Xiaodong (Dean) Sun

Xiaodong (Dean) Sun Email and Phone Number

Quantitative Researcher | Data Scientist | Algorithmic Trading Strategist - Turn business requests into implementations that improve profitability and market share @ The Depository Trust & Clearing Corporation (DTCC)
1600 Amphitheatre Pkwy Mountain View, CA 94043 United States
Xiaodong (Dean) Sun's Location
New York City Metropolitan Area, United States, United States
Xiaodong (Dean) Sun's Contact Details

Xiaodong (Dean) Sun work email

Xiaodong (Dean) Sun personal email

Xiaodong (Dean) Sun phone numbers

About Xiaodong (Dean) Sun

Business minded, strategic quantitative analyst and developer who excels at modeling, designing and implementing algorithms that align with business objectives. Collaborate with teams across regions resulting in innovative global solutions. Coach summer interns and junior colleagues for fast onboarding and provide a supportive working environment. Expertise includes:• Financial modeling for pricing and prediction critical for profitability and market share• Analytical skills in identifying complex problems and developing creative solutions• Full life cycle software development (design, implement, deploy)• Algorithms with auto-hedging for market making of fixed income rates.• Algorithms for trading cash equity and futures• Data mining and machine learning• Java, Python, Kdb

Xiaodong (Dean) Sun's Current Company Details
The Depository Trust & Clearing Corporation (DTCC)

The Depository Trust & Clearing Corporation (Dtcc)

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Quantitative Researcher | Data Scientist | Algorithmic Trading Strategist - Turn business requests into implementations that improve profitability and market share
1600 Amphitheatre Pkwy Mountain View, CA 94043 United States
Website:
dtcc.com
Employees:
501
Xiaodong (Dean) Sun Work Experience Details
  • The Depository Trust & Clearing Corporation (Dtcc)
    Senior Quantitative Analyst
    The Depository Trust & Clearing Corporation (Dtcc) May 2024 - Present
    Jersey City, Nj, Us
    Contracting through Software Guidance and Assistance, Inc. (SGA)Quantitative Risk Management. Model Performance Monitoring.
  • Barclays
    Quantitative Researcher, Vice President
    Barclays Dec 2019 - May 2024
    London, Gb
    Built and enhanced first global trading algo with auto hedging for interest rate swap (IRS) to cover more than 20% of USD IRS flow.
  • Barclays
    Quantitative Developer, Vice President
    Barclays Aug 2017 - Dec 2019
    London, Gb
    Designed and implemented level-1 algorithms for USD interest rate swap (IRS) and US treasury which improved automation of trading. With the new algorithms, ranking of market share improved from top 10 to top 5.
  • Goldman Sachs
    Algorithmic Trading Strategist, Vice President
    Goldman Sachs Jul 2012 - Jun 2017
    New York, New York, Us
    Designed and implemented new trading algorithms and new features that make Goldman Sachs Electronic Trading competitive as one of the leading US equities and futures dealers
  • Goldman Sachs
    Algorithm Trading Java Developer, Vice President
    Goldman Sachs Mar 2008 - Jul 2012
    New York, New York, Us
    Designed and implemented new trading algorithms and new features to onboard new client flows and gain market share in US equity and futures trading business
  • Ask.Com
    Tech Lead Of Search
    Ask.Com Jul 2003 - Mar 2008
    Oakland, Ca, Us
    Improved web search ranking and search content quality
  • Institute For Advanced Study
    Postdoc
    Institute For Advanced Study Aug 2002 - Jul 2003
    Princeton, New Jersey, Us
    Research and publications on algorithms and complexity of computational problems.

Xiaodong (Dean) Sun Skills

Software Development Search Analysis Machine Learning Data Mining Algorithms Java Research Distributed Systems Statistics Software Engineering Python C Sql Capital Markets Trading Systems Equities C++ Perl Linux

Xiaodong (Dean) Sun Education Details

  • Rutgers University
    Rutgers University
    Mathematics
  • Rutgers University
    Rutgers University
    Computer Science
  • Peking University
    Peking University
    Mathematics

Frequently Asked Questions about Xiaodong (Dean) Sun

What company does Xiaodong (Dean) Sun work for?

Xiaodong (Dean) Sun works for The Depository Trust & Clearing Corporation (Dtcc)

What is Xiaodong (Dean) Sun's role at the current company?

Xiaodong (Dean) Sun's current role is Quantitative Researcher | Data Scientist | Algorithmic Trading Strategist - Turn business requests into implementations that improve profitability and market share.

What is Xiaodong (Dean) Sun's email address?

Xiaodong (Dean) Sun's email address is xx****@****ail.com

What is Xiaodong (Dean) Sun's direct phone number?

Xiaodong (Dean) Sun's direct phone number is (212) 902*****

What schools did Xiaodong (Dean) Sun attend?

Xiaodong (Dean) Sun attended Rutgers University, Rutgers University, Peking University.

What skills is Xiaodong (Dean) Sun known for?

Xiaodong (Dean) Sun has skills like Software Development, Search, Analysis, Machine Learning, Data Mining, Algorithms, Java, Research, Distributed Systems, Statistics, Software Engineering, Python.

Who are Xiaodong (Dean) Sun's colleagues?

Xiaodong (Dean) Sun's colleagues are Christo Christoff, Marie Driver, Msf, Sweta Mandrekar, Joann Williams, Lisa Richardson, Michael Hartshorn, George Badiner.

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