Shifeng Lu

Cell: 646-***-**** Email: adz96y@r.postjobfree.com

Professional Qualifications

** ***** ** ********** ** analysis, design, implementation, testing of Client-Server, Distributed, Multi-Threaded Application, Desktop Application, Web Application, and Web APIs etc. in Agile development practice.

Over 15 years’ with C#, ASP.net, MVC, Web, Web APIs and Services, HTML, CSS, XML, XSLT, Python, Entity Framework, Javascript, JQuery, Angular, Bootstrap, React, and LINQ etc.

20 years’ with C, C++, ATL, STL, COM, DCOM, COM+, Multi Threading applications.

25 years’ experience with SQL RDBMS and 2 years’ experience with NoSQL Couchbase and MongoDB.

25 years’ experience in Object Oriented Analysis/Design/Development with Design Patterns

25 years’ full life cycle development experience and End to End automation of large, scalable Systems

Experience with plug-ins using AggregateCatalog and CompositionContainer

Experience with ASP.NET Core Dependency Injection using built-in IoC container.

Experience with majority of the Design Patterns and SOA.

Experience with version control systems (Git, Mercurial, Svn etc.)

Experience with issue-tracking systems (Jira, FogBugz etc.)

Some experience with cloud hosting provider, Microsoft Azure.

Be able to mentor, manage, and serve in team leadership role

Professional Accomplishments

Transactis / Mastercard (Team Lead) Apr 2015 – Sept 2023

Actively engaged in all aspects of the BillerIQ, our electronic bill presentment and payment platform, including ideate, define, architect, implement, unit test, deploy, work with QA, Prod Support, and Customer Services etc.

Converted BillerIQ from ASP.NET Web Forms application to ASP.NET Core MVC.

Worked with infrastructure and reengineered projects so that databases can only be accessed from DB.Dormain and DB.Service in secured servers, RedisCache and other system resources etc. can only be accessed from required components.

Defined and implemented the initial IVR (Interactive Voice Response) website, which provides IVR REST API services for our external billers to authenticate, register accounts, load or retrieve invoices, and submit payments using phone.

Actively engaged in adding unit tests for all classes and maintained at least 95% test coverage rates.

Actively engaged in developing SiteIQ, which is used to configure and manage BillerIQ’s site setting such as ID, endpoint, and connection strings etc, to display or manage Features, Licenses for site, Partner, Biller, or role etc.

Worked on File Service which handles intelligent files import based on the file header, biller’s field mapping, and file type.

Worked on Email Service which generates and sends emails with retries from the job queue using template with variables.

Highly involved in the advanced integrations of Single Sign-On, Secure Hand-Off, APIs, Accounting System, Audit, Language Prompt, Logging, parallel and async processing, plug-ins and hundreds of Exago, PowerBI reports etc,

As the team’s security lead, manage, setup, and run Veracode Static, Dynamic, and Manual Scan for every release to find all flaws and fix them before release, make sure BillerIQ system meet all Compliance Requirements all the time.

Credit Suisse (Consultant / AVP) Aug 2009 – Feb 2015

Actively involved in all Margin Team’s projects and contributed to the entire software lifecycle including the following:

Define, architect, hands-on development, code reviews, testing, deployment, and documentation for core products etc

Extracted accounts, FX rates, interest rates, positions, balances, products, underliers, prices, adjustments, add-ons, and other market data information from upstream database servers including Oracle, Sybase, and client data files.

Calculated RISK factors, LMV, SMV, and margin requirement of each position (hedged or naked) using Offshort, RegT, Portfolio, Max Prime and Cross margining methodology and rule based hedging, stress test grid, and RISK scenario etc. strategies and generate margin calls which meet margin regulation.

Generated and published over 100 PDF, CSV, excel, and other kinds of reports

Created, enhanced, and maintained 5 web sites (1 for Prime Brokage, 1 for Private Banking, and 3 for WhatIfs ) for global clients and business users to view portfolio status and generate all kinds of reports using C#, ASP.net, MVC etc.

Implemented the in-house generic ETL service which extracts, transfers, and loads between delimited file, fixed-length file, excel file and data in SQL server, Sybase using only configurations.

Provide 2nd level 24X7 production support to the batch support team. Resolve any production issues and provide answers/solutions to any request from business users, batch support team, and the client.

Reval.com Inc. (Senior Financial Engineer) May 2007 – Jun 2009

Highly involved in design, implementation, and advancement of financial products in Analytics System (Back-End Business tier). Analytics is implemented completely in C++, STL, and ATL. It loads major market data and client customized curves into our system, implements Vanilla and most of Exotic style pricing models and strategies, calculates fair value, delta, gamma, theta, vega, and rho etc. for most kinds of trades and supports many sampling models and advanced statistics methods for effectiveness testing and risk managements etc. Currently, our Analytics system supports pricing, Mark to Market, and hedging of the following trade types:

1.Debt, Cancelable Debt, Currency, Energy, Metal, and Agricultural Exposure for Asset/Liability.

2.Swap, Cancelable Swap, Cap/Floor, Option, Swaption, FRA, and Future for Interest Rate Derivative.

3.Spot, Forward, Swap, Option, and Strip for Foreign Exchange Derivative.

4.Swap, Cap/Floor, Swaption, Future, Forward, ET, OTC Option for Energy, Metal, and Agricultural Derivatives.

5.Credit default swap and Credit default swaption for Credit derivative.

Actively involved in advancement of the new Front-End user interface (UI) using ASP.net C# VB.net, WPF, WCF, JavaScript, HTML, XHTML, CSS, DTD, XDR schemas, XML, XSL, XMLDOM, XMLHTTP, modal pages, templates, interfaces etc. It uses proxy and stub to communicate between client and server and has the ability to call functions in C++ COM+, VB COM, support synch / async processing etc.

Worked heavily with SQL server 2005 and 2008 Back-End (data tier)

Worked with fixed income, credit, IR, FX, Energy, Metals, and Agricultural derivatives

Fixed bugs and resolved issues found in the system.

Bowne INC. (Senior Developer, Team Lead, Technical advisor Nov 1995 – May 2007

Defined hardware, software, and requirements to meet the client’s need.

Defined processing architecture and development standards

Translated business requirements into function spec and technical spec

Managed development projects, estimated, and scoped development efforts

Designed, developed, maintained, and enhanced the major part of our End to End enterprise production automation system which serves 30+ clients, supports hundreds of projects, produces 80 millions of statements or over 1 trillion pages.

Programmer - Zyware System, New York, NY Jan 1993 – Oct 1995

Developed electronic rolodex, calendar, and appointment scheduling system etc using VB 3.0, VC 2.0, and VBX controls etc.

Instructor - Kingsborough Community College of CUNY Feb 1991 – Jun 1994

Taught Pre-calculus, Calculus, C and Pascal etc. mathematics or computer courses

Instructor - Fujian Normal University of China, China Sept 1984 – Mar 1988

Taught Calculus, advanced Calculus, Linear Algebra etc. Mathematics courses

Education

MS in Computer Science, City College of CUNY Feb 1992 - Jan 1993

PHD program in Mathematics, Graduate Center of CUNY Sept 1990 - Jan 1992

MS in Mathematics, Brooklyn College of CUNY Sept 1988 - Jan 1990

BS in Mathematics, Fujian Normal University of China Sept 1980 - Jun 1984

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