• Java, Spring, Hibernate framework Basic Python, Java SE

June 2014-current       RobustTechHouse, Singapore

                                   Quantitative Researcher/Developer

Responsibilities:

·        Investigating novel profitable quantitative strategies for stocks (ASX, SP500, FTSE250), Forex, Future on currency using these models:

+ Cointegrated-pairs trading

+ Lead/ lag relationship

+ Support Vector Machine

+ ARIMA, GARCH

·        Back testing strategies in Python and Java.

·        Develop the mentioned above algorithms in Java to interact with Trading Work Station-Interactive Broker for live trading.

·        Fill gap between Java developers and researcher to develop trading framework (API)

Sep 2010-Mar 2014   Computational Science Department,

           Roma Tre University

                               PhD researcher (2 publications rank Q1, Impact Factor = 4.9)

PhD thesis was focused on the development of tool written in Java SE 6 for protein function prediction. I took part in developing the tool ASSIST(Active SIte Similarity Search Tool) and LIBRA (Ligand Binding Site Recognition Application). The core algorithm implemented by the tool is based on local structural comparison which employs 2 techniques: Geometric Hashing Technique, Maximum Clique algorithm. A more detailed description will be found in my thesis and publications in the attached.

http://www.computationalbiology.it/software.html

http://www.computationalbiology.it/aboutus.html

Jan 2008–Jan 2010      Master of Applied Mathematics,

    HCM University of Technology,

    HCM City, Viet Nam.   

I studied advance courses of statistics, partial differential equations…

Sep 2001–Sep 2005    Bachelor of Theoretical Mathematics,

    Ho Chi Minh City Pedagogical University,

    HCM City, Viet Nam.

I studied basic mathematic: probability and statistics, calculus, Linear algebra, partial differential equations, analysis…