Kevin Jin Email & Phone Number

Hoboken, New Jersey, United States

Hoboken, Nj, Us

Miami, Florida, Us

Quantitative developer for the Global Credit team in the asset management business.NXT program.

New York, New York, Us

Engineered a Java‐based algo for the firm's principal trading business that subscribes to market and risk data feeds and takes the contra side of price improvement auctions initiated with the firm's agency trading business to deliver NBBO-beating two-sided quotes to agency clients in < 0.5ms. Designed thorough regression tests and risk controls to ensure a safe initial rollout of the desk's first fully automated trading engine.

New York, New York, Us

Quantitative developer for a C++-based market making system that performed very low-latency trading of exchange-listed index and single-name equity options through a distributed network of Linux servers. Experience with hooking up exchange-agnostic proprietary algorithms to different exchanges, improving connectivity between co-located servers and the franchise's central data centers, and connecting the system to the GUI tools used by traders so that they can better manage risk.Worked primarily with exchange connectivity (UDP multicast price feeds and TCP order entry), and blind price improvement and route-timer/flash-exposure/NBBO-step-up auction algorithms.

New York, New York, Us

Equities Electronic Market Making Cash Trading Strats desk (algorithmic trading of stocks and delta one products): reproduced output of two proprietary cross-sectional multi-factor risk models in Python and tested explanatory power of factor returns in REquities Quantitative Volatility Trading Strats desk (high frequency trading of options): reduced trade order latency by introducing smarter connection pool logic, making use of lock free algorithms, and tracing code to remove unnecessary locks and compare-and-swaps in C++

ZAIS Group is an investment management company focused on specialized credit strategies.The ZAIS-managed hedge fund that I worked for trades on discretionary decisions informed by quantitative models.I worked with a portfolio manager, quantitative investment strategists, traders, and data analysts to develop new quantitative models and to implement and backtest low-frequency, mechanical "mean reverting" and "trend following" Credit Default Swap trading strategies (involving econometrics and technical analysis) on decades-long time series data sets and structured news analytics.• Independently studied research papers on news sentiment analysis, time series lead‐lag analysis, network analysis, time series forecasting, and machine learning to generate novel models for CDX HY index constituents• Presented an algorithm that successfully detected sets of companies in the same GICS sector as communities when given only a set of CDS points upfront time series• Explained to traders a time series comparison algorithm I discovered that detects to what extent and how consistently one series leads or lags the other by matching peaks and troughs• Experience in Bloomberg Terminal, Excel/VBA, SQL/Vertica, and R

Portland, Or, Us

• Developer and Huron‐Click® Portal consultant for the Children's Hospital of Philadelphia and Arizona State University in electronic research domains, e.g. IACUC, IBC, IRB; liaised with medical research experts and business analysts to implement software solutions and resolve 226 tickets in 833.54 billable hours• Led development and design work of a web service infrastructure to automate patching between development and QA systems; liaised with admins to implement the full procedure that saves each client ~10 billable hours per week to generate goodwill with clients• Initiated development on file sync and version control infrastructure that enables developer productivity offline without access to client's VPN/RDP• Experience in HTML, server side JScript/ActiveX (WSH), object oriented design, .NET Framework, ASP.NET MVC, IIS• Experience in Windows Server administration, setting up/maintaining Active Directory, Task Scheduer, developing services, PowerShell, and batch scripts• Experience implementing specifications from a Visio flow chart as state machine workflow in web based business process management system

Bachelor Of Science (Bs), Finance, Statistics

Bachelor Of Arts (Ba), Computer Science

High School Diploma, Computer Science Academy