Senior Programmer Resume

PROFESSIONAL PROFILE:

I am software professional with expertise in design, implement, testing debugging of high frequency/low latency electronic equity trading applications and relevant analysis tools with C/C++, Python, FIX in UNIX/Linux.
I also have project management experiences.
Usually I will communicate with management and Business staff, who write project requirement documents, to make sure everything is clear and understood, and there is no conflicts with existing logics. And give suggestions (if any) to make the new functionality better.
I coordinate programming members to make sure coding/testing progress meet the project deadline.
And I often need to provide technical support directly to clients.
I have strong mathematics background, I love to learn, and am always up to a challenge whatever the situation.
I am seeking a position where I can develop and excel while giving my best to an employer.

TECHNICAL SKILLS:

Platform: Unix/Linux.

Programming Languages: C/C++, Multi - thread Programming, SQL, UNIX shell script, Python, Assembly.

Network programming: TCP, UDP/IP, Multicast, FIX.

Tools: TotalView, Purify, make, svn, gdb, XML.

Algorithm: design, development and optimization.

EXPERIENCE:

Confidential

Senior Programmer

Responsibilities:

SPIRE Start of Day curves use T + 0, instead of T - 1
Get SOD (Start of Day) risk from RICE (another MS system), instead of calculating by itself
Day to day client support

Consultant

Confidential

Responsibilities:

CFTC Backfill LTR. Modify CFTC Large Trader Reporting logic to generate backfill (historic) LTR requested.
Modify DSP (Business Rule Engine) to server Asian and EMEA regions, in addition to previous American region. (Java, Maven, Apache Zookeeper).

Confidential

Senior Programmer

Responsibilities:

Provide deliver (truck driver) real time location on map to client. (GSOAP, SQL, C/C++, Python).
Item Sequence# for ARVATO. Integrate ARVATO’s parts tracking system with existing business logic of Confidential
BlueCoat Defective Part Business Logic. Force the information of a returned defective part to whorehouse to the same part information saved on BlueCoat side. (C/C++, SQL)
Enhancement of Transportation Management System. Added functionality on UNIX side to get web-service from SQL (Windows side) directly, instead of through a middleware. (GSOAP, C/C++).
In-bound Receipts System. A new system that streamlines warehouse in-bound handling. (C/C++, SQL, Python).
Day-to-day maintenance of application system (Python, UNIX Script).

Confidential

Senior Architect

Responsibilities:

Maintenance exchange connection & order/execution handler applications (C++, FIX, Python, Perl).
Enhancement of PRISM ( Confidential Market Data System) and Mercury (Exchange Connectivity System) to support Inter Commodity Spread and Crack Spread in ICE. (C++, FIX).
Additional Session Manager Instances for MFE/CFE. Balance load and provide backup at different locations.

Confidential

Senior software analyst/developer

Responsibilities:

Building Super Montage for Global TradeBook Feed. Previously Bloomberg Ticker Plant provided supermontage, and no longer available because Ticker Plant infra structure changes
Enhance the trading platform so Canadian preferred securities can be traded in stock trading system.
Advanced Queuing for Asian Market. Order can be automatically queued depends on order types and Market conditions, so Tradebook clients can enter order at any time and don’t have to remember different trading hours for different markets
Smart Order Algorithmic Routing (SOAR) for the European marketplace. This enhance multi-routing capabilities by creating intelligent sweep tools that allow traders to control their aggressiveness when taking liquidity from single or multiple liquidity sources. In addition, multi-routing will leverage existing trade tools such as relative pricing and discretion.
Random Display Percentage. It enables a user to generate random display quantities within a minimum/maximum range based on the display quantity initially specified, each time the display amount is depleted and refreshed.
Migration TradeBook database to db2.
Contingent Server. It manages the handling of events. One heavily requested function which will utilize this contingent server is an event driven order for the purposes of a stop/stop loss orders.
Saved Strategies. It allow a trader to create and store generic Algorithm Trading strategies for later use. The trader will be able to launch the saved strategy into the market with just a few clicks of buttons.
Chi-X Multilateral Trading Facility. It enhances the Chi-X Europe integration, and make it easier to integrate similar MTFs as they begin trading in Europe and other regions (such as Turquoise).
Strategy Analyzer(Algorithm Trading). It provide the ability for a client to receive strategy recommendations based on a series of parameters, allowing pre trade analysis and the offer of the best strategies to suit a traders needs.
Integration of EMS (Execution & Management System) with Bloomberg TradeBook.

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