p******g
发帖数: 347 | 1 【 以下文字转载自 Chicago 讨论区 】
发信人: paperdog (I've Never Been To Me), 信区: Chicago
标 题: 公司招人
发信站: BBS 未名空间站 (Fri Sep 27 14:48:08 2013, 美东)
芝加哥城里的一家中小型交易公司找一个(quant) developer/risk analyst,
主要工作职责是做risk analysis and very importantly its related software
tools. it can be either junior or senior position.
我们不同的组有一些不同的第三方软件做risk,但是都不尽人意。我们希望的是能把各
个组的risk整合到一起。所以很可能需要自己能够做工具生成daily/realtime
position risk analysis report 帮助COO做风险控制和分析.
what we are expecting: 最好有GUI编程的经验，或者如果你能用vba excel生成交互
式的报告也行。windows or linux都可以。统计知识, know about correlation, VaR,
confidential level, etc.
what's considered a big plus: 希望你能有数据库经验, basic knowledge of
options and fixed income (we have two big groups trading US treasuries),
能有一些基本的risk analysis经验更好。没有的话也没有太大的关系coo会教你的.
如果有人感兴趣站内联系吧。
又双叒叕... | s*****y
发帖数: 32 | 2 Hi Paperdog,
I am referenced by my friend that you are looking for an Analyst with
quantitative background, which is rather interesting to me.
First of all, I am a programming engineer with 8 years of extensive data
modelling and processing experience, and am particularly adept at working
with big data, optimization, high performance (parallel/multithread)
computing, machine learning, and numerical methods. I am proficient with
Matlab, C#, Java, and VBA.
Second, I have been rigorously trained in quantitative disciplines from top
Phd and MS programs. During the time I have developed strong mathematic
skills in statistics, optimization, and intelligence computing.
I found this opening a great opportunity for me to continue to explore my
interests in both programming and finance, while working with a team of
highly intelligent people in a dynamic environment.
I trust that you will find my experience relevant to your company and have
attached my resume for full details.
Best regards,
Alex
Txt version resume:
Summary
Well-rounded programming engineer with 8 years of front-end/back-end
experience in: big data, spatial analysis, high performance (parallel/
multithread) computing, interface design and implementation. Proficient with
C#, Java, C++, Javascript. Strong mathematic skills in statistics,
optimization and intelligence computing.
Experience
Software Engineer, Digital Map Products (Oct. 2012-Present)
Lead engineer in creating, launching and commercializing SmartParcel
product (patent pending), which quantifies the strengths and weaknesses of a
house, regarding to noise level, convenience, safeness, structure, etc.
Designed a series of highly efficient algorithms using complex US
geographic & housing data (billions of data points) on top of multi-thread
environment. SmartParcel is projected to generate $3 million revenue during
the first year.
Developed multiple Asp.net web service enhancements using C#, incl.
image processing, geometric transformation & file coding.
Responsible for the data production and database management (using SQL
server and Sqlite) covering 120 million US real estate property records.
Created regression models to forecast housing price movements based on large
data analysis, and strategized with senior management on market targeting
with the end goal of creating an housing intelligence product for a broad
user base.
Responsible for upgrading architecture for existing web delivered
product lines from C# to node.js, replacing multi-thread environment with
more robust event-driven features.
Recognized as the main in-house mathematician and advised the tech team
on problems involving linear algebra, geometry and intelligent computing.
Research Assistant & Assistant Specialist, Center for Hydrometeorology and
Remote Sensing (Sept. 2007-Oct. 2012)
The first one in earth science to adopt variational methods in
predicting missing data from satellite observations of rainfall and snow,
and to make near-term forecast.
Collaborated with NASA on analyzing global warming’s impact on fresh
water resources in California, with findings published in top-ranked journal
in the field and adopted by Jet Propulsion Lab (JPL) http://ourocean3.jpl.nasa.gov/snow/ products.
Developed innovative optimization method to find best parameters for
dynamic Hydrometeorology models, reducing running time by1/3 and increasing
robustness.
Responsible for developing a web map-based system for global real-time
rainfall monitoring using Mapserver, PHP, and SQL.
Developed tens of data products via desktop ArcGIS in support of NASA/US
Army sponsored projects with total grants up to $1MM.
Research Assistant, State Key Lab of Hydro-Science and Engineering (China) (
Sept. 2004-June. 2007)
Developed cross-platform (Unix & Windows) parallel computing system
using C++ and Oracle, including GUI, node management, data communication,
and database. Improved efficiency 15~20 times.
Designed innovative river coding algorithm based on binary tree for
parallel computing system.
Education & Research
University of California, Irvine 2007-2011
Ph.D , Civil Engineering, Engineering Research and Travel grant &
Research Assistantship
Publication: Estimation of daily cloud-free, snow-covered areas from
MODIS based on variational interpolation. 2012.
Water Resource Research. http://onlinelibrary.wiley.com/doi/10.1029/2011WR011072/suppinfo
Tsinghua University, Beijing, China 2004-2007
M.S. , Civil Engineering, Graduate Student Scholarship
Nanjing University of Posts and Telecommunication, Nanjing, China
2004-2007
B.S. , Computer Science, Distinguished Student Award
Personal
Certificates/Affiliation: Member&Reviewer, IEEE/State Software
Programming Certification LV2
Languages: English (fluent), Chinese (native), Japanese (conversational)
★ 发自iPhone App: ChineseWeb 7.8
【在 p******g 的大作中提到】
: 【 以下文字转载自 Chicago 讨论区 】
: 发信人: paperdog (I've Never Been To Me), 信区: Chicago
: 标 题: 公司招人
: 发信站: BBS 未名空间站 (Fri Sep 27 14:48:08 2013, 美东)
: 芝加哥城里的一家中小型交易公司找一个(quant) developer/risk analyst,
: 主要工作职责是做risk analysis and very importantly its related software
: tools. it can be either junior or senior position.
: 我们不同的组有一些不同的第三方软件做risk,但是都不尽人意。我们希望的是能把各
: 个组的risk整合到一起。所以很可能需要自己能够做工具生成daily/realtime
: position risk analysis report 帮助COO做风险控制和分析.
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