Software Engineer Qa

Contact

******@*****.***

www.linkedin.com/in/burky-chiang

(LinkedIn)

Top Skills

Software Development

Agile Methodologies

SQL

Burky Chiang

Python Developer - Finance Enthusiast - Software Engineer United States

Summary

15+ years experience with data management. This includes working with portfolio managers, to vendors, encryption, transformation, and presentation of data.

Specific skills include Unix, Windows, Python, Git, R, Perl, SQL, C, ClearCase/CVS, Autosys, scripting, Matlab, FactSet and Vision, Point, Front Arena, Netezza, Thomson MarketQA, MSCI Barra, ITG Specific implementation experience with Fact Sheets, Characteristics reporting, SDLC and Agile

Experience

Natixis Investment Managers

Consultant

September 2024 - Present (3 months)

Boston, Massachusetts, United States

Quality Assurance. Manual QA of factsheet generation process for Natixis' product line; also building an automated process to become self-sustainable. Involving verification of data on factsheets, checking tolerances of data. Checking data before and after generation of factsheets.

* familiarity with Seismic from Salesforce

* wrote Python code to compare Microsoft PowerPoint to an internal dataset

* tracking validation efforts using Jira

Arrowstreet Capital, Limited Partnership

QA Engineer

March 2018 - August 2024 (6 years 6 months)

Greater Boston Area

* SQL, Python, some AWS, Jira, Agile methodology

* experience with various sections of the investment process: universe, optimization, program trading, asset allocation

* Disaster Recovery management

* validation of new releases to internal applications (microservices) Page 1 of 5

* new releases deployed through CI/CD

Nasuni Corporation

Software Automation Engineer

July 2017 - March 2018 (9 months)

Greater Boston Area

Designed, configured, ran an automation test framework to test Nasuni’s cloud storage products. Tracked, resolved, bugs discovered and followed to resolution. Participated in test-writing, as well as enhancements, code reviews and test plan creation.

Fidelity Capital Markets

Algorithm Software Engineer

August 2016 - April 2017 (9 months)

Boston, MA 02110

Automation of software regression testing process for trading products; ranging from basic order fulfillment to more sophisticated strategies for seeking trading liquidity and trading confidentiality

Formulation of comprehensive test sets using pair-wise combinatorial method. In this case, test orders for the order entry system using FIX protocol. Results were reformatted using Python for the OMS.

Creation of a simulated order market, specifically for conditional orders to respond to the order management system (OMS) to fulfill orders including order state and route validation.

Knowledge in trading features such as conditional orders, liquidity algorithms, dark orders, internal trade crossing.

KX relational tables, FIX protocol, Fidelity specific products and technologies; Python scripts and Java programs used to assemble automated processes for regression testing, test generation, and validation KX is a sub-set of standard SQL for the KX product designed for real-time data retrieval. Order state and configuration information for the OMS is stored. Applied FIX protocol knowledge to interpret and to diagnose applications Python utilities written to manipulate data sets, and to extract data from SQL tables

State Street Global Advisors

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Application Data Architect

April 2004 - March 2016 (12 years)

Boston, MA 02111

Portfolio and Reference Data Maintenance: Daily process management of holdings and reference data uploads to internal databases for use portfolio managers. This included SLA support and analytical support where needed Managing Off-Shore Teams: Ensured support teams in Bangalore could perform their jobs and dealt with the more complex issues Analytics: Used platforms such as Barclays Point or FactSet. Supported business groups with reporting and calculation of indicators. Familiarity with risk modeling systems such as MSCI Barra and ITG

Characteristics: Created the analytical process for calculating portfolio characteristics used for factsheets sent to prospective and current clients Market Data: Responsible for day-to-day brokerage positions uploads to accounting systems including market data (Compustat, MSCI, IDC) for internal users through automated encrypted processes developed Reporting: SEC 13F/G Requires companies to report shares held at a certain threshold to the SEC. Managed data integrity of information used in reports. Web-enabled delivery. Many instrument types. Maintained liaisons with business reporting groups

Hedge Fund Support

Established the Front Arena initiative within Equity IT. Developed Python, SQL and proprietary Sungard scripts within Front Arena. Consulted and established an understanding of various portfolio manager’s hedge fund strategies, including alpha generation, trading processes, order flow Established the MarketQA environment from Thomson/Quantitative Analytics for the purposes of alpha generation for the U.S. Equity Market Neutral. Manage and maintained recommendations process to list suggested trades for the PM

Alpha Construction

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With in-house research groups and portfolio managers, including development of requirements documentation; scripting, Perl, Java, workflow development. Managed implementation of alphas from requirements to daily data generation; including interfacing with OMS systems and trading FAME Information Services

Senior Account Manager/Consultant

February 1996 - October 2003 (7 years 9 months)

Developed fixed income models in Matlab, Perl and C to discover arbitrage opportunities at Putnam. Worked closely with analysts to modify, correct, augment the model; discovered exceptions in bond picking algorithm. Extracted data from many sources: Muller, IDC, Compustat, etc. to build the models. Verified the data results matched the expected pricing of bonds being tracked.

Improved and designed better methodologies for more reliable feeds by writing utilities in Perl, consulting clients on data sources for their needs. Specifically, researching potential data errors in equity and fixed income feeds to models at Fidelity for quantitative analysts groups. Wrote C and Perl routines to automate much of the data integrity process, generating daily reports and answering specific queries of analysts. Specific projects include

(frank scanlon) researching global equity items for a search engine; (rich patterson) analysis of US Options data for portfolio “defense”; (rich moore) developed a dividend-based pricing model for European equities; (jay chang) priced US Options using the Black-Scholes method in order to classify options for a rules engine.

Presented possible software and data solutions to prospective clients and built prototypes in Perl and C to demonstrate feasibility. Went on-site to startup investment firms like Thinking Investments, Redwood, wrote routines to demonstrate feasibility of requests in C. Made presentation of results and answered specific concerns.

Leading Market Technologies

Application Designer

November 1994 - February 1996 (1 year 4 months)

An under $5 million dollar financial software company providing a unique graphical analytic methodology. The technology is based upon the DaDSP product made by DSP Corporation, a standard in the engineering field. APPLICATION DESIGNER (1995 – 1996)

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• Developed and wrote new Technical Charting modules for flagship software product.

• Managed new major release of software; accountable for the visual look- and-feel and some new functionality

SOFTWARE DEVELOPER (1994 – 1995)

• Rewrote modules and drivers for core product analytic engine for greate efficiency

• Responsible for software releases for the company in order to productionalize the process

CLIENT SUPPORT (1994 – 1995)

• Performed on-site installation, training, and technical support for product. Often met with clients to perform installation of software in order for client to resign contracts

Exa Corporation

Simulation Programmer

October 1993 - September 1994 (1 year)

Worked closely with a team of physicists in making physics concepts into functional software. Implemented new physics algorithms in software; pass it to a software group to implement into production code in a digital physics fluid CAD simulation workstation.

Education

Boston College Carroll School of Management

MBA, Finance · (1998 - 2001)

Carnegie Mellon University

BS, Electrical Engineering, Computer Engineering, Economics, Biomedical · (1986 - 1990)

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