Guanghua Gao
30 Newport Parkway #1914
Jersey City, NJ07310
Tel: (201) 653-2959 (evening) Email: gao@wag.caltech.edu

SUMMARY

Strong quantitative and statistical analysis skills. In depth knowledge of object oriented design and implementation. Proven track record for solving complex problems. Fast learner.

EDUCATION

Ph.D. Physics (October 1997)
California Institute of Technology, Pasadena, California
Adviser: William A. Goddard III, Director of Material and Molecular Simulation Center, Founder of Molecular Simulation Inc.
B.S. Modern Physics (June 1989)
University of Science and Technology of China, Hefei, China

TECHNICAL SKILLS

Quantitative Analysis: Monte Carlo, statistics, linear algebra, integration and differential equation, optimization, coding and compression, 3D rendering, artificial neural network, etc.

Object Oriented Design: Design Patterns and UML

Programming Language: C/C++, Java, Smalltalk, CORBA, Perl, HTML, CGI, FORTRAN, BASIC, TCL/TK, MPI, X/Motif, TCP/IP, Open Inventor, Assembler, Prolog, Postscript, Latex, awk, sed, yacc, make, csh, SCCS, RCS, etc.

Programming Environment: Windows/NT, SGI/Origin, HP, SUN, IBM, Cray-T3D, Intel Paragon, KSR.

Software Package: Biograf, Cerius, Gaussian, PSGVB, LAPACK, NCAR, Mathematica, etc.

EXPERIENCE
 

  • Product Developer, Integral Development Corporation, Palo Alto, CA (11/97 - present)
  • Financial Engineering: researched financial models on derivative/option pricing and risk management, such as Black-Scholes, RiskMetrics and CreditMetrics, etc. These are implemented in UFS (Universal Finance Server) and RMF (Risk Management Framework) which are used by many investment banks including JP Morgan, CitiBank and Merrill Lynch.

    Distributed Client Development (CORBA): designed the UFS’s extended features and implemented them in Smalltalk for server and Java for client, including generic object mechanism for client’s access to server side objects that do not have structured IDL interfaces. This critical application shortens development cycle significantly by transforming original sequential product development process (server IDL first, then client GUI development) to parallel process.
     

  • Research Assistant, California Institute of Technology (09/91 - 10/97)
  • Computational Physics and Chemistry: calculated physical properties of various materials using quantum chemistry, molecular dynamics and Monte Carlo methods. Nominated for Feynman Prize due to the excellent contributions to the cutting-edge nano-technology.

    Software Tool Development: developed the MPSim (massive parallel simulation) software package, a full fledged powerful simulation tools for calculations of systems with millions of atoms. MPSim has been used by academia and industry researchers to design new drugs and materials.
     

  •  Architect and Developer (08/96 - 06/97)
  • Web-based Stock Portfolio Management and Technical Analysis Tools: designed and implemented innovative Web-based stock portfolio management and technical analysis tools using Java. It allows users to customize the charting for most of the popular trading indicators, including Bollinger Bands, moving average, linear regression and Candle Sticks, etc. The tools have been praised as one of the best stock charting tools in market by the evaluators from Charles Schwab, Merrill Lynch, E*trade and PC Quote, etc.
     

  •  Consultant, Cubic Sciences, Rowland Heights, CA (01/96 - 10/96)

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    Internet 3D Visualization: provided strategic product planning for education software development. Developed 3D molecule visualization tools using both Java and VRML.
     
  • Research Assistant, University of Science and Technology of China, Hefei, China (07/88 - 07/91)

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    Computer Based Instrumentation: designed and built a single-chip computer (Intel8096) based nuclear scale system (designed circuit and programmed the real-time operation system).

    ACTIVITIES

    Member of Global Association of Risk Professionals, since 1997
    Member of American Physical Society, since 1992
    Member of American Association for The Advancement of Science, since 1993
    Consultant for Molecular Modeling Team of Chevron Petroleum Technology, 1995 - 1997
    Representative of Caltech Graduate Student Council, 1994-1995
    Executive Officer of CaltechC (Chinese Students and Scholars Association), 1992-1993

    PUBLICATIONS

    Over a dozen of papers have been published. The list can be furnished upon request.