Andy K Liao

* ********** ***, ******* *****, NJ *7920 908-***-****(H), 908-***-****(C) email:acves7@r.postjobfree.com

SUMMARY

Proven track record of planning, architecting, developing and deploying enterprise portfolio P/L and risks system as well as portal web sites using Java/J2EE technologies with excellent hands-on project management, implementation and software development experience. Utilize state-of-the-art technology and analytics to design and implement trading, pricing and Portfolio risk management applications and web content management systems to help users manage financial risks, model and analyze complex financial instruments and increase business efficiency and productivity. Excellent at problem solving and have a track record of delivering multiple projects on-time with excellent quality and users’ satisfaction.

EXPERIENCE

Technical Project Manager, RiskVal Financial Solutions, LLC Oct 2009 –May 2016

Provide end-to-end solutions to real-time Portfolio P/L and risks system (RVPortfolio) using Software as a Service (SaaS) model to wall street banks and hedge fund customers to help traders better control risks and achieve better P/L results. Portfolio system supports interest-rate bucket risks, forward strip risks and key-rate risks by tenors, PCA Value at Risk(VaR), historical VaR, credit risks and jump-to-default risks.

Discuss and define Portfolio system requirements. Design and lead a team of developers to use SCRUM and agile practices to develop, unit test, integration test, QA test, production release with production support team and post production check to ensure system is functioning according to business requirements and expectation

Portfolio system covers all fixed-income and fixed income derivative products, OTC FX and equity derivatives as well as exchange traded futures and options for commodities, FX, equities and credit products such as corporate bonds, CDS, CDX and CDX options. Portfolio system supports multi-level portfolio hierarchy, allowing risk managers to drill-down the risk from portfolio, book, trader, strategy, product, to single trade level for efficient risk view. It uses ETL process to efficiently process and store trades from multiple sources.

Extend Portfolio system to build Asset-Liability Management system (RVALM) which includes duration matching, risk management, curve bucket risks, counterparty risks, P/L explanation, PCA VaR, historical VaR and scenario risks to help users minimize risks of future liability claims and maximize return

Use MongoDB to store all the input market data needed to evaluate the entire portfolio in real-time so support tool can retrieve market data to reconstruct what had happened at any instance during trading hours.

Portfolio system utilizes distributed multi-tier architecture to deliver high performance real-time P/L and risks to end users. It is implemented using Java J2EE with object-oriented design with MS SQL as the database and app servers running on Linux, rabbit-MQ as the communication layer and market data feed from Bloomberg SAPI/B-pipe.

Senior Project Manager, e-Commerce, Fixed Income Currencies & Commodities, Citigroup July 2007 - Feb 2009

Developed plans, milestones, deliverables and timeline for the development and implementation of Citigroup Content Management System (CMS) and the new web portal CitiMarkets to deliver research documents and markets reports contents to CitiMarkets web site. Coordinated the development activities with development team.

Discussed and defined requirements of various projects of the new internet portal web site CitiMarkets with key stakeholders and senior management and converted them into functional specifications. CitiMarkets is for institutional customers of Fixed Income, Currencies & Commodities (FICC). CitiMarkets provides an organized view of Citigroup research documents, market commentaries, product updates, pricing and analytic tools using Web 2.0 technology. System components include a workflow system for documents submission, approval and taxonomy tagging, a contents management system for documents repository and an internet web portal using J2EE, WebLogic Portal, Documentum and Oracle.

Trained internal users and external clients to better utilize CitiTreasury, FI Direct web sites and productivity tools such Microsoft SharePoint and Reuters Instant Message within FICC Sales & Trading community.

Evaluated and recommended software packages such as J2EE design tools (Spring Framework, Ajax Patterns, RUP, Google Web Toolkit, TIBCO Ajax Toolkit), web portals (BEA WebLogic, JBoss, Apache Tomcat), search engines(FAST, Endeca), document repositories(Documentum), charting tools(JChart, Flex) Evaluated and negotiated with market data providers for controlling cost and extending sources of market data for more financial instruments.

Technical Project Manager, e-Commerce, Emerging Markets Sales and Trading, Citigroup Feb. 2000 - July 2007

Planned, architected, developed and deployed the internet portal web site CitiTreasury and internal web site EMLInk on time and within budget by using Agile software development methodology to shorten the development cycle and obtain stakeholders’ commitment and buy-in.

