Sql Server Computer Science

Yi Shi

**** ***** ***** **, ** *, Arverne, NY, **692 **********@*******.***

Summary:

> Involved in all phases of Software Development Life Cycle (SDLC).

> Proficient in several programming languages including C, C++, C#,

ASP.NET, ADO.NET.

> Extensive experience in design database and write T-SQL query.

> Experience in MSSQL server 2005/2008 and Visual Studio 2008/2010.

> Experience in web application development using .NET framework 3.5/4.0.

> Experience in webpage design using DIV and CSS.

> Advanced knowledge in computer science, finance and math.

Experience:

Developed management software:

Client: a small trading company

Technics: WINDOWS NT, Visual studio 2010, SQL server 2008, C#, T-SQL,

ADO.NET

Responsibility:

Design logical model of database and draw ER-Diagram based on business

requirement.

Create new database, tables, views, indexes, stored procedures, triggers

and functions.

Design GUI for the software using C# Winform.

Establish connection between GUI and backend database using ADO.NET.

Perform data transfer from data source and test the software.

Optimize portfolio:

Technics: Matlab

Responsibility:

Select 20 stocks from S&P 500 and download their historical price and

market historical price.

Import data into matlab and compute daily return, mean, variance for each

stock and market.

Use several methods including MVP, efficient frontier, to find optimal

portfolios with different restrictions.

Execute the optimal portfolio in Interactive Brokers and trace the

performance of the portfolio.

Option pricing:

Technics: C++, MFC

Methods: Tree approaches, Finite difference methods, Monte Carlo method,

Black- Scholes model.

Responsibility:

Implement each method with different input and design GUI.

Test these methods and find their accuracy.

Technical skills:

Operating system: MS Windows XP, Windows 7, Windows Server 2003, Ubuntu,

Backtrack4

Networking: LAN, WAN, VPN, Proxy, Firewall, TCP/IP

Software: MS SQL server 2008 R2, VC6.0, EXCEL VBA, Visual studio 2008/2010,

SSIS, SSAS, SSRS

Languages: C, C++, C#, ASP.NET, ADO.NET, SQL, HTML, PYTHON, VB, R

Education:

Master of Computer Science, Polytechnic institute of NYU, US, January,

2011, GPA 3.52 on a 4.0 scale.

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