Developer Resume

OBJECTIVE:

Software Development

SUMMARY:

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

Developer

Responsibilities:

Design, develop and test C++/Java program and use Oracle for VaR calculation and related statistics, and for Confidential simulation running on grid with DataSynapse.

Confidential

Developer

Responsibilities:

Designed, developed and tested Java and C++ program for valuation and market Confidential analysis, using Intex API and FinCad API, for the project.
Completed major tasks for auction rate securities and on the run treasury futures.
Maintained the project of Specfic Confidential simulation based VaR Calculation.

Confidential

Developer

Responsibilities:

Design, develop and test C++ program for option, including European Option, American Option, Asian Option and Swaption, valuation program used in Commodity trading system - Endur/OpenLink.

Confidential

Developer

Responsibilities:

Designed, implemented and tested ValuationNet 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.
Used Summit library to get cash flow and day count.

Confidential, Calabasas, CA

Developer

Responsibilities:

Designed, implemented and tested program, using C++, MFC, STL and C#, for prepayment models, default models, Confidential 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 Confidential .
Resolved issues from production.
Used Visual Studio as development tool. Wrote SAS program for prototype of models.