Data Software Engineer

John Wang

*** * ********* **, **********, IL ****3; *********@*******.***; 630-***-****

Objective

Seeking a Data Scientist position for data research and database application development.

Professional Experiences

Quantitative Analyst and Data Analyst

Frontier Risk Management/Leonardtown Consulting, Aug 2002 – July 2018, Chicago, IL

Supported Chicago, Texas, Nebraska, Missouri, and Iowa offices of agriculture commodity brokers and agriculture business consultants with financial applications for trading and risk management. Translate user demands into application development to manage risk and forecast production trend and price trend.

Developed systematic trading and risk management strategies, mathematical and statistical models for futures and options trading, trend forecasting, and seasonality discovery. Using machine learning algorithms to forecast productions and prices.

Using production data to forecast prices. Developed investment strategy using the best combination of financial products to increase profit and reduce risk.

Developed time series statistical model for trend prediction. Developed asset portfolio risk management applications using mathematical model. Analyzed value at risk.

Developed risk exposure management application to comply with Federal Reserve regulation for stress testing in financial institutions. Simulated risk exposure under different market scenarios.

Managed SQL Server for financial data. Worked on financial data warehouse development, from gathering requirements, design tables, data modeling, import data, analyze data, to generate reports, and support users.

Used Visual Basic, VBA, C++, C# to develop analytical applications. Using Python, R, Matlab, and SAS extensively to develop financial applications and mathematical models.

Automatically generated hundreds of reports using VBA in Excel and automatically email the reports to clients. Uploaded report files to website and automatically updated web pages with new links to each new report.

Developed web sites, excel reports, and PowerPoint presentations for marketing campaigns to attract customers. Imported data from clients and generated reports.

Senior Analyst and Quantitative Analyst

First Continental Trading, May 1996 – May 2002, Chicago, IL

Supported Chicago, London, and Far East traders and risk managers with interactive trading application and risk management systems for financial derivatives. Interacted frequently with traders and managers to develop and improve trading systems, risk management applications, and mathematical models.

Worked on relative predictions based on the relationship between price data.

Managed market data in SQL Server. Produced real time Risk Reports and P&L Reports. Also created Four-Dimensional Reports for onsite trading.

Senior Software Engineer

European Tanning System, April 1993 – April 1996, Indianapolis, Indiana

Discussed frequently with users and managers for the development of business applications. Supported hundred of salespersons and service representatives with Oracle database based business applications. Using Objective-C, and C++ to develop business application for marketing, advertising, sales, tax and freight, services, billing and credit card processing. Using SQL and PL SQL for Oracle database development. Supported the marketing department with importing, management, and reporting of sales leads data.

Skills

C, Objective-C, C++, C#; VB, VBA; Java, JavaScript; Python, R, PHP; Matlab, SAS; Scikit Learn, TensorFlow; SQL Server, Oracle, Unix; SSRS, SSAS, Power BI, Tableau, Azure

Education

Ph.D Candidate, Purdue University, Indiana, 1991 – 1993, GPA 3.88/4.00

Major: Applied Mathematics with focus on Computer Vision.

MS, Purdue University, Indiana, 1992, GPA 3.93/4.00

Major: Applied Mathematics.

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