Sql Server Developer

COLIN HUANG

**** **** *** **, ***********, MN ***14

Tel: 612-***-****; E-mail: ********@***.***

EDUCATION

University of Minnesota, Twin Cities Expected May 2014

M.S. of Financial Mathematics (3.6/4.0)

Beijing University of Posts and Telecommunications (BUPT) 07/2012

B.S., Telecommunications Engineering (3.7/4.0)

EXPERIENCE

DerivActiv LLC, Quantitative Developer Mpls, MN 3/2013-6/2013, 9/2013-present

Enhancing fixed income knowledge and software development skills by:

Building C++ pricing library from scratch in a team

Extending the C++ library to Excel application

Successfully pricing bonds, cap/floors and swap/swaption using the system.

Open Access Technology (OATI) Software Developer Intern Mpls, MN 6/2013-9/2013

Improved analytical and implementation skills:

Implemented exotic option valuations using numerical algorithms in C# & Silverlight

Drafted implementation workflows for Standard Portfolio Analysis of Risk

Queried financial data using SQL Server and validated computation results

CME Group Project University of Minnesota 4/2013-4/2013

Gained modeling and calibration skills:

Calibrated Gatheral volatility model using option market data

Modeled American option prices by mixing Whaley model and Gatheral volatilities

Eliminated arbitrage opportunities using the new pricing strategy

University of Minnesota, Quantitative Finance Tutor 3/2013-12/2013

Built strong communication and organizational skills:

Coached master level student-athletes on stochastic calculus and option pricing

Evaluated students’ performance and adjusted teaching strategies

University Trading Challenge-New York Team Member 10/2012-11/2012

Fostered trading intuitions and improved hedging skills:

Analyzed stock and futures prices and made appropriate trading decisions

Hedged oil company’s risk with futures and collars in a case study setting

GF Securities Ltd. Co., Guangdong, China, Analyst Assistant Intern 07/2011-09/2011

Developed strong analytical and communication skills:

Analyzed PE ratio of stocks and effect of government policy on stock market

Coached nearly 100 clients on opening accounts and using the trading software

COMPUTER SKILLS

Experienced: C++, C#, Matlab, Java, MS Office Suite; Basic: SQL Server, VBA

ACTIVITIES AND AWARDS

Strong academic achievements and deep commitment/passion for working with people.

Second-Class Prize Scholarship holder 2009,2010,2011

Volunteer teacher Pingxiwangfu Baimiao Primary School - Beijing, 07/2009

Volunteer - Explained films for blind senior citizens - Beijing 07/2010

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