We provide IT Staff Augmentation Services!

Senior Business Application Developer. Resume

4.00/5 (Submit Your Rating)

New York, NY

SUMMARY

  • Experience of Python, data manipulations with Pandas, Numpy, Matplotlib, PyTest
  • Data manipulation in MongoDB and Postges.
  • Web Scraping and ETL with Python.
  • Algorithm and mathematics behind sklearn and XGboost for Machine Learning.
  • Experience on SQL and stored procedures in SQL Server.
  • Expertise on automations and data manipulation with VBA/Excel/SQL
  • Experienced at develop scripts and VBS to automate daily jobs.
  • Rich experience at supporting trading desk. (Equity and Fix Incomes)
  • Expertise on collecting requirements and automating business processes
  • Experienced WPF developer ( XAML, MVVM)
  • UNIX/LINUX/VIM/NANO
  • Developed C++DLL for excel (manipulation on matrix)
  • Mathematic PhD from Columbia University, NY
  • As 1st tier support for for trading desk (EOD, ITD and SOD).
  • Data manipulation and ETL with Pandas, Numpy, PyTest and Web Scraping
  • Developed on T - SQL in SQL Server, extract data with Python and VBA/ADO
  • Expertise in automating daily processes with VBA/EXCEL/SQL
  • Expertise in automating business process and creating business reports
  • Experienced in developing C# WPF/XAML/MVVM.
  • Experienced at supporting trading desk. (Equity and Fix Incomes)
  • UNIX/LINUX
  • Experience on risk management on cash flow, VaR, stress testing and Monte Carlo.

PROFESSIONAL EXPERIENCE

Confidential, New York, NY

Senior business application developer.

Responsibilities:

  • Support EOD, ITD and SOD for equity trading desk as 1st tier contact.
  • Developed Python scripts to manipulate large amount of data with Pandas and Numpy
  • Developed Python scripts to call SQL and extract data from database for user.
  • Developed T-SQL and stored procedures in SQL Server to extract data for users
  • Collected requests from trades and developed VBA/Excel tool to meet the requirements..
  • Built robust VBA/Excel systems (multithreads) to run large number of Excel Book pricers.
  • Developed script and VBS code to handle automated jobs
  • Built C# WPF interface for EOD supporting teams, to show the status of overnight jobs.
  • Developed C# code to deal with ad hoc problems
  • Developed SQL and stored procedures in SQL Server to extract data for users
  • Python (data manipulation, Pandas, Numpy, Matplotlib and Web Scraping)
  • Automating processes of generating KRI Reports (Charts and Dashboards)
  • Building KRI Reports interface with WPF/XAML/MVVM
  • Documentation of various data requirements.

Confidential, New York, NY

RAD Developer and s upporting Fixed Income trading desk

Responsibilities:

  • Support fixed income trading desk as 1st tier contact
  • Developed Python scripts to manipulate large amount of data with Pandas and Numpy
  • Developed Python scripts to call SQL and SP in database.
  • Designed and developed VBA/Excel tool to meet the requirements from traders.
  • Automated processes with Bloomberg API
  • Developed Python script for time consuming jobs with Pandas and Numpy.
  • Built user interface and analytic tools for traders and middle office
  • Developed code that transfers excel blocks to HTML files for emails
  • Built robust EXCEL/VBA for EOD check

Confidential, New York, NY

Quant Developer and s upporting weather commodity trading

Responsibilities:

  • Develop VBA code to call stored procedures in Oracle database.
  • UNIX/LINUX
  • Built C# interfaces connecting to Oracle and Sybase
  • EOD support to make sure that all the data was loaded correctly.
  • Automated weather models and integrated them into batch which runs automatically daily
  • Supported weather commodity trading

Confidential, New York, NY

Business application developer

Responsibilities:

  • Built robust reporting system from scratch with VBA/EXCEL/ACCESS/SQL.
  • Built Excel user interface (e.g, create complicate SQL command based on user’s inputs) to manipulate data in database and create reports based on user’s preference
  • Developed tool with VBA/ACCESS to check XML data format.

Confidential, Newark, NJ

Analyst, BI developer and associate actuary

Responsibilities:

  • Developed user interface with C# (winforms and multithreading) and link to tables in SQL server.
  • Coding VBA (and Access VBA) and built Excel template for various business needs.
  • Build C++ Math DLL for time-consuming calculation.
  • Built Spreadsheets for the valuation of options, futures, IR swaptions and implied volatilities.
  • Carried out MONTE CARLO, VaR and stress tests.

Confidential, New York, NY

Trader and analyst

Responsibilities:

  • Analyzed the short term movement of stocks and indices by analyzing moving average and technical indices, anticipated the turning points of stocks, indices and stock markets
  • Traded stocks on NYSE and Nasdaq

We'd love your feedback!