From:                              route@monster.com

Sent:                               Monday, April 18, 2016 4:43 PM

To:                                   hg@apeironinc.com

Subject:                          Please review this candidate for: Program Analyst

 

This resume has been forwarded to you at the request of Monster User xapeix03

Pengxi Li 

Last updated:  04/02/15

Job Title:  no specified

Company:  no specified

Rating:  Not Rated

Screening score:  no specified

Status:  Resume Received


Houston, TX  77036
US

Quick View Links:

Resume Section

Summary Section

 

 

RESUME

  

Resume Headline: Developer and Risk Analyst in Commodities Trading

Resume Value: 2k2jin7m8jaz9c23   

  

 

OBJECTIVE:

• 3.5 years’ professional experiences as a programmer analyst within energy trading and risk management system including Openlink Endur and Citi in-house market and credit risk system;
• Very good understanding of Power,Gas,Oil and Metal market;
• Very good understanding of energy derivatives pricing including forward/swap/option;
• Very good understanding and implementation experiences of real time Mark-To-Market(MTM) calculation, report of PNL Attribute Analysis (PAA);
• Very good understanding of volatility and risk including market and credit risk;
• Hands-on implementation experiences of system of Value at Risk(VaR) and Credit Valuation Adjustment(CVA) ;
• Hands-of implementation experiences of test of Comprehensive Capital Analysis and Review(CCAR);
• Very good atinteracting with business users including trader, risk manager, quant to understand and collect business requests;
• Proven ability to identify and analyze production issue across multiple

 

EXPERIENCE:

7/2011 - Present

Citigroup

Industry: Energy and Utilities

Programmer Analyst

Market and credit risk analysis and system development in commodities trading

1) Value at Risk(VaR) system design and development: including MC VaR, Analytic VaR, Incremental VaR;2) Credit Value Adjustment (CVA) system design and development;3) Real Time Valuation system design and development: calculating p&l and greeks;

 

EDUCATION:

9/2003 - 4/2006

University of Science and Technology Beijing

Master's Degree

8/1996 - 7/2000

Northeastern University

Bachelor's Degree

Texas A&M University

Master's Degree

Key research: Simulation for a single product Inventory Control ProblemSoftware environment: C++; Development Tool: Visual Studio 2008; GUI interface: FLTKpackage; Suggested two restocking policies for a single product inventory problem;Generated random number to simulate the occurrence of starting inventory and daily demand;Compared the total profits of two different policies over different time periods;Proposed best solution metrics of starting units, replenishment policy, and time period;

 

CERTIFICATION:

10/2013

Microsoft

Querying Microsoft SQL Server 2012

4/2013

Microsoft

Microsoft Certificated Programming in C# Specialist

Passed Microsoft Exam 70-483

3/2011

SAS

Certification of SAS Advanced Programming for SAS9

12/2010

SAS

SAS Certified Base Programmer for SAS9

 

SKILLS:

Skill Name

Skill Level

Programming language: DotNet(C#), Core Java,SQL,Advanced SAS ,Excel VBA;

Expert

 

LANGUAGES:

Languages

Proficiency Level

Chinese - Mandarin

Fluent

English

Fluent

 

INTERESTS & HOBBIES:

.NET/C #, database technology,commodities trading risk analysis

 

Additional Info

BACK TO TOP

 

Desired Salary/Wage:

35,000.00 - 70,000.00 USD yr

Current Career Level:

Experienced (Non-Manager)

Date of Availability:

Within one month

Work Status:

US - I am authorized to work in this country for any employer.

Active Security Clearance:

None

US Military Service:

Citizenship:

Other

 

 

Target Job:

Target Job Title:

Commodities trading(oil,gas,lng)Software Developer/Market&Credit risk analysis/fundamental analysis

Desired Job Type:

Employee
Intern
Temporary/Contract/Project
Seasonal

Desired Status:

Full-Time
Part-Time
Per Diem

 

Target Company:

Company Size:

Occupation:

IT/Software Development

·         Enterprise Software Implementation & Consulting

·         IT Project Management

·         General/Other: IT/Software Development

Logistics/Transportation

·         Inventory Planning and Management

·         Purchasing

 

Target Locations:

Selected Locations:

US

Relocate:

Yes

Willingness to travel:

Up to 100%