Title:Prudential
************@*****.***
Document
Source below
NAME: wen, ying
ADDRESS: * ***** **
ADDRESS2:
CITY: Edison
STATE: NJ
ZIP: 08820
CANDIDATE ID: 2315232
US CITIZENSHIP: US
Citizen
EDUCATION:
EXPERIENCE: 10
WILL RELOCATE: Yes - NJ, NY
JOB WANTED: Any
RATE NEEDED:
TELEPHONE: 732-***-****
EMAIL: ************@*****.***
HOMEPAGE:
HOTTEST SKILLS: c,c++,java,vb,unix
REVISION: 12-DEC-01
YOE: 10
RESUME:
Summary
Over six years experience in software development using Object-Oriented technology on
both UNIX and NT platforms. Solid background and excellent skills in C++, C and Java. A
team player and fast learner. Good knowledge of financial mathematics (derivatives, fixed
income, etc) and extensive experiences in real time financial market data processing.
Computer experiences include but are not limited to:
Languages: C++, C, Java, JavaScript, Visual Basic, VBScript.
Tools and APIs: TIBCO, Socket API, Visual C++, ATL, COM/DCOM, ADO, OLE DB, MFC, Java
Servlets, XML, HTML, Purify, STL, Shell Script.
Operating Systems: UNIX, Windows NT, Windows 95/98, DOS, Linux.
Database: SQL, Oracle, Sybase, MS SQL Server, Access, ODBC, JDBC, ProC.
Web Server: Web Logic, IIS, Apache.
Experience
5/2000
presentMoneyline Telerate Inc
.
NYC, NYSenior Software DeveloperDevelop multi-tier servers and applications in C++ and
Java that provide real time financial contents and analytic tools. TIBCO APIs and the
Publisher/Subscriber (Producer/Consumer) paradigm are used for communications among
applications. Sybase is used for the database of instrument information and data. Major
accomplishments are:
Designed and implemented the IPPROXY server with socket API and C++. The server makes it
possible that multiple feed handlers of a data feed can process real time market data
simultaneously with a single TCP connection of an IPPROXY to the data feed host and a feed
host can also contribute market data through connection to an IPPROXY server.
Developed the BrokerTec feed handler in C++ with TIBCOs TIB API. Designed the instrument
class hierarchy. The feed handler processes the fixed income market data from BrokerTec
using the MarketLink Protocol and publishes and computes data fields needed by Telerate
pages.
Designed the fault tolerant interactive Analytics Server and the classes of technical
calculators. Played major role in the implementation with C++, Infinitys Capital Market
API and TIBCOs Rendezvous API. This server services requests for various technical
analyses on fixed income instruments and publishes results in various formats including
XML. Information or data of instruments required for any calculations is retrieved from
database on demand.
Designed and implemented an application in Java, Swing and TIBCOs Rendezvous API. This
application is used as a tool for testing and debugging various market data feed handlers
for different market data sources.
Developed the Interactive feed handler in C++ to process market data from Hutchinson for
Canadian equities. The feed handler interacts with the Global Service Manager (GSM) and
publishes data based on subscriber demands.
Designed and developed the feed handler in C++ that processes and publishes fixed income
market data from the TradeWeb price distribution systems. Multi-step TCP connection
protocol is used for secure data communication.
Designed and implemented fault tolerant record server in C++ for real time equities
market data. The server publishes real time market data onto network in XML on demand of
various applications and sends data snapshot to requesters using point-to-point
communication.
11/1998
5/2000Prudential
Roseland, NJLead System SpecialistIntegrate and automate document management systems with
Visual C++ and Visual Basic. MS SQL Server is used as the insurance policy database. Major
accomplishments are:
Designed and implemented the Archive Audit application with Visual C++ and MFC. The
program is used to ensure the integrity of the imaging system. Also designed and created
the tables and stored procedures needed by the program.
Developed a New Business Workflow Custom NT service Adapter C with Visual C++ and MFC in
a multi-threading environment. This program reads a relational database on a timed-basis
to look for updated policies, find their folders in the workflow and update them with the
most current data taken from the database.
Designed and implemented some COM components with ATL. These components are used in
various environment and applications to access the Open Image/Work Flow system.
Designed and developed the Indexing module of the Xeno Project with C++. This module
processes the data file from mainframe and feeds the output to RBE server to release the
captured documents to the Open Image/Work Flow system.
Participated in the OCR Document Fax Recognition project. Developed a Document Template
Control module with VBScript and ADO. The module dynamically processes, validates and
formats data captured by MTIs OCR for Forms from faxed documents. It shifts the
maintenance burden of document templates to the maintenance of the module.
5/1996
11/1998Aspen Technology Inc
.
New Providence, NJSystem AnalystDevelop supply chain management software on Windows NT
and UNIX in C++ and C within client/server environment. Designed and implemented graphical
user interfaces and sophisticated production scheduling algorithms. Duties also include
bug fixing and technical support. Major accomplishments are:
Designed and implemented chart presentation on Windows NT with Visual C++ and ChartFX API
to display data tables in styles such as bar, pie, line, etc.
Participated in the design and implementation on Window NT of the Planning Board in
Visual C++. The Planning Board allows schedulers to manipulate and optimize production
schedules interactively.
Enhanced the whole scheduling module to allow much more flexibility in production and
consumption network flow in manufacturing and process industry.
Designed and implemented production cycles searching and breaking algorithms that greatly
improved the efficiency of scheduling computation.
Enhanced all the existing scheduling algorithms so that a product can have as many
choices as possible of feeding materials in one scheduling model to optimize production
cost.
3/1996
5/1996
CellularONE
Rochester, NYConsultantWorked in the Information Systems Department. Responsible for
providing information services using database tools such as Report Writer, SQL Query, and
Shell Script. Created complex queries and stored procedures for a large relational
database. Participated in the development of the commission system with ProC.
6/1995
3/1996Moran Communication Group
Buffalo, NYProgrammerDevelop networking client applications on MS Windows using Visual
C++ and Winsock API.
9/1994
5/1996
SUNY at Buffalo
Buffalo, NYTeaching Assistant
Experimented Nachos Operating System in UNIX environment, including user level thread
management, multiprogramming, virtual memory and networking.
Developed a uniform language support in heterogeneous distributed database environment.
Database systems involved were: Oracle, Ingres, O2, Postgres.
8/1988
5/1994University Of Rochester
Rochester, NYInstructorTaught undergraduate mathematical courses. Involved in the
development of various computer programs used for the computer aided mathematics teaching.
8/1988
5/1994Zhengzhou University
Zhengzhou, ChinaLecturerTaught both graduate and undergraduate mathematical courses.
Education
MS
in Computer Sciences, State University of New York at Buffalo, NY, 1996PHD in
Mathematics,
University of Rochester, NY, 1994BS in Mathematics, Zhengzhou University,
China, 1982
References
Available upon request