Senior Software Engineer (financial product development) Resume Chicago, IL - Hire IT People

PROFESSIONAL EXPERIENCE:

Confidential, Chicago, IL

Senior Software Engineer (financial product development)

End - To-end automation of resource deployment on Azure for Quantitative Analytics Cloud (QAC) databases. Design, implement and validate high availability, disaster recovery and scalability of the data delivery system on the Azure platform. Skills & Technologies: Powershell, Azure Resource Manager modules, Azure templates, JSON, SQL replication, failover cluster.
Technical lead of infrastructure projects to improve client experience, including automatic data licensing system and database upgrade system. Plan and collaborate component development and testing in Agile methodology via JIRA system. Skills & Technologies: C#/.NET, SFTP, FTP, HTTP, SQL, C++, CURL, Agile, JIRA.
Design and Implement Quantitative Analytics Direct (QAD) data loader (SmartLoader) for ODBC-compliant databases (SQL Server/Oracle/Postgres/MySQL/Hadoop/Pervasive, etc) in both Windows and Linux. Provide support, maintenance, migration and validation of new datasets. Skills & Technologies: C++, OTL, STL, boost, ODBC, Btrieve/Pervasive PSQL, SQL, multi-process, multi-threading, shell/bash scripts.
Monitor and troubleshoot client issues reported by the client-side monitoring tool (Sentinel). Help clients and the support team resolve pending client complaints.
Provide technical training, support, presentation and documentations of new infrastructures and applications for QA, operations and business teams.

Confidential, Chicago, IL

Software Engineer ( Confidential Data Warehouse)

Technical lead of TRDD ( Confidential Data Delivery) from data warehouse to different internal business units, including infrastructure design and development, data integrity validation and testing, and Web-based monitoring. Skills & Technologies: C#/.NET, MSMQ, FTP, ASP.NET, SQL, C++, Agile, JIRA.
New data content sets validation and support in TRDD, including testing, monitoring, reporting and recovery. Skills & Technologies: SQL, C#/.NET, ETL, ASP.NET.
Performance and functionality enhancements of legacy applications, including migration of legacy data ingestion and loader applications. Skills & Technologies: C++, C#/.NET, MSMQ, ETL.
Data quality and metrics analysis, including developing data divergence analysis tools and monitoring data quality of production master databases over long distance. Skills & Technologies: SQL, data delta, coarse set analysis, gap analysis.
Provide assist of development and setup of DCS (Data Concordance Server) to build aggregated database across multiple data content sets. Skills & Technologies: C#/.NET.

Confidential, Glenview, IL

Quantitative Analyst / Developer

Life cycle of the StatArb automatic high-frequency trading and back-testing systems, including analysis, design, implementation, validation and maintenance of infrastructures and trading strategies. Skills & Technologies: C++, STL, TCP/IP, multicasting, Linux/Unix.
Development, simulation and back-testing of new trading strategies based on live and historical market data. Skills & Technologies: C++, R, Excel/VBA.
Capture, extract, transform, load and analyze intraday and historical market data including pricing and corporate action data. Skills & Technologies: Bloomberg, Excel/VBA, C++, FIX protocol, TCP/IP.
Risk and pricing modeling of equity derivatives based on historical market data and corporation events through regression and correlation analysis. Skills & Technologies: R.
Descriptive analysis of massive tick data and quantitative modeling of market movements driven by economic environment. Skills & Technologies: R, AWK, Python, Perl.
Calculation of interest rate parity for real-time risk management of FX futures. Skills & Technologies: Excel/VBA, Trading Technology.
QA testing of trading applications, including order gateway, price server, GUI controllers, etc. Skills & Technologies: C++, C#, TCP/IP.