FENG LI

**** ********* **********, ******, **, **850

Tel: 949-***-**** Email: abou59@r.postjobfree.com

OBJECTIVE

Look for an intern/full-time position in algorithmic trading, trading system development,

financial software development,

system performance optimization, information technology, quantitative analysis, modeling

and research, risk management.

EDUCATION

CORNELL UNIVERSITY, Ithaca, NY, USA Aug. 2011 - Dec. 2012

M.Eng in Operation Research and Information Engineering

Financial Engineering Concentration

Course work: Fixed Income Securities . U.S. Bonds Market . Derivatives Securities .

Financial Engineering with

Stochastic Calculus . Monte Carlo Simulation . Optimization

THE UNIVERSITY OF CALIFORNIA IRVINE, Irvine, CA, USA Sep. 2007 - Nov. 2010

Ph.D in Electrical and Computer Engineering

Thesis: Algorithm Design, Analysis and Implementation in C++ for High Performance

Computer/Communication System

Earned my Ph.D degree in 3 years with 4.0 GPA, 13 top journal/conference papers, and

one U.S. patent.

CITY UNIVERSITY OF HONG KONG, Hong Kong Sep. 2005 - Aug.2007

M.S in Electrical and Computer Engineering

GPA:

4.3/4.3

HARBIN INSTITUTE OF TECHNOLOGY, P. R. China Sep. 2001 - Jul. 2005

B.Eng in Telecommunications

GPA:

91.8/100 GRE Math 800/800

EXPERIENCES

California Institute for Telecommunications and Information Technology, CA, USA

Researcher on C++ Multi-threaded and Parallel Programming on Linux/Unix Dec.2010 - Jul.

2011

C++ multi-threaded programming on Linux/Unix

Parallel computer system on Linux/Unix

Real-time Distributed system theory and design

Performance analysis and optimization on parallel programming and computation.

Center for Pervasive Communications and Computing, CA, USA

Researcher on High Performance Communication System Algorithm Development Jun. 2008 -

Nov. 2010

Algorithm design and implement in C++

Communications system performance optimization

Resource allocation algorithm and optimization

High performance computer algorithm development and research

Comerica Bank, CA, USA Aug 2009 - Sep 2009

Intern with Middle Market Lending Group

Corporate credit analysis and data processing

Commercial bank lending report writing

PROFESSIONAL CERTIFICATION

CFA II candidate (Pass CFA I in June 2007)

TECHNICAL SKILLS

C, C++ (10 years experience), Java, C#, Matlab, Python, Perl, Linux/Unix, Windows, SQL,

LATEX.

Familiar with algorithm, data structure, multi-threads, TCP/IP, real time system,

Boost, STL, OOD, design pattern.

HONORS AND AWARDS

Global Communications Conference Student Travel Grant Winner, awarded by U.S. National

Science Foundation 2010

University Fellowship/ECE Department Fellowship, University of California Irvine, 2007-

2009

Hong Kong Government Fellowship for Outstanding Graduate Student 2005-2007

Outstanding Undergraduate Student Award of Harbin Institute of Technology 2002-2005

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