
Mingzhang Song
Developing Python, SQL and VBA financial applications to support BoA trading floor Grid computing to calculate portfolio valuation and... | Charlotte, North Carolina, United States
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Mingzhang Song’s Emails mi****@bo****.com
Mingzhang Song’s Phone Numbers No phone number available.
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Mingzhang Song’s Location Charlotte, North Carolina, United States
Mingzhang Song’s Expertise Developing Python, SQL and VBA financial applications to support BoA trading floor Grid computing to calculate portfolio valuation and capital at risk ~ excellent skills in coding large scale applications over grids; ~ optimized data loading to combine long processing pricing requests in one batch then split valuation and risks by each trade's notional; ~ fast turn over for all requested new or updated features to support trading floor daily report production runs; Developing Python GUI, business logic APIs and database stored procedures for large scale applications ~ whole treasury group trade level pricing; ~ international balance sheet reports; ~ multi trading desks capital at risk reports; ~ central bank deposits and liquidity management reports; ~ processing over 1 GB data feeds per day, from 10 millions trades to Bloomberg and Reuters market data, risks, back office collateral data sets Optimizing databases schema, index, queries ~ optimized MySQL table index and queries according to updated use-pattern analysis; ~ dynamic linking trades across multi trading systems based on trade characters; ~ cleaned up legacy Oracle database SQL query code to optimize application speed and control access points; ~ documented all SQL code used in production run, from over 500 Excel, Python or other application code files, cleaned up obsolete code and duplication; ~ support all upstream and downstream database schema change releases Responsible for production runs for multi processes ~ Corporate bonds and swaps valuation; ~ trade level end of day PNL and VaR reports and etc.; Developing advanced GUI features such as: ~ dynamic rates data loaders to calculate trade effect; ~ dynamic data loader GUI features for selecting portfolio and trade by using waterfall methodology plus supplement SQL builder; ~ patterns based book loaders for users to load list of frequent portfolios;
Mingzhang Song’s Current Industry Bank Of America
Mingzhang
Song’s Prior Industry
Bank Of America
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Boa
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Work Experience

Bank Of America
software engineer
Sun Sep 01 2013 00:00:00 GMT+0000 (Coordinated Universal Time) — Present
Boa
VP
Sun Sep 01 2013 00:00:00 GMT+0000 (Coordinated Universal Time) — Present