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知道Waterloo的应该知道他的精算和CS都算是北美top的。两个完全没有关系的专业，都tmd那么难, 还97+的平均分。。我都怀疑没有这个人真实的存在。。
Jethro K.C. Ma | | University of Waterloo
Joint Honours Computer Science & Actuarial Science
jkma@uwaterloo.ca
www.jethroma.com
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| | Highlight of Skills | Financial Theory: Derivative pricing, hedging, interest rate theory, CAPM, Monte Carlo methods, loss modeling, statistical regression/forecasting
Actuarial Exams: 1/Probability, 2/Financial Mathematics, 3/Life Contingencies, 4/Construction & Eval. of Actuarial Models
C/C++ (Multithreading, TCP/IP, Win32, MFC)
Java, Visual Basic, R, MATLAB, Python
| Worked with genetic algorithms, machine learning, online neural networks, machine vision
Distributed computing, kernel, network, and embedded programming
OS: Microsoft Windows, Linux, Unix
PHP, SQL, HTML, CSS, JavaScript, Flash
Fluency in Chinese (Cantonese, Mandarin)
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| | Awards and Accomplishments | GPA of 4.0/4.0 (97.4%) in University
Cecil and Edna Cotton Scholarship '09, University of Waterloo President's Scholarship, Dean's Honour List
| | Work Experience | Quantitative Analyst Intern — Quantitative Research Group, Morgan Stanley ( New York, NY )
Sep 2010 - Present
In the process of modeling market impact cost of trading to be used by the core logic in Morgan Stanley's equity trading engines which trade a 5-10% of the daily volume in exchanges around the world
Re-implementing a system using R and q/kdb to regularly refit the model parameters using a large dataset of recent market and intraday trades data. The parameters will be regularly pushed into production trading systems
Performing rigorous statistical analyses and testing to evaluate the models and resulting parameters
Research Assistant — Univ. of Waterloo under Prof. Yuying Li ( Waterloo, ON )
May 2010 - Present
Ongoing research project for interest: Evaluate performance of technical signals and investigate combining them using optimization techniques, such as genetic programming and reinforcement learning, to generate profitable trading rules
Software Engineer — Google Inc. ( Mountain View, California )
Sep 2009 - Dec 2009
Responsible for performance analysis & optimization of Google's renowned MapReduce framework
Identified overheads, pipeline inefficiencies, and improvements to inform next generation design decisions
As a personal project, created visualization tools to mine MapReduce job statistics and display in timeline format
Achieved Outstanding for performance evaluation
Software Engineer — Electronic Arts ( Vancouver, BC )
Sep 2008 - Dec 2008
Worked with large C++ codebase to develop EA Tennis for XBox360, Wii and Playstation 3 platforms
Designed and implemented a probabilistic opponent scheduling algorithm
Responsible for rendering and integration of in-game display elements and backend state logic
Freelance Lead Developer — Robofactors ( Detroit, Michigan )
Mar 2008 - Aug 2008
Developed a light-weight embedded real-time operating system on 8-bit AVR architecture for a hobbyist robot controller
Designed an all-in-one robot controller with servos, infrared, RS-232, and gyroscope interfaces.
Platform Engineer — Google Inc ( Mountain View, California )
Jan 2008 - Apr 2008
Used machine clusters for performance analysis and optimization of Google's Remote Procedure Call layer
Demonstrated a 52% performance increase and 40% latency reduction, using various software and processor-level code/kernel modifications, for the single-threaded case
Nanodevices R&D — Advanced Micro-/Nano-Devices Lab ( Waterloo, ON )
Jan 2007 - Dec 2007
Nanotechnology-based biomedical sensor: developed an ultra-low current sensing device and software suite for detection of current changes through nanobiosensors.
Image Recognition: used Canny Edge Detection (C++) via Intel OpenCV in combination with a neural network for micro-object tracking
| | Education | Bachelor of Mathematics, Joint Honours Actuarial Science and Computer Science
Sep 2006 - Present
Cumulative GPA: 97.3% (4.0/4.0)
Scholarships: Cecil and Edna Cotton, Univ. of Waterloo President, Queen Elizabeth II's Aiming for the Top
Society of Actuaries / CAS
Sep 2008 - Present
Exam credits: 1/P - Probability, 2/FM - Financial Mathematics, 3/MLC - Actuarial Models: Life Contingencies, 4/C - Construction and Evaluation of Actuarial Models
Candidate for BASc in Nanotechnology Engineering
Sep 2006 - Sep 2008
Ranked 2nd in class of 119 students, switched out of program
| | Extracurricular Activities | Co-founder and lead developer, diPoll
Aug 2009 - Present
Co-founded a social voting platform/datamining project with friends, currently serving 8000+ registered users
Oversee development efforts of the diPoll web application, including user system, database, social networking site integration, etc. using web technologies such as PHP, MySQL, and Ajax.
Waterloo Investment Research Exchange Club Member
Jan 2009 - Aug 2010
Participate in weekly market research and compete in trading simulation competition among fellow members
Interactive Brokers College Trading Olympiad 2009 Participant
Jan 2009
Developed a C++ program to automate trades using real-time market data from the IB API based on moving average indicators; produced a 17% return over a one-month period
Unionville High School Robotics Team Mentor
Jan 2007 - June 2008
Mentored high school students in constructing and programming a robot to participate in robotics competitions
| | Other Notable Skills | Source control software used: Perforce, Subversion, CVS
Applications used: LabVIEW, MATLAB Simulink, Altium/Protel
Standard First Aid and AED Certification
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发表于 2012-1-19 15:25:07
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