Technical Support Sales

RESUME

PERSONAL PARTICULARS

Name: William Hau

Contact Number 1-929-***-****

Year born: 1974

Email: **********@*****.***

Status: US Permanent Resident

WORK EXPERIENCE

Jun 10 – present BNP Paribas, New York (Jan 15 – present)

Senior Application Support Analyst, Customized Index

Provide 1st and 2nd level technical support to Global Market EQD Trading desk. Investigate any publication failure caused by corporate action, changing of index compositions or market data. Developed Python tools on automating the daily monitoring process. Collect user requirement from structuring team in NY and liaise with developers located in Paris.

BNP Paribas, Hong Kong (Jun 10 – Dec 14)

Senior System Support Analyst, Equities Derivatives

Developed system monitoring application using Python. Supported Python derivative pricing server. Collected user requirements on Java Risk management systems from equity derivative traders and customized the applications to meeting the need of Hong Kong office.

Jul 08 – Jun 10 Derivtech www.derivtech.com, Shenzhen and Shanghai, China

Developed backtesting application on long-short algorithm trading and correlation strategy. Performed time series analysis in Asia stock market. Implemented option calculators and option strategy analysis applications using QuantLib library and Java.

Mar 06 – Jul 08 Commerzbank, Hong Kong

Trader, Asia Pacific

Managed Japan single stock option book and Hong Kong option book. Monitored Delta, Gamma and Vega positions. Priced structure products (ELN and barrier option) for private bank clients.

Jan 01 – Nov 05 Credit Suisse First Boston, Tokyo and Hong Kong

Trader, Japan OTC Equity Desk, Tokyo (Mar 04 – Nov 05)

(Relocated from Hong Kong to Japan from Mar 05)

Managed Japan delta one book. Partnered with quantitative team to investigate the stock price impact during index rebalancing. Provided requirement programming trading team to implement special algorithm executing large orders in illiquid stock

AVP, Derivatives IT, Hong Kong (Jan 01 – Feb 04)

Developed a new risk management system for convertible bonds desk using Java. Enhanced equity linked note pricing system uploading quote to the third party information provider. Collected users requirement and proposed a solution to enhance existing risk management system

Jun 00 – Jan 01 Calyon, Credit Agricole Group, Hong Kong

Application Developer

Developed data warehouse on equity valuation system using Active Server Page and Microsoft On-Line Analytical Processing tools. Designed and developed charting tools using Java. Implemented automatic email sending service in Windows 2000 using Visual C++

Mar 99 – May 00 PCCW, Hong Kong

Senior Programmer

Worked in an external project team providing integrated application solution to government and banking clients. Partnered with overseas vendors to provide three-tier solution for online banking business.

Jul 97 - Mar 99 Jefferies, Hong Kong

Programmer

Developed convertible bond research system. Implemented binomial option model and convertible bond model using C. Developed convertible bond research system using Visual Basic.

COMPETITION

2011 Kaggle Competition – worldwide machine learning competition

www.kaggle.com

Obtained Kaggle Expert status and ranked 680 out of 50,000 after joined for eight months.

QUALIFICATION

Professional & Industry

2005 Japan Securities Dealers Association

Class-1 Sales Registered Representative (JA0139196)

Class-2 Sales Registered Representative

2004 Securities and Futures Commission of Hong Kong

Representative, Dealing in Securities (CE#: AKY952)

2002 CFA charterholder

by The Association for Investment Management and Research

Academic

2011 Master of Laws in Corporate and Finance Law

by The University of Hong Kong

2005 Master of Financial Engineering

by The University of Hong Kong

1997 Bachelor of Engineering in Electronic Engineering

by The Hong Kong University of Science & Technology

Technical

2001 Sun Microsystems

Sun Certified Programmer for the Java 2 Platform

Oracle Corporation

Oracle8i Certified Database Administrator

TECHNICAL SKILLS

Programming Language: Java (7 years), Python (3 years), C (1 years)

Programming Tools: Eclipse, Spyder, Ant

Java Framework: Spring

Database: Oracle, MS SQL

Web programming: Java Servlet, JSP, JavaScript, AJAX

Software development process: Agile, Jira, subversion

Application Sever: Tomcat, Apache

Operating system: MS Windows, Linux

Machine Learning: Scikit-learn, Keras+theano, libFFM

Financial Application: Bloomberg, Reuters, Quantlib

Mobile programming : Android, IPhone Objective-C

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