Tiequan Zhang
**** ***** ***** **. ****, TX ***94. 412-***-****. ********@*****.***
PROFILE
. Established experience in building .Net WinForms in a commodity-
trading firm and web applications in a distributed enterprise
environment
. Strong knowledge in software development life cycle, object-
oriented design, design patterns, and Agile software development
. Strong background in building numerical models using simulation
methods
. Solid knowledge in quantitative finance, statistics
QUALIFICATIONS AND SKILLS
. Programming: .NET/C#, ASP.NET, Silverlight with Microsoft Entity
Framework, C, C++/STL, Java/Java3D, Perl, Matlab, S-Plus/R, Unix
shell scripting, XML, JavaScript, VBA, Excel, SharePoint (WSS
and MOSS)
. Database: Microsoft SQL Server 2005 / 2008, MySQL
. Development Tools: Microsoft Visual Studio 2005/2008, TFS,
Microsoft Solutions Framework for Agile Software Development,
Visual SourceSafe, Subversion, CVS, NUnit, Eclipse
. Quantitative: Mathematical and Statistical Modeling, Monte Carlo
and Discrete Event Simulation Techniques, Probability,
Stochastic Processes and Calculus, Time-Series, Numerical
Analysis, Optimization
. Finance: Risk Analysis, Options, Derivative Pricing,
Mathematical Finance, International Finance
PROFESSIONAL EXPERIENCE
Continental Airlines, Houston, TX
Software Developer (04/2009-present)
. Implemented a food service payment system by building a
SharePoint portal site and web parts using ASP.NET, JavaScript,
CSS and Web Service in a distributed environment.
. Implement a training management system, which is a rich internet
application using C#, ASP.NET, Silverlight 3, WCF RIA Services,
SQL server 2008 and its reporting services.
Koch Supply & Trading, Houston, TX
Quantitative Software Developer/Analyst (02/2008-01/2009)
. Designed and developed a commodity (Metals, Oil) trading and
risk-management platform. This C# GUI application integrates
excel calculation services, database queries and provides
trading instructions, parameterized backtesting of trend
following strategies, and monitoring of daily P&L and risk on
SharePoint server in a distributed trading environment.
. Collected PJM's energy market reports and ISO-New England's bulk
electric power system-wide load forecast data. These projects
were accomplished using C# to parse XML documents, utilize Web
Services (SOAP, WSDL) API and store data into SQL server.
. Developed a power trading platform using C#, TT's X_Trader API,
SQL and Excel Services to allow power traders and analysts to
load model results from database, capture real-time market data
and monitor trading strategies.
SELECTED ACADEMIC PROJECTS
. Stochastic simulation of self-assembly of protein particles
based on improved discrete-event simulation algorithm and
continuous-time Markov chains model; Implementation of graphic
simulator and validation tools using Java/Java3D package and C++
. Implementation of a text sequence comparison module in the open
source Bioperl project using Perl language
PROFESSIONAL TRAINING COURSE
The Essentials - C# and the .NET Platform by DevelopMentor (5 days)
EDUCATION
Carnegie Mellon University, Pittsburgh, PA
12/2007
Ph.D. in Computational Biology, Merck Graduate Fellowship
New Jersey Institute of Technology, Newark, NJ
12/2002
M.S. in Computer Science
Peking University Health Science Center, Beijing, China
07/1999
M.D.
ADDITIONAL INFORMATION
. Authorized to work permanently in the United States
. Four journal and conference publications are available upon request
. Five academic and professional references are available upon
request