Shawn Xu

Current

Software Developer at NYC Hedge Fund

Past

Developer at IDT
Associate at Citigroup

Connections

500+ connections

Industry

Financial Services

Websites

TopLinked.com

Shawn Xu’s Summary

Currently I work very closely with quants, i implemented the risk model for our latest strategy.My algorithmic work right now is limited to things like working on alternate algorithms for allocating trades.

Open networker, feel free to contact me. email.shawnxu@gmail.com

Shawn Xu’s Specialties:

Java, C#, C++

Shawn Xu’s Experience

Software Developer

NYC Hedge Fund

(Financial Services industry)

January 2005 — Present (4 years 11 months)

• Developed Straight through Processing System using Java, Swing, Prevayler, My SQL, python and XML.
• Automated a number of Excel/VBA based Energy, Commodity Models and Volatility Models from researchers' paper models. Developed a centralized model engine VBA module to accommodate rapid development.
• Developed centralized data mining system integrated with Bloomberg API, other data source, using C#, Winforms, My SQL.
• Developed trade allocation system using Java, Swing, MySQL, a FoxPro legacy database, and integrated it into an excel app used by traders using VBA.
• Developed a variety of Excel-Add Ins (e.g., for Portfolio risk, Portfolio adjustment for potential trades), modules, and DLLs for use with excel.
Developer

IDT

(Public Company; Financial Services industry)

June 2002 — December 2004 (2 years 7 months)

• Developed desktop application for file sharing, annotation, and reporting media assets for animations: C#, WinForms (developed custom components), GDI, ASP.NET, MS SQL Server, MS BITS protocol.
• Co-Developed (team of 2) file tracking application and messaging system using Java, Swing, EJB, JMS, MS SQL Server, WebObjects, Linux/OSX.
Associate

Citigroup

(Public Company; Financial Services industry)

May 1999 — June 2002 (3 years 2 months)

• Developed wireless packet sniffing application C++, libpcap on UNIX. Ported a version to Windows using C#, Winforms. Created an audio version using Java, Swing, and FreeTTS.
• Developed various weblog data mining applications using Perl and python, MySQL, and Linux, creating visualizations using Flash, Open GL.
• Developed web based project catalog for students using Java, Struts.