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Computer Science Market Risk

Location:
Hoboken, NJ
Salary:
120000
Posted:
November 24, 2023

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Resume:

Aaron(Zezhen) Gong

Location: Jersey City, NJ Tel: 917-***-**** Email: ad1fgq@r.postjobfree.com

EDUCATION

New York Institute of Technology Master’s Degree in Computer Science 2017-2019

New York City, NY

Shandong University Bachelor’s Degree in Computer Science 2012-2016

Jinan, China

TECHNICAL SKILLS

Programming Languages Java, Python, JavaScript, C++ Operate Systems Linux, Unix, MacOS, Windows

Frameworks Spring Boot, Spring Frameworks, React, Node.js, Pandas, Hydra Technologies Micro Service, Kafka, Spring Security, Elastic Search, Pandas, NumPy, SciPy, Git Application Servers AWS, Eureka

Database Oracle 11g, MySQL, MongoDB

PROFESSIONAL EXPERIENCE

JP-Morgan Chase & Co Jersey City, New Jersey

Quantitative Research Associate Dec 2021 - Current Market Risk Quantitative Research(MRQR)

Responsibility

Implemented new and maintain existing components of the time series analytics framework in Python.

Developed and enhance a robust Data Quality Program(DQP) infrastructure for VaR market data time series.

Industrialized and automate the DQP production process used for time series management performed by time series analysts on the team.

Created, maintained and enhanced APIs and statistical tools for time series management and visualization by using React and JavaScript.

Developed and delivered quantitative tools, and supported analytics by using Java and Spring.

Conducted research on next-generation outlier detection and missing data imputation methodologies.

Created unit and end-to-end implementation testing.

Performed UAT of other platforms developed within the Market Risk infrastructure including big data.

Liaised and collaborated with various functions including peer MRQR Product Specialists, Market Risk Coverage and Technology partners.

Build the application server on Linux.

Environment & Technology

Python2/3, NumPy, SciPy, Computer Algorithms, Pandas, VaR, Monte-Carlo based models. Java, Spring, Micro services, JavaScript, React, C++, Linux, Git eBay San Jose, California

Full-Stack Developer May 2021 – Dec2021

Working Capital Platform

Project Description

eBay is building a partner loan platform, integrated with managed payments, to offer working capital loans to Business and Professional C2C sellers. These loans will be authentically eBay that the payback will come from a percentage of seller’s eBay sales volume. The platform will also provide the ability for partners to offer incentives to offer incentives for loan funds to be re-invested into their eBay business.

Responsibility

Independently developed the initialization of loan product, including the POJOs and APIs creation, J-Unit tests creation by using java and Spring Boot.

Developed Pre-qualification system. The system will help client to qualify the business partner. Including the APIs building and JavaScript developing.

Developed marketing campaign batches. It is very important that eBay needs to know the marketing batches of the project. I created the APIs and a lot of request and response building, and also use the Kafka technology.

Developed the Cash advance with repayments percentage of sales by using the Elastic Search and restful API. It is developed by using Python.

Environment

Git, Java5/8/11/16, Spring Boot 2, Micro services, Restful API, MongoDB, Kafka, Spring Security, Python, JavaScript, Elastic Search, Node.js, React PayPal Princeton, New Jersey

Full-Stack Developer Aug 2019- May 2021

Project 1: System for Cross-domain Identity Management Project Description

The System for Cross-domain Identity Management (SCIM) specification is designed to make managing user identities in cloud-based applications and services easier. The Specification suite seeks to build upon experience with existing schema and deployments, placing specific emphasis on simplicity of development and integration, while applying existing authentication, authorization, and privacy models. Its intent is to reduce the cost and complexity of user management operations by providing a common user schema and extension model, as well as binding documents to provide patterns for exchanging this schema using standard protocols. In essence: make it fast, cheap, and easy to move users in to, out of, and around the cloud. Responsibility

Example Group

Participated in the definitions of groups. Groups are used to model the organizational structure of provisioned resources.

Operations

Participated in developing the manipulation of resources. Developed the REST API with a rich but simple set of operations in SCIM. Those Rest API support everything from patching a specific attribute on a specific user to doing massive bulk updates by using Java.

Discovery

Developed three end points to discover supported features and specific attribute details to simplify interoperability.

Create/Get Request/Response

Participated in developing creation of HTTP POST requests and response. Participated in developing creation of responses by sending HTTP GET requests to the desired resource end point. It is developed by Java, Spring, JavaScript and React.

Filter Request/Response

Developed the Filter Request and Response. In addition to getting single Resource it is possible to fetch sets of Resources by querying the Resource end point without the ID of a specific Resource.

Code Test

Wrote Unit tests code for any feature I worked on and try to improve the test coverage wherever possible. Project 2: Security Token Service

Project Description

A security token service(STS) is the service component that builds, signs, and issues security tokens. STS is a REST based web services which contains a set of headless APIs that are meant to provide one standard service for authentication and authorization for all PayPal products.

Responsibility

Developed the STS APIs for different scenarios in PayPal API Integration. It is developed by using Java and Python.

Wrote Unit tests and Functional tests in IntelliJ and other IDEs.

Used Java and Spring to build front end web page.

Used MongoDB to build the database.

Participate in all stages of Software Development Life Cycle including requirements gathering, system analysis, system development, unit testing and performance testing.

Developed Web application front-end design and implementable code based on review of requirements and interaction with the UX designer, PM, and the development team.

Developed dynamic client-side codes to build web forms and simulate process for web application, page navigation, and form validation using React and JavaScript.

Reviewed existing Web Applications for UI and usability improvements and work with team to implement.

Used GIT as version control system for the project.

Designed mapping between relational database tables and object oriented Java objects using Hibernate. Environment

Git, Java8/11, Python, JavaScript, Spring Boot 2, Micro services, Restful API, MongoDB, HTML, Kafka, Spring Security, JUnit, Mockito,Elastic Search



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