Senior System Support Analyst Resume

TECHNICAL SKILLS

Programming Language: Java, Python, C++

Programming Tools: Eclipse, Spyder, JUnit, log4j, Ant

Java Framework: JMS, Spring

Web programming: Java Servlet, JSP, JavaScript, AJAX

Software development process: Agile, Jira, subversion

Database: Oracle, MS SQL

Application Sever: Tomcat, Apache

Operating system: MS Windows, Linux

Quantitative Application: MATLAB, Quantlib

Data Analysis: Neural Network, Support Vector Machine

PROFESSIONAL EXPERIENCE

Confidential

Senior System Support Analyst

Responsibilities:

Develop system - monitoring application using Python and libraries like Pandas.
Support large scale Python derivative pricing server and trouble shoot the system by looking into the python code
Developed and supported Java Risk management system for equity derivative desk.
Rolled out a Private Banking system from New York to Hong Kong.
Migrated financial products from legacy two-tier system to J2EE system.
Collect user requirements from OTC equity derivative traders
Provide technical and functional supports on in-house applications and third party applications (Markit Swapswire and Vectalis UTS) for business users
Liaise with different parties such as Middle office, Quantitative team, Risk department, Sales and Structuring and then propose some workable IT solutions to enhance existing applications
Develop customized functionality for Asia market in OTC derivative risk and P&L system using Core Java and Swing
Enhance trade processing components using Java, Hibernate and JMS
Perform integration test and arrange user acceptance test with front office users
Perform risk analysis on derivative books to find out the root causes of large jump of Greeks such as Delta, Gamma Theta and Vega.
Developed back-testing application on long-short algorithm trading and correlation strategy using Java Swing.
Performed time series analysis in Asia stock market using Machine Learning method.
Implemented option calculators and option strategy analysis applications using QuantLib library and Java.

Confidential

Trader

Responsibilities:

Managed Japan single stock vanilla option book:
Unwind volatility position through OTC market and hedge interest rate risk with treasury department.
Priced structure products (ELN and barrier option) for private bank clients
Managed Hong Kong single stock and index option
Monitored the OTC volatility market and purchase undervalued stock volatility from our clients.
Managed gamma position of the single stock book.

Confidential

Trader

Responsibilities:

Managed Japan delta one book
Partnered with quantitative team to investigate the stock price impact during index rebalancing
Provided requirement programming trading team to implement special algorithm executing large orders in illiquid stock

Confidential

AVP

Responsibilities:

Developed a new risk management system for convertible bonds desk using Java
Enhanced equity linked note pricing system uploading quote to the third party information provider
Collected users requirement and proposed a solution to enhance existing risk management system

Confidential

Application Developer

Responsibilities:

Developed data warehouse on equity valuation system using Active Server Page and Microsoft On-Line Analytical Processing tools
Designed and developed charting tools using Java
Implemented automatic email sending service in Windows 2000 using Visual C++

Confidential

Senior Programmer

Responsibilities:

Worked in an external project team providing integrated application solution to government and banking clients
Designed and developed computer telephony integration system using Java
Partnered with overseas vendors to provide three-tier solution for online banking business

Confidential

Programmer

Responsibilities:

Integrated in-house systems with third party pricing system using Excel VBA and Visual Basic
Implemented binomial option model and convertible bond model using C++
Developed convertible bond research system using Visual Basic