Trading system developer
• Equity Derivatives Trading
• Execution Management System (EMS)
- Understand the basics of trading workflow between buy side institutions and sell side broker-dealer, trading desks
- Have exposure to standard execution algorithms, e.g. VWAP, TWAP, POV, Implementation shortfall, etc.
- Have experience building new systems from scratch, including development and performance tuning
Specialties:
•Oracle Certified Professional, Java SE 6 Programmer
•Actuarial Exam P/1 (Probability) from CAS/SOA
•Actuarial Exam FM/2 (Financial Mathematics) from CAS/SOA
•Java, C++, Scala, Basic Shell Scripting, SQL, Stored Procedure, MATLAB, R(Statistical package)
•XML, JSON, SOAP, REST, Web Service, Spring
•RDBMS: DB2, Oracle, Postgres
•NoSQL: Cassandra
•Message-oriented middleware: WebSphere MQ, Tibco RV, Solace
•Build automation: Gradle, Maven
•Revision control: SVN, Perforce, Git
•Continuous integration: TeamCity, Jenkins
•Basic networking
Software Development Engineer @ High Frequency Algo Trading From July 2015 to Present (6 months) Greater New York City AreaSoftware Developer @ Low Latency, High Throughput and High Availability Execution Management System (EMS)
- FIX-compliant trade management and execution system for portfolio, basket, single stock, automated and algorithmic trading
- Centralized platform for the creation and execution of algorithmic trading strategies for global equities, futures, options and FX
Greenfield project
- Execution market impact cost prediction
• Main skills: Java, CentOS, PostgreSQL From June 2014 to July 2015 (1 year 2 months) Greater New York City AreaSoftware Developer @ Equity Derivatives Trading
- Trade Capture and Lifecycle Management
• Main skills: Java, Scala, DB2, RHEL From June 2012 to May 2014 (2 years) Greater New York City AreaJava Developer Trainee @ • Learn about and receive training in UNIX, SQL and Java
• Work on software development training projects From July 2011 to May 2012 (11 months) Greater New York City Area
BS, Electrical Engineering @ University of California, Los Angeles From 2008 to 2010 Steve Pun is skilled in: Java, Unix, SQL, Unix Shell Scripting, C++, Matlab, R, JUnit, Spring, REST, SOAP, Equity Derivatives, Excel, SDLC, Actuarial Exams