Tweets.
• Built OOP framework in Java to avoid latencies in trading strategies.
• Involved in writing DAO layer using JDBC to access the Oracle SQL database.
• Implemented DAO classes using Hibernate Template from Spring with Hibernate API.

Confidential

Java Developer

Responsibilities:

• Constructed fundamental analysis sheets of P/L, B/S, cash flows using Excel/VBA.
• Gathered regulatory changes and constraints and tested them in financial report sheet.
• Developed Excel/VBA tools for cost estimation, profitability of structured products(CDS, CDOs).
• Used tableau to deliver product story on market potential and foreign exchanges.
• Used SAS to handle large Index data sets from Bloomberg.
• Delivered a real-time pricing and swap analysis engine inJava.
• Built a visual user interface in SQL server with VBA, calculating ratios, plotting trends.
• Developed three fixed income instrument analyzers expanded formQuantLiband QLNet.
• Coordinated development of theJavaGUI and integration with Sybase back-end.
• Used Matlab financial toolbox to tackle Mean-variance and CVaR-based portfolio optimization.
• ExtendedQuantLiblibraries to support custom logic (FRA calls, swap pricing, FOMC schedule).