Edward C. Liu
(609) 275-5629
edwick@macconnect.com


GOAL: A technically challenging role that will provide demonstrable value to the firm while allowing for continuing growth and education in professional and technical dimensions.


Technical Skills

Programming Languages/Systems

  • Python (up to 2.7, exposure to 3.0)

  • Java (up to v1.6)

  • Oracle/Sybase/JDBC

  • SQL

  • Sybase (up to v.12.x)

  • TIBCO

  • C/C++

  • Java Swing/AWT

Operating Systems

  • Linux

  • Solaris

  • MacOS 9.x and X 10.x

  • Windows XP/7

  • NeXTStep


Work Experience

J.P. Morgan Chase
Credit Portfolio Group Technology

Vice President

Brooklyn, NY
November 2013 - Present

Application Developer Lead for Gauss, a system to compute counterparty credit risk for derivatives trades using a Monte Carlo simulation engine.
LANGUAGES/TOOLS: Python 2.6/2.7, Oracle database using cx_Oracle library, home-grown large-scale workflow server and distributed business processing layers., PyCharm IDEs

  • Improvement of Futures and Options workflow to calculate Basel exposure values, leveraging existing frameworks for new financial models.

  • Full development of Securities trades workflow, combining scale of OTC trading (2.7 million trade processing) with workflow model of Futures & Options.

  • Established technical standards and practices for F&O/Securities development team based in “Clean Code” and Agile software development principles.

  • API for uniquely identifying instruments in securities trades.

  • “Gauss Grand Rounds” learning initiative to improve development processing.

  • Expansion of training programs to improve code quality and software development methodologies.

  • Development of Test-Driven Development frameworks and modules to add TDD to existing codebase, including mockup databases and external services. Took responsibility for training developers on TDD in general and TDD for use in Gauss.

BNP Paribas
Prime Brokerage Technology

Vice President

Jersey City, NJ
September 2007 – November 2013

Senior technical architect/Java applications developer for equity prime brokerage software division. Formerly with Bank of America (September 2007 - October 2008).
LANGUAGES/TOOLS: Java 1.6, JDBC, Oracle 11 database, Sybase 11, GigaSpaces, Python.

  • Developed internal object-modeling code generation tool using Python. Supports multiple languages (Java, C#, C++, SQL, XML), with built-in support for other programming languages or generic pattern substitutions. Later expansions to support multiple database platforms. Code Generator files enable arbitrary overrides of individual blocks in files, down to overriding implementation for specific data members.

  • Design of programming API for new, multi-developer equity prime brokerage project within Bank of America GCIB division, migrated to BNP Paribas. API extended for use across multiple projects, GWT/GXT GUI implementations, XML generators and parsers for all businesss objects, and web service deployments. Secondary expansion to migrate from Java 1.4 to 1.6 and Java Generics-based implementation with minimal impact to existing codebase.

  • Selected appropriate technology to support all new development, and established new coding and technical standards, including GigaSpaces, Java, JDBC, Spring, Python/Jython.

  • Design and implementation of common audit trail functionality for all objects to allow easy display of complete object change history and easy rollback to earlier versions.

  • CodeGenerator-driven flat-file loader framework, supporting clean generation of Spring Batch or home-grown jobs to import file data to database table. Later expansion to provide Oracle and Sybase-specific batch optimizations seamlessly to import jobs. Home-grown implementations showed 15-30% performance improvement over native Spring Batch implementation in early benchmarking, while updating batch writer methods to use Java Generics for cleaner implementation and data type safety.

  • Object-oriented modeling, design, and implementation of ProductMaster project. Flat file vendor feeds (Retuers, Bloomberg, internal) merged internally to produce combined static product data for multiple asset classes (equity, bond, option, future, warrant, preferred, fund, index).

  • Design and implementation of common object override functionality to force specific data columns to remain constant, enabling arbitrary overrides of vendor data updates due to business requirement mandates.

  • Linking of product pricing data from multiple sources, for multiple regions. Price hierarchy implementation for specific groups to use different pricing rules from each other.

  • Import of volume/volatility data from Bloomberg feed, with additional support for product identifier/exchange overrides.

  • Internationalization of Prime Brokerage (IPB) equity derivatives platform for single unified global database system. Imports of position and transaction feeds from multiple geographic regions (through flat file, direct database connect, TIBCO listener), and translation to common object model.

  • Downstream IPB feeds using web services, Java API access, direct database reporting, and TIBCO sender.

  • Enhancement to ProductMaster for support of select equity derivative products (with pricing) for IPB platform.

  • Technical team leader for legacy swaps application supporting US, European, and Asian clients. Migration plan from Visual C++/Windows GUI to Java-based/web interface implementation while retaining underlying data model.

