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