Brian P. Higgins
Newtown, PA ***40
(C) 215-***-****
*******@*****.***
Career Objective:
A quantitative analyst position with the opportunity for further learning
and advancement. As a quantitative analyst I expect to leverage my
experience and training in finance and mathematics along with my extensive
information technology background.
Education/Training:
M.S. Financial Engineering, Stevens Institute of Technology, Hoboken, NJ
(expected completion, 2011)
M.B.A. Finance, LaSalle University, Philadelphia, PA (August, 2005)
M.S. Computer Science, Saint Joseph's University, Philadelphia, PA (May,
1990)
B.S. Computer Science, Mathematics minor, Saint Joseph's University,
Philadelphia, PA (May, 1986)
Candidate, CFA Level 1 Exam (currently pursuing)
Professional Experience:
Quantitative Analyst/Developer, Senior Web Developer March, 1998 -
present
Lincoln Financial Group, Philadelphia, PA
Summary: Designed and developed quantitative programs for financial
instrument pricing, statistic gathering, and market simulation.
Performed as a team leader and team member for numerous projects
developing a Java web based retirement asset management system.
Developed features including balancing portfolios, rebalancing,
investment elections, transfers, loan processing, portfolio analysis,
statement storage and retrieval, enrollment, reporting, fee
calculation, and security. Developed a web based reporting application
in Java for the Broker Operations department.
Accomplishments:
Quantitative Analysis and Development
. Designed and developed programs in Java, C++, R, and Matlab for
valuing options using Black-Scholes, valuing interest rate
derivatives, calculating and monitoring Greeks statistics and VaR,
backtesting trading strategies, and simulating market conditions
using Monte Carlo techniques.
Web Development
. Developed a retirement web system which provided a 70 percent cost
savings for the company over the previous mainframe based system.
. Performed as Philadelphia based technical lead on a multi-location
project implementing a service oriented architecture (SOA) for
enrollment functionality. This software increased the efficiency of
the retirement system by 25 percent by eliminating duplication.
. Converted the Java code base from the JRun web server and Sybase
database platforms to WebSphere and SQL Server. Implementation of
this project created corporate cost savings of several million
dollars by consolidating the web and database servers onto single
corporate standard platforms.
. Achieved 75 percent improvement in process efficiency by
implementing the Broker Operations reporting application, optimizing
and standardizing user queries.
. Worked with project management team to deliver projects on schedule
using the software development lifecycle.
Technical Skills: UNIX, Core Java, C++, R, Matlab, JavaScript, AJAX,
HTML, XML, SQL, UML, J2EE, Servlets, JSP, EJB, JDBC, JMS, RMI, OOAD,
SOA, SQL Server, Sybase, Eclipse, WebSphere RAD, SVN, Word, Excel,
PowerPoint
Team Leader and Member of Technical Staff January, 1994 -
March, 1998
Bell Atlantic (Verizon), Philadelphia, PA
Summary: Performed as a team leader and team member in developing and
maintaining the Sales Service Negotiation System (SSNS), a major
project used nationwide throughout the company to initiate and
maintain residential customer phone service accounts, suggest product
packages, and sell optional services to customers. This application
was developed in C, C++, and SQL using UNIX, Sybase, and X Windows.
Also developed in Java and HTML a web based version of the SSNS
application.
Accomplishments:
. Developed major portions of the SSNS application which made the
phone service registration process 45 percent faster and created
major cost savings and sales opportunities for the company.
. Performed as a team leader for a group of 5 programmers to deliver
the Basic Services, Calling Cards, Billing Options sections of the C
code of the SSNS system on time with minimal defects.
. Performed as a team member in developing in C a major portion of the
SSNS application called Optional Services.
. Used Object Oriented analysis to redesign the Billing Options SSNS
code using C++. Created reusable code libraries which contributed
to software development efficiency in the department.
. Developed in Java a web-based version of the SSNS application which
created a cost savings for the company by reducing the need for
customer service representatives.
. Worked with project management team to deliver projects on schedule
using the software development lifecycle.
Technical Skills: C, C++, Java, UNIX, HTML, X Windows, SQL, Sybase
Senior Programmer/Analyst - Trading Systems October, 1989 -
December, 1993
Philadelphia Stock Exchange, Philadelphia, PA
Summary: Performed as a team leader and team member for numerous
projects developing trading systems for the equity and options trading
floors at the exchange. These systems were developed in C, handled
order flow, and processed trades and quotes.
Accomplishments:
. Developed an options quoting system utilizing the Black-Scholes
pricing model, C, and SQL.
. Developed an equity floor trading system which increased order
processing capacity tenfold, brought new utilities to the floor, and
created new, more profitable trading opportunities.
. Developed these trading systems using multithreaded processes and
socket-based interprocess communication. Also coded performance
enhancements to increase speed.
. Used C and SQL to develop an order book application which tracked
security positions for the trader, alerted the trader of potential
executions, automatically matched and filled orders, and executed
block trades.
. Developed with C and X Windows a customizable ticker and market
broadcast monitor application to track real time information for
traders.
. Performed as team lead in developing an ASCII based trading terminal
with basic trading, quoting, and stock monitoring functionality. The
trading terminal application was developed using C and UNIX and
provided the exchange with a 75 percent cost savings per seat.
. Worked with project management team to deliver projects on schedule
using the software development lifecycle.
Technical Skills: C, UNIX, SQL, Threads, Sockets, Borland Interbase,
X Windows, Word, Excel, PowerPoint, and performance tuning to speed
applications.
Member of Technical Staff March, 1988 - October,
1989
TeleSciences C.O. Systems, Moorestown, NJ
Accomplishments:
. Performed as a team member to develop using C and UNIX the Call
Screening Module application used in Bell operating company central
offices for call billing.
. Performed as a team member to develop the SEBX Maintenance
Workstation using C and UNIX. This application downloaded and
maintained company software on custom hardware in Bell central
offices.
Technical Skills: C and UNIX
Programmer/Analyst June, 1986 - September,
1987
Shared Medical Systems, Malvern, PA
. Performed as a team member in customizing and developing hospital
patient care information systems for numerous hospitals.
Technical Skills Summary:
Quantitative Algorithms: Black-Scholes option pricing, interest rate
option pricing, Greeks statistics,
Monte Carlo simulation, VaR calculation.
Operating System: UNIX - Solaris, AIX
Languages: Core Java, C++, C, R, Matlab, JavaScript, AJAX, HTML, XML,
SQL
Technologies: Threads, Sockets, Servlets, JSP, AJAX, EJB, JDBC,
JMS
Environments: JRun Web Server, WebSphere Web Server, X Windows
Design: UML, Object Oriented Analysis and Design (OOAD),
Service Oriented Architecture(SOA)
Relational Databases: Microsoft SQL Server, Sybase, Borland Interbase
Productivity Tools: Eclipse, WebSphere RAD, SVN, Microsoft Word, Excel,
PowerPoint
Leadership Development: Developing Front-Line Leaders Program
Professional Associations:
CFA Society of Philadelphia - Adjunct Member
Location:
Interested in positions in the Philadelphia area, New Jersey, Wilmington,
and New York City.
References: Available upon request