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Quant developer

Location:
New York, NY
Posted:
September 29, 2018

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Resume:

CHENGJUNJIE DING

** **** ***, *** ****, NY *****

570-***-****

ac677g@r.postjobfree.com

TECHNICAL SKILLS

Languages: Python, Java, MATLAB, R, VBA, Verilog, C++, PHP, Bash Software/OS: Linux, GitHub, NetBeans, PyCharm, Xilinx, MIPS architecture, Bash, MySQL, Windows EDUCATION

2017 - Present FORDHAM UNIVERSITY, GABELLI SCHOOL OF BUSINESS New York, NY MS, Quantitative Finance, GPA 3.66

Relevant Courses: Computational Finance; Financial Modeling; Simulation Application; Finance Theory; Financial Econometrics; Business Communication; Basic of Derivatives; Equity Style Derivatives; Fixed Income Securities; Risk Management 2013 - 2017 BUCKNELL UNIVERSITY Lewisburg, PA

BS, Computer Science and Engineering, GPA 3.8

Relevant Courses: AI & Cognitive Science; Algorithms & Data Structures; Software Engineering & Design; Digital Systems; Programming Language Design; Database; Computer Architecture; Operating Systems Design; Numerical Analysis WORK EXPERIENCE

09/2016 - 04/2017 Medtrics Lab LLC Lewisburg, PA

Software Developer

Led Automated Scheduling of Residency Programs

Programmed in Python for greedy algorithm solution with 0.12s scheduling time

Optimized data structure and data format between server and algorithm resulting in 66% speeding up

Guided the GUI team to improve the user interface and made 13% more profit

Communicated with clients in for optimizing system and user interface 05/2016 - 06/2016 Guotai Junan Securities Shanghai, China Intern in Fixed Income Department

Optimized and improved related financial algorithm by generating GUI with MATLAB

Generated Transaction Log (including financial index like PMI, M2) every day

Did Interest Margin Analysis, and updated related financial data every day 07/2016 - 08/2016 Guotai Junan Securities Shanghai, China Intern in Investment Bank Division

Learned the business process of IPO, Private Offering, Issuing, Merge & Acquisition etc.

Analyzed in market research and evaluation of two overseas M&A projects

Won FinanceAsia Achievement Awards – Best Pakistan Deal for one M&A project PROJECT

2017 Racing Game AI (Machine Learning)

Applied visual identification into the system instead of using the given game data

Built a neural network to train our AI by using the NEAT algorithm

Designed the fitness function

2018 Fundamental review of the trading book (FRTB)

Learnt the Standardized Approach (SA) and the Internal Models Approach (IMA)

Implemented SA and IMA on the FINASTRA platform

PERSONAL EXPERIENCE

2013 - 2016 Personal trading in Chinese stock market 2017 - Present Personal trading in American stock market 2018 2018 CME Group Trading Challenge

ADDITIONAL

Honor: The Best Ultimate Robotics Performance Award in Trinity College Fire Fighting Home Robot Contest

Language: Native in Chinese; Proficient in English; Fluent in Korean



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