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Software Engineer

Location:
Maple Grove, MN
Posted:
May 15, 2016

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Resume:

Houdong Gu

acusov@r.postjobfree.com https://www.linkedin.com/in/houdonggu 763-***-****

PROFESSIONAL SUMMARY

** ***** ** ** *********** experience in Java, C++, C#, database

Architect, design and develop projects using Object-oriented analysis and design (OOA, OOD), Service-oriented architecture (SOA), multithreading, server side development, database and design patterns

Exposure in domain of Commercial Bank, Corporate & Investment Bank, Capital Market and Risk Analysis

Financial experience in options, future, swap and other derivatives

Front office experience working with traders, quants, and portfolio managers.

Good in Math: Advanced Mathematics, Algorithm, Linear Algebra, Statistics, Partial Differential Equations

Handling multiple concurrent projects with ability to work in agile and scrum team environment.

Technical Skills

SDLC: OOA/OOD, SOA, Design Patterns, Agile, Scrum, Distributed System, UML

Program Languages: C++, Java, C#, Python, SQL, XML

C++ : STL, Threads, IPC, Socket programming

Java: Spring IoC, Lambda, Generics, multithreading, Autosys

Database: SQL Server, Oracle, Sybase, SQL development, stored procedure

Trading: Endur, Option Valuation, Market Data, Risk Analysis, VaR, P&L

Platform: Windows, Unix / Solaris / Linux, MS-DOS, OS2

Tools: Eclipse, Visual Studio, JIRA, Excel, Confluence

PROFESSIONAL EXPERIENCE

Wells Fargo Securities, Charlotte, NC 2012 – Present

Senior Software Engineer in Commodity Risk Service

Contract to hire 4/2012 – 8/2012. Relocated to Minneapolis office in March, 2015

Design and develop real time commodity risk service application using Java, Spring Beans for trader, portfolio manager and market risk. Based on Wells Fargo Securities’ “NEO” framework, it consists of coherence EQD Viewer client, quant pricing engine library, and multithreading Java server on Linux. The service calculates portfolio value and risk results for the trades.

Initiate and Build position trees based on trade and market data relationship using Java.

Develop batch logic to split trades and serialize into binary data in Java, integrate with quant pricing engine in grid server to calculate NPV, Greeks.

Parallel compute portfolio value and risk results using Java concurrency and thread synchronization.

Post process the grid calculated results, and push into EQD viewer in user defined format.

Develop event handler to trigger recalculation of affected trades when market data is changed.

Build java service jobs using Autosys in Linux server.

Developed commodities trading and risk management system using Endur, integrating with pricing engine by C++ API to process financial derivatives to get aggregated view of positions, risk and P&L.

Houdong Gu Page 2

Syncada LLC and US Bank, Minneapolis, MN 1999 – 2012

(Formerly US Bank PowerTrack, Syncada LLC was a joint venture launched by Visa and US Bank on 7/1/2009. It was a startup company with 40 employees when I joined in 1999, and reached 700 employees by 2009)

Principal Software Engineer (2007 –2012)

Designed and developed 3-tier financial payment internet application from the ground up using C++, and database. Built C++ mid tier to support both Web UI and Data Exchange clients to process 24 billion dollar transactions per year.

Initiated, architected and developed C# multithreading job controller in C# to enable user to prioritize, monitor, start, and stop the C# jobs, integrated with C++ server for transaction process.

Redesigned user’s transaction find by caching common criteria to improve performance more than 60%.

Added new features into C++ server for the needs of new customers such as WalMart.

Senior Software Engineer (2003 – 2006)

Developed communication between C++ server and C# based GL engine using memory, improved performance by more than 80%.

Built XML processing layer between C++ server and web based UI, parsed XML to instantiate C++ object according to the embedded property ID. Implemented context validation framework for the required attributes.

Designed and programmed hash table based property ID framework for the data member of C++ object. Developed communication between client and server using C++ serialization. Developed structure based C++ and database stored procedure field mapping, and the C++ foundation for the database stored procedure call.

Software Engineer (1999 – 2002)

Utilized Microsoft Visual C++ and MFC to develop graphical user interface for customer to setup company organizations profile information and business rules, and track real time logistics and financial information.

Aetrium, Inc., North St. Paul, MN 1995 - 1999

Software Engineer

Architected the client-server infrastructure using object-oriented analysis. Designed, developed in C++ and MFC the GUI, communication, data storage, and recovery components on Windows NT 4.0.

Developed Visual Basic application according to physics modeling to predict life time of the integrated circuit.

EDUCATION

Master of Business Administration, Finance, GPA: 3.7 / 4.0, 2010

Carlson School of Management

University of Minnesota, Minneapolis, MN

Master of Science in Computer Science, GPA: 3.8 / 4.0, 1995

ABD, Completed all course work as Ph.D. candidate, Physics, GPA. 3.8/4.00, 1991 – 1994

University of Minnesota, Minneapolis, MN

Bachelor of Science in Physics, GPA: 3.9 / 4.0, 1988

University of Science and Technology of China, Hefei, P. R. China

AWARD

Technology Excellence in 2005, US Bank PowerTrack.

WORK AUTHORIZATION

Permanent Resident Status and authorized to work in US.



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