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Software Developer Resume

New York City, NY

EDUCATION

M.S. in Electrical Engineering & Computer Science B.Eng. in Electrical Engineering & Computer Science (Dean's List, First Class Scholarship) Relevant Course work: Probability & Stochastic Theory, Data structure & Algorithm, Database System, Artificial Intelligence, Machine learning, Computer Networks, C++ programming for Financial Derivatives, Financial Products Pricing, Advanced Software Engineering

TECHNICAL SKILLS

Programming Languages: C, C++, Java, python, SQL; with experiences: PHP, C#, Perl Techniques: Relational Database (MySQL, Oracle, Sybase), Computer Networks (TCP/IP, UDP, etc), Multi-Threading Tools: VIM, Emacs, Eclipse, Xcode, GDB Operating Systems: UNIX, Linux, Windows NT/XP/Vista and Mac OS

RELEVANT INDUSTRIAL EXPERIENCES

Confidential New York City, NY Software Developer 05/2009 - present

  • Developed a machine-learning based trading strategy to calculate the optimized investment weight-combination by using C++ (STL and BOOST); tested the project with historical market data, and used the results to improve the algorithm; received outstanding simulation result with a high compound annual return
  • Designed and developed two libraries: "Linear Regressor" and "Ridge Regressor" by using C++ for the quantitative analysis group to create applications for estimating stock performances; these two libraries became the most-frequently-used tools of the group members
  • Created a multi-threading Java program to downloaded market stock data from several different data feeds into database in a high efficiency for further data analysis and strategy research
  • Wrote a python program to optimize the database storage structure; the optimization has made the speed of data-retrieval three time faster than before
  • Queried the MySQL database by using SQL (join tables, update, etc.) for stock properties comparison and reliability assurance
  • Built new functions based on existed classes to diversify the stock analysis methods and enhance the precision of stock estimation
  • Communicated with trading desk and rapidly developed tools to assist traders to make decisions
  • UNIX-system administration; monitored trading applications

Confidential Beijing, China Intern, Programmer 06/2005 - 09/2005

  • Developed a Telecommunication Registration Agents Management System for China 's Tie Tong, Tian Jin Branch by using C#

RELEVANT ACADEMIC EXPERIENCES

ACM Intercollegiate Programming Contest, Regional Silver Medal (team) China Undergraduate Mathematical Contest in Modeling (CUMCM), Beijing Regional 2nd (team) IEEE Student Member

PROJECTS EXPERIENCES

"Implementation of Financial Derivatives" (C++)

  • Implemented C++ design patterns (Strategy, Factory, Singleton, and Bridge pattern) with the application on Option pricing (Monte Carlo Method, etc) such as Asian Option, Barrier Option...etc
  • Calculated VaR by using historical method and Monte Carlo simulation method

"TCP File transfer system" (Java)

  • Implemented a file transfer program between a client, a proxy server, and a server based on TCP
  • Created two sub-programs, one functioned as the client and the other served as either the proxy server or the file server depending on the mode of its operation

"Online newspaper service DBMS" (PHP, SQL)

  • Built an Oracle relational-Database Management System in order to provide users with the service of raising queries on newspaper content across several different newspaper sources(New York Times, Washington Post, Chicago Tribune, etc.)
  • Designed relation schema for the system, and split the table to third normal form to prevent data redundancy
  • Implemented a concise but friendly PHP-based web front-end, which could make the readers find specific pieces of news (of a certain date, from a specific author, or the one that had the highest click-through rate)
  • Created a personalized "user favorite" function which could let the readers create their own accounts, and save the articles they like, find all the articles of their favorite authors, etc.

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