Lehman Brothers

Assistant Vice President

Jersey City, NJ
April 2001 - September 2007

Acting team leader and senior technical architect/Java applications developer for DeltaOne Equity Swaps/Synthetic Derivatives application.
LANGUAGES/TOOLS: Java 1.4.2, Swing/AWT, Sybase 12.1 database, BEA WebLogic Server 8.1 with EJB.

  • Requirements gathering and design for entirely new system and business line.

  • Team subject-matter expert on AWT/Swing components.

  • Developed wrappers for all Swing components for greater flexibility and control, including auto-completing JComboBox and JTable supporting multi-column sorting, column re-arrangement, searching, and grouped column headers.

  • Developed main DeltaOne application for middle-office and front-office users as Swing application.

  • Client-server design using WebLogic/EJBs for database connection pooling and application distribution.

  • Implementation of core swap calculation algorithms, and adaptations for supporting New York, London, and Asia business models.

  • Sybase programming through JDBC and SQL.

  • Development of Sybase stored procedures for optimization and external interfaces.

  • Batch job creation and support via Autosys.

  • Assisted in development of public Java API to Global Products data for DeltaOne and Equity Finance group.

  • Release and build coordinator for weekly release schedule. Implemented and documented first release process in Equity Finance group.

  • On-going global support of application internationally.

  • Technical lead position responsible for supervision and training of 3 junior programmers working on multiple features within the project.

  • Currently serving as acting team leader, responsible for management of 10 programmers and overall project management.

  • Current project size: 1.2 million lines of source code.

AppliedTheory Corporation
(acquired by NaviSite)

Senior Software Engineer

New York, NY
April 1997 - April 2001

Internet and intranet applications developer for a wide variety of clients and industries.
LANGUAGES/TOOLS: Python, C, ColdFusion, Java, Perl, Oracle, Solaris, proprietary tools, basic UNIX socket programming, Microsoft Access, Visual C++.

  • HedgeWorld (1998 - 2001): Financial site for hedge fund investors. Technical project leader responsible for requirements gathering and interpretation, data and system architecture, and site development. Managed 5 programmers implementing multiple, interconnected features and implemented several key features of the site including search and statistical calculations. Oversaw conversion from C-based CGIs to Python for key portions of the site.

  • Minority Hiring Network (2000): Job hunting site for college students and employers in a team of 8 programmers and 1 HTML designer.

  • Nassau Asset Management (2000): Inventory site for an asset repossession and liquidation company. Single-developer project for public and administrative tools working within pre-existing website design.

  • Welch Allyn On-line Filebox (1998): Single developer corporate intranet application for file-sharing between employees and select vendors.

  • Grant Thornton International (1998): Corporate intranet application to manage user accounts for global constituency. Designed and implemented entire site.

  • Department of Education (1997 - 1998): Java web application to dynamically generate on-line grant forms with built-in calculation and data validation from flat-text specifications files.

  • Mutual of New York Life Insurance (1997 - 1998): Corporate application for insurance agents in Latin America to upload and process applications via the Internet. Designed and implemented entire system, with Windows DLL pulling insurance applications (with GIF file signatures) from Microsoft Access to a web-enabled database.

Bellcore (now Telcordia)

Software Engineer

Piscataway, NJ
June 1992 - April 1997

  • NMA/EG (1994 - 1997): Telephone network administration GUI. Wrote client code and user interface to monitor and track network problems in X Windows environment. Technical coordinator for 8 programmers on 150,000 lines of source code. Served as principal liaison between technical staff and sales/management. Juggler-in-residence 1995-1997.
    LANGUAGES/TOOLS: C, C++, X Windows, SunOS 4.3, Solaris 2.x, AIX 3.2.4/4.1.4, X/Motif.

  • Information Technology Center (1993 - 1994): Managed porting of internal UNIX tools from SunOS to Solaris. Responsible for maintenance, enhancement, and customer support of proprietary UNIX network printing system.
    LANGUAGES/TOOLS: C, C++, SunOS 4.1.3, Solaris 2.3


Education

Carnegie-Mellon University

M.S. Information Networking

September 1992 - October 1993

Relevant coursework: Database Design and Implementation, Distributed Systems, Human-Computer Interaction, Circuit/ Packet Switching.
MASTER'S THESIS: FRIEND system for NeXTStep.

Yale University

B.S. Computer Science

September 1988 - May 1992

Relevant coursework: Data Structures, Systems Programming, Artificial Intelligence, Operating Systems, Compilers and Interpreters, Numerical Methods.
SENIOR THESIS: Real-time motion detection and tracking system.


Other

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