Software Engineer System

YANNA JIANG

** ********* **

Cranford, NJ *****

Mobile 917-***-**** / Home 908-***-****

*****.*****@*****.***

EDUCATION POLYTECHNIC INSTITUTE OF NYU (BPI), Brooklyn, NY

Master of Science in Financial Engineering, June 2009 GPA:

3.86/4.00

TONGJI UNIVERSITY, Shanghai China

Bachelor of Science in Software Engineering, June 2005 GPA:

3.87/4.00

HONORS Graduate Center Scholarship of Polytechnic University 2007-

2009

Excellent Student Scholarship of Tongji University

2003&2002

EXPERIENCE

June.2008 - July 2009 Analyst, Market Investment and Advisory,

Thomson Reuters, Manhattan, New York

. Ensure the consistency, quality and product

delivery of a portfolio of companies across the

various products

. Verify the target function match with the

business requirement of different financial

components including option Montage, bond

analytics and etc

. Utilize VBA to verify the enhancement of the

Reuters DDE API and custom excel application

such as real time portfolio tracking and analyze

application and bond pricing PV01 and SPV01

model with Thomson Reuters fix income data

. Generate bi-weekly matrix with SQL and VBA macro

to identify potential risk

June.2008 - June 2009 Software Developer, PlanC Research Group,

Courant Institute of NYU,

Manhattan, New York

. Used Java with REPAST package to build model for

PlANC (sponsor by government agencies and

insurance firms to simulate disaster, virus and

pandemic flu spread in a large metro area)

project

. Optimized the visualization of census shape/data

file mapping algorithms

. Modeled algorithms for population distribution

by geographic, age and other characteristic.

. Created Mont Carol simulation to mimic

population daily travel behavior and possible

disease dispersion pattern

Sep.2007 - June 2008 Research Assistant, Portfolio Research Group,

Polytechnic Institute of NYU

Brooklyn, New York

. Produced and analyzed financial reports to track

portfolio analytics in excel worksheet

. Generated the reports for Bond candidates

including it's duration and convexity

. Calculated Alpha and Beta for stock candidates

on different date range

. Collected credit rating reports from Agencies

such as S&P and Moody's

. Optimized portfolios with linear programming

methodology to minimize volatility

. Calculate the correlation matrix between

composites to help creating the portfolio

composites

. Assessed portfolio return attributed to yield

curve and spread changes

Feb.2005 - May.2007 Software Engineer, Visual Software, Inc (Owned by

Prediction System, Inc USA), Shanghai, China

. Analyzed regression tests on TIGER, a 2-D/3-D

terrain, database.

. Optimized the Fast Propagation System of

Prediction System.

. Modeled new features and change core compiler

items in VSE system.

Dec.2003 - Dec.2004 Intern/Training Program, Prediction System,

Inc, Spring Lake, New Jersey

. Maintained VSE (compiler) system and

GSS(simulator) system

. Managed general libraries for the VSE and GSS

system

. Organized and created material for software and

training manual.

COMPUTER SKILLS

Languages: Java, VBA, Perl, R

Software: Excel, SQL, Linux, Microsoft Office, Power Point, DB2,

Access, ArcGIS

Certificate: IBM DB2 UDB V8.1 Family Fundamentals (DB2 700) 88%

Language Fluent in Chinese and English

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