Research Assistant and TeachingAssistant Resume Stillwater, OH - Hire IT People

Summary of Qualifications

Basic knowledge of Derivatives, Interests, Bonds, Risk analysis, Portfolio management, etc.
Five years experience in empirical modeling and large scale numerical calculations with C++ in Linux, UNIX
Hands-on experience with: Shell Scripting, Python, R, Matlab, STL, Quantlib, SQL, OpenMP, MPI, Excel, latex
Strong background in: Mathematics, Statistics, Numerical methods, Monte Carlo method, etc.
Experienced in financial modeling and simulations with C++ programming

Education

Ph.D. in Computational
Confidential University

B.S. in Physics
Confidential University

Experience

Research Assistant and TeachingAssistantAugust 2006–Present
Confidential Stillwater, Oklahoma

Develop non-linear empirical mathematical models for complex metal/ceramic systems from experimental data. A parallel C++ computational code is developed based on the model and used for simulating the experiment and for prediction. Many physical processes have been simulated using the program, including surface reconstruction, surface diffusion, electromigration, surface oxidation, heat diffusion, external electric field effects, etc..
Numerical method employed include Finite difference method, Simplex method, Conjugate gradient method, Time integration algorithm, Minimization method, Monte Carlo method, Matrix decomposition, etc..
Data structures and algorithms employed include: Linked list, Vector, Map; Annealing method, Greedy algorithm, Linear programming, Dynamic programming, Importance sampling for variance reduction in Monte Carlo, ad-hoc continuum method, etc..
Linux and Rock Cluster UNIX system administration experience.
Daily numerical data analysis involves Python, Matlab, C++, Shell Scripting in Linux platform.
Teaching assistant for undergraduate and graduate level courses: General Physics, Modern Physics, Classical Mechanics, Optics, Classical Electrodynamics, Mathematical Physics

Others

Computer Skills: Windows, Linux, UNIX, C++, C, Python, Fortran 77/90, MPI, OpenMP, Make, R, Shell Scripting, Matlab, Excel, Latex, SQL, Boost, Quantlib, Linux commands (awk, grep, vi, sed, cut…)
Select2perform online C++ test percentile: 95%; IKM online C++ test percentile: 97%
Actuarial candidate with three passed exams, Probability (1/P), Financial Mathematics (2/FM), Loss Model (4/C)