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Data Engineering

Location:
United States
Salary:
50k
Posted:
September 30, 2015

Contact this candidate

Resume:

LIKUN QIN

ڊ****forest.***

Pavonia

Ave,

Jersey

City,

NJ ڊ

07306(201 637- ***@*****.*** Summary

Ø Extensive experience in BI suite using integration services (SSIS) for ETL (Extraction, Transformation & Loading) and reporting

services

(SSRS)

for

creating

different

types

of

reports Ø Excellent knowledge in creating

Databases, Tables, Stored Procedure,

DDL/DML Triggers, Views,

User defined functions and

Indexes

using

T- SQL

Ø Comprehensive

knowledge

of

financial

engineering

principles

and

complex

financial

instruments Ø Ability

to

model

portfolios

and

financial

instruments

in

Python Ø Strong

quantitative

skills

with

good

understanding

of

mathematics,

probability

and

statistics Ø Proficiency

in

Python,

R

and

SQL

and

strong

knowledge

of

MS

Suite

including

Word,

PowerPoint

and

Excel Ø Ability

to

multi- task,

work

under

pressure

and

meet

deadlines Ø Willingness

to

thrive

on

challenge

in

a

fast

paced,

dynamic

environment Skillset

T- SQL,

Python,

R,

T- SQL,

SSIS,

SSRS,

Excel,

VBA,

Word,

PowerPoint,

Bloomberg

terminal Project

Summary

Business Intelligence Developer Intern

First- Tek,

Piscataway,

NJ 05/2015

-

09/2015 Ø Created

Views,

Indexes,

Triggers,

Stored

procedures

and

User

Defined

Functions

in

SQL

Server. Ø Created

SSIS

Packages

for

import

and

export

of

data

between

MS

SQL

Server

database

and

others

like

XML

Files,

MS

Excel and

Flat

Files.

Ø Validated and modified the data using different Data Flow Transformations like Aggregate, Conditional Split, Lookup, Merge,

Merge

Join,

Multi- Cast,

Derived

Column,

Audit,

and

Data

Conversion

etc. Ø Created Drill Down, drill through, sub- reports using the

SQL

Server

Reporting Services SSRS as well as managed the subscription

of

these

reports.

Text Mining of News Data (Python pandas, urllib2, BeautifulSoup 4, TextBlob) Ø Fetched Thomson Reuters Crude News URLs using urllib2 library and pulled news data out of HTML files using BeautifulSoup 4. Ø Delivered crude intraday price data into an Excel spreadsheet by the Bloomberg Excel Add-in Ø Tokenized

every

news,

removed

the

stopwords

and

built

the

words

dictionary

of

these

news Ø Connected

the

crude

news

with

crude

price

by

same

date

time Ø Built

a

Overdetermined

System

and

got

every

words

score

by

OLS

method

(np.linalg.lstsq) Ø Classified

the

words

in

every

news

by

TextBlob.tags

and

chose

the

top

2

high

frequency

words

of

each

tag

as

the

abstract

of the

news

Ø Created

a

Naïve

Bayes

Classifier,

loaded

the

training

data

and

computed

the

accuracy

on

test

set Beta and transaction cost prediction by SVM (Python pandas, sklearn) Ø Got

equities

data

from

yahoo

by

DataReader

and

calculated

the

Beta

and

execution

cost

of

each

equity

based

on

regression analysis.

Ø Used support vector machine to predict the beta (sklearn library). The inputs were the monthly beta and monthly execution

cost,

the

target

was

next

month

monthly

beta. Ø Built

a

trading

strategy:

long

a

call

option

if

the

stock

has

a

higher

predicted

beta Financial

Analyst

intern

Thompson

&

Company,

LLC,

New

York,

US 05/2014

09/2014 Ø Build

up

financial

models

by

Excel

to

develop

financial

projection

and

valuation. Ø Design

customized

debt

and

equity

financing

solution

for

clients,

and

prepare

private

placement

memorandum

(business plan,

executive

summary,

and

valuation

report)

and

presentation

slides. Ø Complete

industry

research

and

market

analysis,

and

provide

strategy- consulting

services

to

clients. Education

Stevens

Institute

of

Technology,

Hoboken,

NJ 09/2013

-

05/2015 Master

of

Science

in

Financial

Engineering GPA:

3.9/4.0 Nanjing

Normal

University,

Nanjing,

Jiangsu,

China 09/2009

-

07/2013 Bachelor

of

Science

in

Finance GPA:

82/100



Contact this candidate