C/C++,QT,HTML/CSS, R

SHUOYU MAO

*** ******** ***, ***.

Union City, NJ 07087

201-***-****

*******.******@*****.***

OBJECTIVE Seeking a full-time position for Software Engineer. EDUCATION Stevens Institute of Technology, Hoboken, NJ 08/2013-05/2015 Master of Science in Financial Engineering

Course: Stochastic Calculus for Financial Engineers, Pricing and Hedging C++ Design Pattern and Derivatives Pricing.

GPA 3.6/4.0

Anqing Normal University, Anqing, Anhui, China 09/2009-07/2013 Bachelor of Mathematics & Computation Sciences

Course: Data Structure and algorithm, Advanced Algebra, Mathematical Analysis, Numeric Analysis, Discrete Mathematics, C++ Programming language. GPA 3.5/4.0

SKILLS Languages: C++07, C++ 11(Proficient), C, R, HTML, CSS, XML,SQL Application: Qt, MySQL, Git, Visual Studio 2010/2013, R Studio, Bloomberg Operating System: Windows, Ubuntu Linux.

EXPERIENCES Hanlon Financial System Lab, Stevens Institute of Technology, Hoboken, NJ Software Developer 02/2015-05/2015

Implemented Trading Strategies and Design Graphical User Interface (GUI). Environment: Qt, C++, STL, Boost, Multi-threading, Linux.

Created GUI for the client side Stevens High frequency trading (sHiFT) system.

Built trading algorithm framework managing all trading strategies in system.

Implemented Mean-reverting and pairs trading strategy and integrated these two strategies into sHiFT system.

Business analyst in Electronic Bank Centre, Industrial and Commercial Bank of China 06/2012-09/2012

Retrieved data from MySQL and analyzed customers’ monetary deposit using R to identify which banks in fives provinces of China are widely used. PROJECTS Stevens Institute of Technology, Hoboken, NJ, Fall 2014. Hedging Strategy Implementation.

Environment: C++, STL, Boost, Bloomberg API, Visual Studio 2013

Implemented hedging strategy, such as Butterfly, Box, Bull, Bear, Calendar, Straddle and Strangle. Based on design pattern principle using C++ allowing user to choose 1 out of seven strategies according to market status to make profit Stevens Institute of Technology, Hoboken, NJ, Spring 2014. Application of numeric methods for option pricing. Environment: C++, STL, Boost, Visual Studio 2013

Implemented options pricing models such as binomial tree, trinomial tree, finite difference method, implicit finite difference method and Monte Carlo simulation

Contact this candidate