Experience Java Analyst Years .Net Management
Resume:
Nancy Diana Wong
Brooklyn, NY ***15
**********@*****.***
Quantitative Analyst with Applied Math, Statistics and Computer Science background, 4 years experience modeling high frequency futures and equities data, and 3 years in image data analysis.
SUMMARY OF QUALIFICATIONS
- Experience working with organizing, cleaning and modeling large datasets.
- Proficiency in Matlab and working knowledge of C++/C#, Java and VB.NET.
- Background in Monte Carlo, machine learning, datamining (random forest, k-means), forecasting.
- A team player and innovative thinker with a strong work ethic of delivering high quality work on schedule.
TECHNICAL QUALIFICATIONS
- 7 years Matlab: taught graduate course in Matlab, interfaced Java and C mex functions, familiar with parallel computing components.
- 4 years VB.NET and C#: programmed trading simulation and filters.
- 1 year MS SQL: built fundamentals stock database.
- 2 years Java: studied object-oriented design, database and structures.
- 2 years C++: programmed video game in team environment, object character recognition, and Othello.
- 1 year C: Master’s thesis code to solve upper/lower bounds on volume of n-dim simplex.
- Experience with Bloomberg terminal, Excel/VBA, R, Python, SAS, Ruby, Powerpoint, lyx, Photoshop, AutoCAD, css/html, Linux/Unix shell, scheme (lisp).
PROFESSIONAL EXPERIENCE
Alternative Arts Association, 01/2011 - present
Board Member, Treasurer/Grantswriter
- Guide artistic direction of non-profit arts organization.
- Maintain balance sheets and income statements.
- Forecast budget for fiscal year.
Systematic Alpha Management, 01/2007 - 08/2011
Quantitative Analyst
- Work with quants and developers to monitor and improve existing strategies for high frequency futures trading using Matlab, VB.NET/C# and SQL.
- Create new market and limit order strategies based on limit order book information.
- Develop asset allocation system for mean-reverting and trend-following systems.
- Develop and backtest new trend-following strategies based on technical filters such as Gaps and Open Range Breakout.
- Model stock portfolio selection algorithm using fundamental variables.
Merck Pharmaceuticals, 05/2002 - 03/2005
Research Associate
- Recover PET image by modeling positron emission process using C and R.
- Recover intensity count of DNA microarray using 2-d image deconvolution. Presented talks at Merck and WNAR Biometric Society on deconvolution and estimation of parameters using expectation-maximization algorithm.
- MRI segmentation analysis. Developed suite of image recognition algorithms for MRI with some extensions to fMRI (3-d slices).
EDUCATION
NYU Courant Institute, 2006-2007 Incomplete
Ph.D. Financial Mathematics
Temple University, 2003-2006
M.A. Applied Mathematics
Brown University, 1998-2002
Sc.B. with triple major in Statistics, Theatre Arts, Computer Science
Bronx High School of Science, 1994-1998
Math/Science program with emphasis on Architecture
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