SEARCH

Programming Analyst Resume Example

Resume Score: 100%

Love this resume? Build Your Own Now
PROGRAMMING ANALYST
Summary of Skills
C++(2 yrs.), JAVA (3 yrs.), and Python, MATLAB, VBA, Bloomberg BESS, MySQL (all 1 yr.), Office especially in Excel VBA (2 yr.) Great interest and strong ability in problem solving and qualitative and quantitative analysis. In-depth knowledge of financial statement analysis including ratio analysis and valuation models CFA Level I candidate
Professional Experience
Programming Analyst Aug 2015 to Apr 2016
 ELLE INVESTMENT INC － New York City, US NY
  • Designing and developing stock market database management system that allows analyst to search, retrieve, sort, revise, and analyze stocks with Java.
  • Improving GUI and developing new features for the project management system of technical department.
  • Developed a dynamic portfolio performance model for equity analyst team to track trading activities, visualize performance trend, and assess portfolio risk using VBA.
Undergraduate Teaching Assistant Jan 2013 to Jan 2014
 DEPARTMENT OF MATHEMATICS － Tucson, AZ
  • Assisted instructor lecture, held office hours and review sessions, and participated and presented in seminars.
Research Team Member Jan 2012 to May 2012
 UNIVERSITY OF ARIZONA DEPARTMENT OF MANAGEMENT AND ORGANIZATION － Tucson, AZ
  • Collaborated with graduate students to performed Meta data analysis and data extraction on previous studies to provide insight and analytics in unfair treatment in business environment which can be prevented using internal tools Applied statistic methods including linear regression analysis to Evaluate and analyze research data using R and provided analyzing result for weekly meeting Projects Finite Difference Method Pricing European Put Option under Heston Model Using C++ The price of American Put Option with Heston volatility was calculated as the solution of a two spatial dimensional parabolic partial differential equation.
  • Applied ADI method with Douglas Scheme to split two dimensions PDE with cross derivatives LU decomposition, Projected SOR and Penalty Method were adopted and compared with different FD schemes The error analysis including the accuracy and efficiency among three methods are discussed and compared with benchmark and optimal exercise boundary was ploted.
  • Credit Risk Project: Counterparty Credit Risk Evaluation Analyzed and chosen the best optimization method to Calibrate Vasicek and CIR mode model of Hazard Rate and Interest Rate with market data.
  • Priced risky Bond, CDS, CDO, and IRS using Monte Carlo simulation via Python with the stochastic models.
  • Calculated Expected Positive Exposure using Monte Carlo simulation and evaluated portfolio's credit risk by calculating its CVA.
  • Asian Option and Barrier Option Pricing Built OOP objects with C++ to price Asian option and all kinds of Barrier options with Monte Carlo Simulations Implemented reduce variance methods: Antithetic, Control Variable and Stratified Sampling in generating normally distributed random numbers for result comparison.
  • Portfolio Optimization using Time Series Analysis Implemented ARIMA to forecast the daily stock excess returns and the single-index model to predict Alpha.
  • Optimized portfolio based on alpha and back testing its performance with IC, IR, Sharpe Ratio and tracking error.
Education
Master of Science, Mathematical Finance 2016 RUTGERS, THE STATE UNIVERSITY OF NEW JERSEY － New Brunswick, NJ Mathematical Finance
Coursework in Computational Finance; Machine learning; Mathematical Finance(Shreve); Programming Finance(C++); Credit Risk Modeling(Python); Fixed Income: Securities and Derivative Modeling(Python); Time Series Analysis(R). Econometric (Regression Analysis); Numerical Analysis (MatLab); Time Series Analysis
Bachelor of Science, Mathematics 2014 UNIVERSITY OF ARIZONA － Tucson, AZ, United States Mathematics
Coursework in Real Analysis; Linear Algebra; Probability Theory; Statistics; Ordinary Differential Equation; Stochastic Analysis; Programming Design and development and Objected oriented programming(Java)
Bachelor of Science, Business Administration Finance 2014 UNIVERSITY OF ARIZONA － Tucson, AZ, United States Business Administration Finance
Coursework in Financial Modeling (VBA); Risk management with financial derivatives; Investment; Corporate Finance
Skills
alpha, analyst, Bloomberg, C++, Corporate Finance, Credit Risk, data analysis, database management system, derivatives, Designing, dimensions, equity, Excel VBA, features, Finance, financial, Financial Modeling, financial statement analysis, Fixed Income, GUI, instructor, Java, Machine learning, market, MATLAB, Office, Modeling, MySQL, OOP, Optimization, predict, Pricing, problem solving, Programming, project management, Python, quantitative analysis, research, Risk management, Scheme, Securities, seminars, simulation, Statistics, trend, valuation, VBA
Build Your Own Now

Resume Overview

Companies Worked For:

  • ELLE INVESTMENT INC
  • DEPARTMENT OF MATHEMATICS
  • UNIVERSITY OF ARIZONA DEPARTMENT OF MANAGEMENT AND ORGANIZATION

School Attended

  • RUTGERS, THE STATE UNIVERSITY OF NEW JERSEY
  • UNIVERSITY OF ARIZONA

Job Titles Held:

  • Programming Analyst
  • Undergraduate Teaching Assistant
  • Research Team Member

Degrees

  • Master of Science , Mathematical Finance 2016
    Coursework in Computational Finance; Machine learning; Mathematical Finance(Shreve); Programming Finance(C++); Credit Risk Modeling(Python); Fixed Income: Securities and Derivative Modeling(Python); Time Series Analysis(R). Econometric (Regression Analysis); Numerical Analysis (MatLab); Time Series Analysis
    Bachelor of Science , Mathematics 2014
    Coursework in Real Analysis; Linear Algebra; Probability Theory; Statistics; Ordinary Differential Equation; Stochastic Analysis; Programming Design and development and Objected oriented programming(Java)
    Bachelor of Science , Business Administration Finance 2014
    Coursework in Financial Modeling (VBA); Risk management with financial derivatives; Investment; Corporate Finance

Advertisement

Similar Resumes

View All

Programming Librarian

Oneonta Public Library

Blountsville, Alabama

Posted 859 days ago