Managed all projects activities including project plan, schedules and deliverables for all applications in CitiTreasury and tracked their progress in various stages. Followed SDLC guidelines to create an Internet web site CitiTreasury for EM Sales & Trading institutional customers. CitiTreasury is a financial market information portal web site. It provides pricing information and analytic tools for FX forwards, FRAs, FX Options, FX Swaps and local currency securities. It also provides technical charting tool, Reuters news, online FX trades confirmation and Citigroup research documents. CitiTreasury has more than 7000 registered users and 3500 active monthly users. CitiTreasury is implemented in Java J2EE, Jsp, servlets, JavaScript, Ajax, XML, HTML, CSS, JMS, WebLogic, LDAP, PL/SQL, jdbc and Oracle.

Oversaw local/offshore development teams to plan, design, implement, system test and document an intranet web site EMLink used by more than 90 Citigroup branches and regional hubs globally. EMLink provides analytic pricing calculators, technical charting tool, portfolio optimizer, financial products information, MIS system, IM tool, and research documents to more than 3000 internal employees. Tracked all projects status for all the applications in various stages in EMLink web site. EMLink provides an efficient means for branches and hubs to gather, organize, disseminate and exchange market and pricing information. MIS system aggregates real-time P&L and risk information using ETL to process data feeds from various systems and enables senior business managers to run business more efficiently. Both EMLink and MIS are implemented in Java/J2EE, Jsp, servlets, JavaScript, Ajax, XML, HTML, JMS, Jrun, LDAP, PL/SQL, jdbc and Oracle.

Served as the technical guru and helped team members resolve complex problems in design, development, testing, implementation and production support . Helped the team in meeting the delivery schedule and product quality and minimized project risks.

Worked with data center manager to estimate hardware, network and database requirements and set up hosting infrastructure for CitiTreasury and EMLink web sites. Set up a process to monitor vital processes of the web sites to send out alerts to system administrations when they did not respond to requests.

Coordinated annual Vulnerability Assessment test with external VA team for CitiTreasury and EMLink web sites to ensure business continuity. Successfully completed biennial technology audits by the audit team.

Development Manager, Emerging Markets Analytic & Research, Citigroup May 1997 - Feb. 2000

Managed a development team to provide analytic models that support sales persons and traders of Emerging Markets Sales and Trading group in New York and Latin America offices.

Designed and implemented a Java analytic application EMLink desktop that can analyze EM products including FX forwards, NDFs, FRAs, local currency securities, Brady bonds, FX options, IR futures, IR options, FX swaps, Caps/Floors and Swaptions. EMLink desktop is implemented in pure Java J2EE, uses Java Swing Set as user interface and hits servets I the application server to retrieve data. New releases of EMLink desktop are distributed by Java Webstart using digital certificate. EMLink desktop communicates through C++ CORBA interface to get analytics for Brady bonds.

Development Lead, Fixed-Income Research, Citicorp Securities July 1989 - May 1997

Led a group of developers to provide financial models that support risk management, portfolio analytics, P&L accounting and pricing tools that are used by fixed-income sales and trading desks that include mortgages, corporate bonds, asset-backed securities and government treasury desks.

Led a group of developers to design and implement a Fixed-Income risk management system and portfolio analytics for several fixed-income trading desks. The application is capable of pricing and modeling fixed-income securities including mortgage pass-throughs, mortgage TBAs, CMOs and CMO derivatives, government treasuries, corporate bonds and asset-backed securities. The application can calculate profits and loss numbers and several risk measures to help traders and risk managers manage market risks. The application was implemented in C++ and C interfacing with Intex database and library and running on Sun workstation.

Designed a CMO database in Oracle and Intex for CMO structuring desk to structure different tranches to suit customers’ need and keep inventories of new issues of CMOs for risk management purpose.

EDUCATION

State Univ. of New York at Stony Brook

Master of Science and PH.D. candidate in Computer Science

National Taiwan University

Bachelor of .Eng. in Information Engineering & Computer Science

TECHNICAL SKILLS

Java J2EE, Python, MS SQL Server, ETL, Eclipse, SCRUM, JMS, RabbitMQ, Spring Framework, Bloomberg market data API, Linux, Unix, JSON, Jsp, Java servlets, Java Beans, JRUN, BEA WebLogic, RESTful web services, SOAP, SOA design, C++, C, C#, PL/SQL, SVN, Ant, CVS, JIRA, Swing, JUnit, JBuilder, NetBeans,JNDI, JChart, Log4j, Ajax, XML/DOM, DTD, XSLT, HTML, CSS, JavaScript, Struts, MS Project, Visio, MongoDB, Oracle 10g, jdbc driver, Apache Tomcat, .NET, MS Office Suite, Intex, FIX, Reuters Triarch, Reuters SFC library, TIBCO RV, Sonic MQ, Agile methodology, MS Sharepoint, Chinese Mandarin

Contact this candidate