Shawn Xu [LION] (email.shawnxu@gmail.com)

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 [LION] (email.shawnxu@gmail.com)’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

Shawn Xu [LION] (email.shawnxu@gmail.com)’s Specialties:

Java, C#, C++

Shawn Xu [LION] (email.shawnxu@gmail.com)’s Experience

Software Developer

NYC Hedge Fund

(Financial Services industry)

January 2005 — Present (3 years 8 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.