Jessy Gu's Email Addresses & Phone Numbers

Software Engineer @ Google Mountain View, CASenior Software Engineer @ Integral Development Corporation FX Trading Platform1. Designing, developing and maintaining a high frequency, low latency real time platform for Forex Trading.2. Using J2EE, spring framework, toplink, javascript and groovy to handle services, persistence, UI layers and test cases.3. Working on all SE aspect: Performing business requirement analysis,...

Software Engineer @ Google Mountain View, CASenior Software Engineer @ Integral Development Corporation FX Trading Platform1. Designing, developing and maintaining a high frequency, low latency real time platform for Forex Trading.2. Using J2EE, spring framework, toplink, javascript and groovy to handle services, persistence, UI layers and test cases.3. Working on all SE aspect: Performing business requirement analysis, deriving use cases, prototyping,delivering solutions and maintaining.worked on Basis point spread price provision, and sysntetic cross price making applications.R&D group1. Worked on research and development projects relating to performance, reliability and scalability of a Cloud based real-time trading platform2. Investigated new technologies to improve latnency and overwrite standard java libaries to improve performance. From April 2012 to September 2014 (2 years 6 months) Palo AltoSoftware Engineer @ Buttonwood Group Trading, LLC Project: Auto Trading Model Server1. Using C++ and boost library integrated the implementation of Adaptive Arrival Price Model and the order management system.2. Using tango xml language, developed auto trading strategies.3. Offered market decision and speeded up order process, using advanced mathematical model and programming technical4. This project is a critical component for company’s trading business.Project: High Frequency Trading Systems1. A proprietary high frequency trading system to support internal models and strategies2. Designed and implemented in C++ the server part, built market data and execution gateway, created books, strategy, spreaders and butterfly objects using multithread.3. Implemented the model part in Java, such as fill probability model, and principal component analysis (PCA) modelProject: Market Data System1. Using C++ and boost library connected to RTS communication Server and provided real-time data feed to internal trading applications2. Developed and tested all the components, and some reusable components for other projects3. This project is currently deployed in production and benefits the traders.Project: Global Risk1. Provided real-time post-trade P&L, and leveraged Global Risk valuation and risk calculations2. Using C++ and JAVA to provide updated position and top book data from RTS system. From May 2009 to April 2012 (3 years) Research Assitant @ Illinois Institute of Technology Project1: Meta-learning ToolsUsed java, Oracle, data mining algorithms and statistic distribution method, this project develops a special failure prediction tool to analyze failure logs and predict failures on BlueGene/L systemKey Achievements:1.Outperformed peers about 20% by dynamically combining the merits of kinds of data mining algorithms and distribution method2.Significantly increased the prediction accuracy compared to other existent toolsProject2: Simple-DM ToolIt designs various machine learning algorithms to solve data mining problems implemented in Java and open sourced under the GPL. Key Achievements:1.Successfully satisfied various specific data format requirements, 2.Effectively improve the efficiency by using data structures and algorithmsPaper PublishedJ. Gu, Z. Zheng, Z. Lan, J. White, E. Hocks, B.H. Park, “Dynamic Meta Learning for Failure Prediction in Large Scale Systems”, Proc. of International Conference on Parallel Processing (ICPP), 2008. From August 2007 to December 2009 (2 years 5 months) Software Engineer and Research Assistant @ Infosys Project: Migrate legacy applications to the Grid environment Used C, java and MPI, this project provides a systematic framework to migrate legacy application to grid environment. Key Achievements:1.Automatically migrate the applications to grid environment2.Significant efficiency improvement using data structure and algorithms in distributed systems3.Published a paper on top international conference (CCGrid07) Project: Develop Infy Bank System on IBM Mainframe Using COBOL, DB2, JCL to develop a bank system on IBM mainframe machines Key Achievements:1.Worked as project management2.Managed 9 team-members, and achieved significant improvements in their productivity3.Prepared workflow charts and diagrams to specify operations4.Supervised 9 employees, assigned resources, scheduled work hours, resolved conflicts From September 2006 to April 2007 (8 months)