Quant DEVELOPERÂ Resume

SUMMARY:

Leverage my extensive knowledge on computer science towards a software developer career.

TECHNICAL SKILLS:

PROFESSIONAL EXPERIENCE:

Quant DEVELOPER

Confidential

Responsibilities:

Implemented and maintained scenario risk model, volatility level risk model, etc.(C++, python)
Implemented trading engine based on option data. (C++)
Maintained and developed implied volatility curve server. (C++)

Quant developer (VP)

Confidential, Merrill Lynch

Responsibilities:

Designed and implemented Automatic Order Management System for global equity portfolio trading. (C++)
Developed line handlers for various Merrill Lynch order processing system. (Java)

Quant finance Researcher (Assistant VP)

Confidential

Responsibilities:

Financial software DEVELOPER

Confidential

Responsibilities:

Developed Bloomberg functions for bond analytics calculation. (C++, Javascript, Fortran)
Developed/maintained Bloomberg propriety data feeds. (C++, C, Fortran)