Software Engineer Vice President

*** * **** ** #* New York, NY *****

Paul M. Bethe

917-***-**** *******@*****.***

Profile

Well-rounded computer scientist with several years experience as a Fixed-Income quant, with

experience in FX, Rates and Mortgages.

Strong knowledge of programming languages, compilers, databases and operating systems.

Excellent organizational and communication skills combined with solid quantitative skills to

seamlessly interact with both traders and mathematicians.

Skilled problem solver looking for clean and elegant solutions to complex financial problems.

Fluencies: Java, C++/C, Python, SQL, Linux, XML, bash, PHP

Proficiencies: C#, Perl, ML, Reuters SSL, Sockets, JavaScript, Scheme/Lisp, French, German

Experience

J. P. Morgan Securities, Inc. 6/2008 [due to merger] present Position: Vice President

Infrastructure work on firm-wide counterparty risk evaluation tool, across multiple products and

currencies.

Worked on two-way integration of yield curve libraries between legacy Bear and JPM systems.

Built inter and intra C/C++ library dependency tool in Python to streamline library organization

Wrote light-weight web query tool via jQuery, to provide a graphical viewer for various internal

model results.

Worked on FX cashflow hedging tool, both web front end and back end Monte Carlo simulator.

Bear Stearns & Co. 2/2003 6/2008 Position: Vice President (2004-2006)

Position: Associate Director (12/2006- )

Worked as a quantitative analyst doing a variety of modeling across most Fixed-Income interest

rate products, as well as some Foreign Exchange. Certified Series 7 and 63 to be able to interact

with clients regarding these models.

Experience with Monte Carlo simulations and backward-induction tree pricing, for mortgages,

callable bonds, swaptions, and futures, as well as vanilla swap, cap and bond pricing using an

interest-rate term structure.

Enhanced performance and robustness of code-base for multi-platform distribution using memory

profiling and speed metrics.

Omgeo, LLC. 9/2001 2/2003 Position: Software Engineer.

Primary responsibility was system architecture and performance. Used Abra to streamline and

shrink the code-base, allowing faster time for feature delivery. Wrote validation tool to auto-

generate constraint-checking in Java (essentially providing field and class level invariants)

TLX Trading Network, Inc. 6/2000 9/2001 Position: Software Engineer

Worked on TradingLinx system - an application that was used by investment managers and

brokers to communicate during the post-execution processing of a trade. TradingLinx also

included a lightweight trading and order management system, which could be used via the Web or

through FIX messages.

Education

New York University, M.S. Computer Science, expected: May, 2010

Coursework in OS, Compilers, Languages, AI, Networks.

Summer Research 08 in cross-language compiler design (Jeannie:Java/C); TA, spring 09,

undergraduate OS. ; Thesis topic: Claiming through unconditional game search in Bridge.

Williams College, B.A. Computer Science, Chemistry, June 2000

Advanced coursework in Compilers, Architecture, CG, OS, Parallel Processing; Concentration in

Physical Chemistry including Quantum Chemistry & Physics

TA Fall 98 undergraduate architecture.

Open source: Gitclipse, Abra(abra.sf.net), PostgreSQL

Interests: Bridge, open source, rugby, skiing, golf, tennis.

Patents Pending

Contact this candidate