Sql Server System

Jenny Gao

SUMMARY: Experience with SQL, SQL Server, Oracle, Java and other Languages.

Professional experience

**/**** ** ******* *******.

Consultant

. Work on application system. Develop, test and trouble shoot the

application.

. Work on database. Write SQL Queries and query optimization. Data

analysis. Data trouble shoot. Make sure the numbers are right. Work on

report and business logic. Add new features and maintain existing

systems.

. Experience with developing scripts in SQL Server (MSSQL Server 2008.

Experience with techniques for DB optimization. Experience with SSIS.

Some database administration.

. Test application and production support. Solving complex technical and

business problems. Troubleshoot software application issues. Fixed all

kinds of issues. Logical Thinking. High quality of work.

. Using Java, SQL, Oracle, SQL Server, SSIS, SSRS, Excel, UNIX and Window.

04/2006 to 02/2010 Bank of America

Developer

. Worked on Capital market risk system.

. Write database SQL Query, Stored procedures, triggers and Query analysis.

Deal with large set of data. Save huge data to the database and write

from database.

. Work on report, stress test and Risk measurements in distribute

simulation Computing environment

. Map, interface, analysis and fix capital market trade information,

position, calculation, risk factors and other data. Used SQL, Excel

sheets to analyze and test the database and system. Trouble shot to match

MTMS for different systems. Fixed data issues.

. Test and trouble shoot complex technical, business problems and

calculations. Test application and production support. Fixed all kinds

issues. Write shell scripts.

. Communicated with managers, business users and people from other IT

teams. Worked on application interfaces with other applications and

software vendors.

. Environment: Java, Oracle, SQL Server, Sybase, Java, Excel, Window and

Unix.

12/2002 to 03/2006 Wachovia Banks

Consultant

. In Fixed Income group as Developer. Worked on funded and unfunded credit

default swap, cln, fixed, floating.

. Work on the large scale instruments databases. Write interfaces between

different systems, which calculate different risks for different

financial instruments. Write test cases.

. Worked on fixed income risk System. Worked on instruments database

mapping. The instruments are bonds, Swaps, Callable, Putable, Sinkable,

Step Up, Strip, Discount, Floater, Corporate, Municipal, Agency, Foreign

Sovereign and other bonds. Fixed income derivatives. Display Risk

measurements.

. Write database SQL and Stored Procedure. Worked on fixed income data

analysis.

. Worked on Risk instrument structure generating logic, Fixed Income

Structure, Stream Security, Accrual Period, DateSetGenerator, config

files and others using Java.

. Using worst yield as default yield. Using 30 day as default settlement

for default Leg to build yield curve. Modify the curve builds.

. Test application, Production support, Trouble shooting and solve

problems.

. Evaluated and test present value of cash flows, Price, protection and

contingent accrual, default Probability. Recovery risk, interest rate

risk, spread risk, market and credit delta, bucket risks.

. Using Microsoft Excel Pivot tables to evaluate and test the values and

analyze data.

. Implemented the infrastructure for the multiple desks to use the trading

system. Used predicate to filter all kinds of information.

. Created very easy to use id reference predicates to handle tree structure

and different reference relationship.

. Wrote the approved logic that front, middle and back users can agree and

approve the trade info base on the rules.

. Wrote SQL and Sybase store procedures. Investigate large databases.

. Used Java Swing to write GUI Screens for Swap schedulers screen using

swing for payment, reset and event tables. The scheduler was used by the

user to generate the interest leg rate reset schedule, the performance

leg valuation schedule and the payment schedule for either leg of a swap.

. Environment: Java, Sybase, Oracle, SQL, Excel, UNIX and Window

Mar 01 to Sept 02 SIAC

Consultant

. Responsible for routing orders to the point of sale and allow for the

reporting back of partial or complete reports

. Worked Developed and supported the New York Stock Exchange Broker Booth

Support System, which is an order management system that provides the

facility to manage order flows

. Designed and developed C++ auto generate screens. By using the screen

components, the system becomes very easy to add new screens and features,

at the same time the maintaining efforts are dramatically reduced

. Responsible for writing classes which encapsulating the Label, Text and

validate, get, set, and other methods in Object. The Objects are

Quantity, Symbol, Price, Instructions, Type, Terms, Firms and a lot more.

We can use these components in any Screens

. Worked on database tables using stored procedures

. Responsible for insert, update, delete and select data to tables

. Responsible for the analysis and code back-end processes

. Implemented the projects using some relationship between original order

and partial orders. This design saved huge amount of time to develop the

project

. Implication the browse screens to see the orders

. Wrote Orders Screens using Jtable

. Responsible for interacting and communicating with management, co-workers

and users

. Modified communication between broker booths and handholds server using

multithreading

. Wrote the design and functional documents

. Tested larger scale systems

Environment: C/C++, Java, UNIX, Motif, Thread, Scripting, Perl, Rogue Wave,

Database, JDBC, Purify, Insure, HP

05/1998 to 09/2000 Citi Group

Senior Programmer Analyst

. Developed and maintained front office real time trading and risk

management system for foreign exchange. Worked on business logic, back

end, screens and database. The system has positions, ticket, trade

history, instruments and options pricer components.

. Wrote stored procedures using SQL. Inside the stored procedures using

temp tables to calculate the positions (buy and sell) for all the

instruments

. Integrated risk reports, risk stress test reports which follow the rules

of OCF Global Market Risk System. The reports showed the risk when shift

the spots, interest rates and volatility.

. Implemented EUR conversion for the system. Grouped all the NCD positions

to EUR's positions. The financial instruments are spot, forward, FX USD

future, cross currency future and options. There are thousands of trades

involved. Work on publish/subscribe system.

. Provided the function to move all of the positions from one account to

other account

. Responsible for Front Office Trading System Support on a rotational

basis. Technical production support. Trouble shoot the system. Ran end

of day, end of month and end of year jobs

. Interacted with business users, risk analysts, quant, traders, sales,

controllers and operations.

. Responsible for investigating many issues related to the applications,

system., P&L issues and risk issues

. Developed and maintained End of Day Spot, pip, volatility and interest

rates application. The application received data from different

resources.

. Implemented Y2k and Solaris versions upgrade for the whole system.

. Worked on connections to other groups and data feed.

. Wrote UNIX shell scripts and Perl scripts. Maintained file systems and

cross environments.

. Environment: Sybase, SQL, DB-library, Unix and PERL.

EDUCATION

M.S. in Physics, Florida Institute of Technology, Melbourne, FL

B.S. in Physics. Beijing Polytechnic University, Beijing, China

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