Software Engineer C++

DONG HE

Software Engineer ************@*****.***, Tel: 718-***-****

**** *********** ****, ******* *****, NY 11364

Software professional with a strong mathematics background and expertise in design, implementation, testing, debugging of high frequency/low latency electronic equity trading applications and relevant analysis tools with C/C++, Python in UNIX/Linux. Strong project management experience. Skilled in communicating with management and business staff who write project requirement documents to make sure everything is clear and understood, and there are no conflicts with existing logics. Coordinate programming team to make sure coding/testing progress meets the project deadline. Provide technical support directly to clients.

WORK EXPERIENCE

Bloomberg April 2023 – Nov. 2024

Software Engineer

Worked with Bloomberg Asset and Investment Manager (AIM) for Linux migration of functions, which delivers global, multi-asset solutions for front-end portfolio, trading, and middle & back-office operations for buy-side institutions, hedge funds, and proprietary trading desks.

●Created a proxy task for BDS (Bloomberg Decision Support), which allows client to generate trade ideas based on a portfolio's composition relative to a model or benchmark. BDS called some legacy libs with complicated dependence. The proxy task caged those libs calls to easy Linux migration. Implemented a script for bulk order testing (C++, JavaScript, Python, Fortran, Github, CMake)

●Got involved in building new libs/transferring old libs for POMS (Portfolio Order Management System) (C++, Fortran, Python, Fortran, CMake, Github)

Bank of America, Apr 2022 – Jan 2023

Software Developer with Prime Brokage Margin & Risk Management team

•Suppress Non Prime Brokage records for downstream clients. The Margin & Risk Management engine get input from different components of Bank of America, some kind of outputs are not supposed to send down to clients. The challenge is to find out which downstream components are affected and come up with a good design such that the filtering criteria is configurable. (QzDev, Python)

•APL – Approved Product List. Everyday there are several tens of thousands of contracts which types are not approved; this project is to create a central tool to monitor/report the non-approved product types (QzDev, Python, SQL, Hadoop)

SMBC (Sumitomo Mitsui Banking Corporation) Mar 2021 – Feb 2022

Senior Developer

●Day-to-day production support (CA Autosys, MS Visual Studio, MS SQL Server Management Studio)

●Regulatory Initial Margin Requirements Phase 5 (C/C++, MS Visual Studio, BitBucket)

Bloomberg Feb 2020 – Feb 2021

Software Engineer

Worked with Bloomberg Global Data Contributions and Exchange Entitlement System team for Linux migration of functions which allows data providers to maintain and enforce market data access control to Bloomberg clients. Data providers can set entitlements to provide privileges to their clients. As a result, their client can access data through Bloomberg terminal and/or various Bloomberg enterprise products.

●EID (Entitlement Identifier Function), used to search & management screen used to look up Entitlement Identifiers, and manage the attributes of existing IDs. Rewrite database access lib and change the GUI code accordingly. (C++, SQL, JavaScript, Python, Fortran, Github)

●Rewrite backend tasks to run in the linux environment for NFPV(Privilege Administration Function), which allows users to add and modify data privileges for their clients, and control who can view data. (C++, Python, JavaScript, Fortran, Github, Bloomberg proprietary tools)

Bank of America Apr 2019 – Dec 2019

Software Developer

●Supported QzGov (proprietary trading management system) automation for CPM, enabling the system to send emails at a particular time and to retrieve information from Quartz Governance DB.

●Coordinated among several parties on (Python) P3.7 Adoption. Migrated projects from Python 2.7 to Python 3.7

Morgan Stanley Sep 2016 – Apr 2019

Software Developer

●Worked with team responsible for Fixed Income Division to maintain intraday interest rate risk monitor. Main programming language was C++, also some Python, Perl, etc.

●Changed Start of Day curves using T + 0, instead of T – 1

●Realized resource-saving opportunity of importing SOD (Start of Day) risk from RICE (another MS system), instead of calculating by itself

Goldman Sachs Sep 2015 - Jun 2016

Senior Developer

●Modified CFTC Large Trader Reporting logic to generate backfill (historic) LTR requested by U. S. regulators. Used SecDB and Slang, proprietary programming language like Python.

●Modified DSP (Business Rule Engine) to serve Asian and EMEA regions, in addition to the previous American region. (Java, Maven, Apache Zookeeper).

Choice Logistics, Senior Programmer Jan 2013 - Sep 2015

●Created Vendor Tracking Service. Provided delivery (truck driver) real time location on map to client. (GSOAP, SQL, C/C++, Python).

●Provided item sequence # for a client. Integrate parts tracking system with existing business logic (C/C++, SQL).

●Created middleware to connect inventory management system with defective parts application (C/C++, SQL)

●Enhancement of Transportation Management System. Added functionality on UNIX side to get web-service from SQL (Windows side) directly, instead of through a middleware. (GSOAP, C/C++).

●Created in-bound Receipts System that streamlines warehouse in-bound handling. (C/C++, SQL, Python).

Cognizant Technology Solutions

Senior Architect, Consultant at Credit Suisse Jan 2012 - Sep 2012

●Maintenance exchange connection & order/execution handler applications (C++, FIX, Python, Perl).

●Enhancement of PRISM (Credit Suisse Market Data System) and Mercury (Exchange Connectivity System) to support Inter Commodity Spread and Crack Spread in ICE. (C++, FIX).

●Additional Session Manager Instances for MFE/CFE. Balance load and provide backup at different locations (in New York office and Princeton office). (Scripts, FIX, Python, Perl).

Bloomberg L.P. 2000 – 2011

Senior Software Analyst/Developer

●Smart Order Algorithmic Routing (SOAR) for the European marketplace. This enhances multi-routing capabilities by creating intelligent sweep tools that allow traders to control their aggressiveness when taking liquidity from single or multiple liquidity sources. (C++/STL, C, DB2, TCP/IP, FIX)

●Random Display Percentage, enabling users to generate random display quantities within a minimum/maximum range based on display quantity initially specified. Each time, display amount is depleted and refreshed. (C/C++, STL)

●Contingent Server. It manages the handling of events. One heavily requested function which will utilize this contingent server is an event driven order for the purposes of a stop/stop loss orders. (C++/STL, DB2, TCP/IP)

●Strategy Analyzer (Algorithm Trading). Enables clients to receive strategy recommendations based on a series of parameters, allowing pre-trade analysis and the offer of the best strategies to suit a trader’s needs. (C/C++, Fortran, DB2)

EDUCATION & TECHNICAL SKILLS

Brooklyn College of CUNY, New York. M.S. in Computer Science, GPA:3.75/4.00

Brooklyn College of CUNY, New York, M.S. in Physics, GPA:3.46/4.00

Peking University, China, B. S. in Physics. GPA: 88/100

•Platform: Unix/Linux.

•Programming Languages: C/C++, Multi-thread Programming, SQL, UNIX shell script, Python, Assembly.

•Socket programming: TCP, UDP/IP, Multicast.

•Github, JIRA, Jenkins, CA Autosys

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