Strong quantitative and statistical analysis skills. In depth knowledge of object oriented design and implementation. Proven track record for solving complex problems. Fast learner.
Ph.D. Physics (October
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
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.
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.
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
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.
Member of Global Association of Risk Professionals,
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
Over a dozen of papers have been published. The list can be furnished upon request.