Desk Strategist2015 - 2016Morgan Stanley
Technologies: C++, Python, Visual Basic for Applications (VBA), Java, C#
- Developed, maintained, and enhanced pricing models, custom indices, and other tools.
- Supported traders and sales.
- Developed several Excel tools and add-ins to be used by sales and traders.
RAD Developer2014 - 2015HSBC
Technologies: Visual Basic for Applications (VBA), C#
- Developed risk management and monitoring applications.
- Developed risk reporting tools (Excel add-ins) to generate risk management reports for trading desks.
Server-side Developer2012 - 2014Meta Notions
Technologies: Azure, C++, C#
- Created the core part of a financial application using C#.
- Implemented in-memory data indexing using advanced data structures.
- Wrote a query execution planning algorithm.
- Supported the Windows Azure platform.
- Created the back-testing and simulation engine.
Research Intern2009 - 2009Microsoft Research Asia
Technologies: Windows Kernel Drivers, C++
- Conducted research on Windows Kernel performance for event dispatching.
- Developed performance monitoring tools for internal Windows activities such as context switches, page faults, waiting chains, and more.
- Used C++ as the primary language, with MFC used for creating the GUI. Used a detour framework for API hooking.
- Used the Windows Driver Kit for creating a Kernel-Mode Driver for tracing.