Quantitative Resume New York, NY - Hire IT People

TECHNICAL SKILLS

Programming & Software Skills: C++, Python, Java, R, Matlab, SQL, VBA, Bloomberg, Tableau

Computer Science: Algorithms, Data Structures, OOP, Design Pattern

Finance: Fixed Income, Options, Derivatives, Econometrics, Simulation, Numerical Method, Risk Management

Mathematics & Statistics: Machine Learning & Data Mining, Statistics Inference, Time Series, Stochastic Calculus

PROFESSIONAL EXPERIENCE

Confidential, New York, NY

Quantitative

Responsibilities:

Maintenance and improvement on Beacon Quantitative Platform (similar to GS SecDB, JPM Athena, BOA Quartz)
Added features to IDE wif Angulr.js and JavaScript, automated data transformation to AWS S3 and MongoDB
Improved interest rate swap CVA calculation by wrapping existing Python code wif Cython, Numba and connected C++ wif Swig
Implemented real - time risk and PNL computation using parallel computing wif grid scheduler and AWS EC2
Built formula parser to facilitate the integration of excel application to Beacon platform
Customized dependency graph based system to meet clients' need, created data warehouse process for financial planning & analysis process

Confidential

Alpha Research Trainee

Responsibilities:

Automated the model validation process using Matlab to cover all possible test cases, especially the edge cases. Compared results, recorded bugs and reported to model owner
Built models in VBA to collect and analyze data from Bloomberg
Effectively communicated wif analysts to improve models and documented methodology specifications

Confidential

Data Scientist

Responsibilities:

Solved data problems in Python wif scikit-learn, numpy, scipy, matplotlib, seaborn
Handled data cleaning, exploratory data analysis and data visualization in IPython Notebook
Built predictive and classification models using machine learning skills for high-dimensional data, conducted model fitting and cross-validation, improved model wif ensemble learning such as boosting, bootstrap and stacking
Built text mining model wif NLTK