SUE ZHAO

201-***-****

ac80e6@r.postjobfree.com

SUMMARY OF QUALIFICATION

IT professional of 20 years with proven track records. Strong technical skills, analytical skills and business knowledge.

Extensive Investment Bank experiences in Fixed Income Trading, Security Lending Program, FX trading, Derivative trading & Asset Management.

Excellent communication skills, strong team player and motivated self starter. Strong Project management skills and Business Analyst skills

Extensive Project Management and Business Analyst experiences in multiple projects.

AREAS OF EXPERTISES

Technical Skills:

Business:

Murex Modules:

Java 8, J2EE, HTTP, WebService, XML, JSON

Fixed income products

Datamart Management, Dynamic tables, feeders, batch of feeders

Stored Procedure & Performance Tuning

Treasury bond, zero coupon bond, Corporate Bond, FHLB, commercial papers

Exchange workflow, Contract, Deliverable workflow. Calculation template and pre-trade rules

Unix & Linux & Perl, NT Shell Scripting, JavaScript

Derivative products, OTC and exotic

Market Data, Simulation, OSP, PLVar, Pricing, Rate curve configurations

Agile, Sprint

FX products & FX Options

Murex EOD, processing scripts, lookup tables, UDF

TFS & DevsOp & Maven

Security Lending program

Monitoring and debugging

TWS, AutoSys

Collateral Management

Linux Server side processes

MS SQL server

Asset Management

JMS, messaging service

Project management

SDLC, System Integration Testing(SIT), User Acceptance Testing (UAT)

Business Analysis, BRD, FRD, documentation

PROFESSIONAL EXPERIENCES

Metlife Investment

Whippany, NJ

Security Lending and Capital Market Investment Product Technology

Oct 2010 – Present

SENIOR PROJECT LEAD

Serve as lead Business Analyst and senior Software Engineer to bridge between IT and Business; constantly support these two trading systems with new system enhancement, customization, product upgrade and integration.

Analyze new system requirements for both Security Lending and CMIP, Translate Business requirements to IT specifications and components for system development. Design and document functional and technical requirements.

Design and implement complete FO, MO and BO Reporting using Datamart, Data Extraction, Dynamic Tables on Security Lending trading platform in Java, Sybase and Murex.

Continuously enhance and customize for Capital Market Investment Product using multiple Murex modules, Pre-trade Rules, Workflow, OSP, Datamart Reporting, Market data, EOD, Accounting and processing scripts.

Design and implement new exchange workflow that import Future trades using Exchange Workflow and JMS.

Provide support for Security Lending trading system and Capital Market Investment Product operation and daily EOD process; support traders with trading activities.

Coordinate Murex Upgrade project within Business Units, IT department, System Team; host and schedule conference calls; Track project progress; Liaison with Murex in NY to resolve open issues.

Organize daily conference calls within IT department for status update and alert management team for any immediate issues. Host daily agile scrum calls with IT team.

Barclay Capitals / Lehman Brothers

New York City, NY

Foreign Exchange Options Trading Technology

Aug 2006 – Oct 2010

SENIOR TECHNICAL ANALYST, AVP

Support Foreign Exchange Options Trading activities using Murex, Java, extensive production support and Murex customization:

oCustomize, Implement and test new products in Murex. Design and implement various reports for traders include daily P&L, risk matrix stress report, risk Greek reports and volatility relationship reports etc. Test newer versions of Murex and Murex components and their P&L impact.

oInvestigate Murex issues, analyze and identify root causes and resolve the problems in a fast paced trading environment. Issues such as various Murex configurations on pricing, interest rate curves and their impact on P&L;

oSupport FX Option traders in their daily trading activities on trading floor. Support Middle Office, Back Office in their end of day trade processing, valuation and trade queries. Perform various administrative tasks, design user access levels for new trading entities.

oDesign tools to optimize workflows; such as tools that automate large number of trades import into Murex using MxML, tools that assist traders to analyze volatility relationship in exotic option trades and tools that compare Murex simulation results.

Design and implement market data retrieval process for the trading system using Java and Perl

Support and implement daily End of Day trade processing, extraction and valuation process using Java, Perl, and Shell script.

Global Fixed Income Technology, Citigroup

New York City, NY

FX Front Office – FX Analytics &

Smith Barney Asset Management

May 2003 – Aug2006

SENIOR PROGRAMMER ANALYST

Support the Value Added Services & Products team to provide technical solutions. Eg, update database for missing currency rate; performance tuning for WebLogic etc.

Maintain and support FX Analytical applications for Risk Management and Portfolio Hedge Strategy using EJB 2.0, JMS, Corba and WebLogic. Applications includes: Dynamic Backtesting, VaR, Corporate Risk Optimizer, CitiFX Flows.

Automated the data collection process which allows Hedge Fund managers to enter their performance and fee information. Designed the database in DB2 and developed the Web Portal using Struts, JRun 4.0, Java, Java Bean, XML and XSLT.

Developed and enhanced the web based Smith Barney Private Client Managed Accounts Opening System to support new business initiatives using Struts, JRun 4.0, Java, Java Bean, XML, XSLT and JavaScript, XHTML.

Maintained Portfolio Designer System which optimizes asset allocation for Smith Barney’s Financial Consultants.

Goldman Sachs Group

New York City, NY

Private Wealth Management

May 1999 – March 2003

APPLICATION DEVELOPER

Developed system to generate monthly statements for GS private clients using Sybase 11, Perl 5.004, Java 1.3, and JDBC 2.0 on Sun Solaris. Worked closely with Client Service analysts to understand the Trade and Settlement processing; implemented stored procedures in Sybase; engaged in database performance tuning to improve throughput.

Maintained and enhanced Perl client/server network layer that sets up TCP socket connection. Improved the security measure by implementing IP filtering code to prevent unrecognized IP address from accessing client statements.

Implemented functionalities to support new business initiatives for the statement retrieval Server used by PWM Client Web and internal users on Sun Solaris 2.6, using Sybase 11, PERL 5.004, XML.

Designed and developed production queuing system to automate the monthly statement generation process in Java 1.3, JDBC 2.0 and Sybase 11. Implemented store procedures.

Developed numerous new functions for Client Reporting Web site using CGI, Perl, JavaScript, and HTML with Sybase backend. Wrote numerous store procedures.

EDUCATION

BACHELOR OF APPLIED SCIENCE AND ENGINEERING IN INDUSTRIAL ENGINEERING AND INFORMATION SYSTEM

University of Toronto, Toronto, Canada

REFERENCE

Available upon Request

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