Senior Consultant Resume
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Houston, TX
SUMMARY:
- A seasoned Full Stack Software Engineer with extensive experience in finance industry
- A critical thinker who can streamline business process
- A self - starting analyzer who is keen to details with history record of identify bugs
- A multi-discipline professional who have IT and Quant skill sets
- A fast learner with excellent comprehension and retention
TECHNICAL SKILLS:
- C++
- C#
- Python
- SQL
- WPF
- ETL
- Winform and Openlink.
PROFESSIONAL EXPERIENCE:
Confidential, Houston, TX
Senior Consultant
Responsibilities:
- Support, enhance, debug legacy system while developing new system.
- Technology includes C++, C#, Python, SQL, WPF, ETL, Winform and Openlink.
- Products cover Future, options swap, and other derivatives.
Senior Software Developer/Team Lead
Responsibilities:
- Built Trading Platform for one of leading Hedge Funds in China
- Set up, streamline, optimize Front Office GUI application with data fed from across departments and third party data suppliers using Python, C#, WPF, MVVM, SQL, Matlab and ETL
- Validation & Implementation of Quantitative models in Trading Platform using C++, SQL
- Establish and standardize analysis and reporting procedure for P&L purpose.
- Consolidated inter-dept business operation and significantly reduced the possibility of mismatch among departments.
Senior Consultant
Responsibilities:
- Streamline Capital Market Risk PnL process in consolidated and unified source and methodology using Python, SQL, and VBA on Quartz platform.
- Quantitative analysis work on debt pricing using C++, ETL and C#.
- Support release and production issues on daily basis.
- Fixed a major bug which can lead to non-hedge position in some cases.
AVP Investment Analytic Developer
Responsibilities:
- Creation and enhancement of analytics tools, libraries and risk management framework using C#, .NET WPF.
- Quantitative Risk analysis work using Python, R, Matlab, C++, VBA, Monte Carlo.
- Prepared and distribute complex data for trading desk using SSIS and SQL.
- Provided technical support and troubleshooting for systems to resolve systems problems/issues in a timely fashion.
- Significantly reduced the ETL running time and reported errors.
Quantitative Developer
Responsibilities:
- Led a boutique group of quant analysts on investing strategies and risk management measures for a $10b private equity portfolio using C# .NET, WPF, C++, Matlab, VBA, Monte Carlo.
- Architectural design of systematic trading platform for QDII license in China.
- Institutional investment in Equity, Derivatives, Real Estate and Energy sectors, helped profit increase by 210% in 2010.
Financial Engineer
Responsibilities:
- Worked with traders to formulate trading strategies.
- Back testing, time series analysis and Monte Carlo.
- Designed and developed high frequency trading system using C++/C#, Matlab.
Financial Engineer
Responsibilities:
- Sole Trade Support/IT/Quant professional in a 50+ trader company.
- Design and develop real-time trading system to increase efficiency using advanced software technologies, including Socket, Multi-threading, and .NET C#, VC++, Matlab
- Provide and support front-end Financial Traders with proprietary trading and risk management tools that integrate financial data and trading strategies.
